Default How to subscribe and get price change. - NinjaTrader Programming | futures io social trading
futures io futures trading


Default How to subscribe and get price change.
Updated: Views / Replies:233 / 5
Created: by ieitani Attachments:0

Welcome to futures io.

Welcome, Guest!

This forum was established to help traders (especially futures traders) by openly sharing indicators, strategies, methods, trading journals and discussing the psychology of trading.

We are fundamentally different than most other trading forums:
  • We work extremely hard to keep things positive on our forums.
  • We do not tolerate rude behavior, trolling, or vendor advertising in posts.
  • We firmly believe in openness and encourage sharing. The holy grail is within you, it is not something tangible you can download.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.


You'll need to register in order to view the content of the threads and start contributing to our community. It's free and simple, and we will never resell your private information.

-- Big Mike

Reply
 
Thread Tools Search this Thread
 

Default How to subscribe and get price change.

  #1 (permalink)
Trading Apprentice
Tel Aviv
 
Futures Experience: Beginner
Platform: Zen or NinjaTrader
Favorite Futures: TF & ES
 
Posts: 10 since Feb 2016
Thanks: 1 given, 1 received

Default How to subscribe and get price change.

Hello,
PLEASE BE VERY SPECIFIC.

I know there is a method called OnMarketData() available for a strategy.
Then I am developing an API application, that should get each price change.
So far I did not manage to see the above method is triggering.

Data Feed:
I did not find a way to debug the strategy code.
I saw somewhere that I need to attach to process from my VS app, then I had to open the strategy.cs file, and put my Breakpoint on VS, then the code was suppose to stop there.
I did not manage to do it.
If you have a very Detailed instruction on how to do it, it will help to pass one barrier.


Price Change:
Then after I pass the feed issue, then I need to get into my VS code, to a handler, the price change.
So, I could never check and see how to even subscribe to the OnMarketData() method...
So, please help with that as well.
My plan is to get the change of price to this method, then from it to open a socket and send the information back, from my C# Strategy code to my VS C# code.

Or(another idea), when I add the custom.dll as a reference, and when I compile with NT, the dll is getting updated, and the name of the strategy become a class inside this dll.
Then I can add a hendler in this dll, and delegate this handler in my VS code, then only from the strategy, to send the object MarketDataEventArgs on to the handler, that will be passed on to my VS C# code, and from there to make decisions for the strategy.

Please be specific in your responses. Usually responses are short and laconic (sorry).

Thank you in advance,
Isaac (is the name)

Reply With Quote
 
  #2 (permalink)
Quick Summary
Quick Summary Post

Quick Summary is created and edited by users like you... Add FAQ's, Links and other Relevant Information by clicking the edit button in the lower right hand corner of this message.

 
  #3 (permalink)
Elite Member
Omer עומר / Israel י
 
Futures Experience: Master
Platform: NinjaTrader, Proprietary,
Broker/Data: Ninjabrokerage/IQfeed + Synthetic datafeed
Favorite Futures: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
 
rleplae's Avatar
 
Posts: 1,981 since Sep 2013
Thanks: 1,396 given, 2,961 received
Forum Reputation: Legendary


I am using IQfeed, i'm reading directly (through a socket) all data that i need, without NT having to be open and loaded, this is much better peformance and more precise. It also allows me to load historical tick data, etc...

Why go through NT ? What is your data provider ?

If you want to see how to read OnMarketUpdate, you can take a look at one of my previous creations :

https://futures.io/elite-automated-trading/32559-ron-s-alpha-trade-method-ninjat...t-bot-22.html#post548753

Reply With Quote
 
  #4 (permalink)
Trading Apprentice
Tel Aviv
 
Futures Experience: Beginner
Platform: Zen or NinjaTrader
Favorite Futures: TF & ES
 
Posts: 10 since Feb 2016
Thanks: 1 given, 1 received


rleplae View Post
I am using IQfeed, i'm reading directly (through a socket) all data that i need, without NT having to be open and loaded, this is much better peformance and more precise. It also allows me to load historical tick data, etc...

Why go through NT ? What is your data provider ?

If you want to see how to read OnMarketUpdate, you can take a look at one of my previous creations :

https://futures.io/elite-automated-trading/32559-ron-s-alpha-trade-method-ninjat...t-bot-22.html#post548753

I understand what you say.
My experience with API is with OEC, and it is like that.
I open a socket directly with them.

BUT, the order is mirroring on the open trading application, since I use the same user name.
Will it be like that?
Meaning:
Will my order, reflect on my Ninja Trader, when I open a position?
Could I monitor the position with Ninja...
I understand that I will be able/need to make the monitoring with my application.

So, by now I don't have a full account, I use temporary Demo account given free by Ninja by Continuum (Demo). So Mabe I don't have full access.
Soon, I will deposit the account with funds (NT told me above $1,000 - I can say only [with OEC is $5K]), then I should get full Demo...
Still don't know if account makes any different.

I will look at your post, and thank you for your advise. As far as now, sound good and nice.

Thanks again,
Isaac

Reply With Quote
 
  #5 (permalink)
Trading Apprentice
Tel Aviv
 
Futures Experience: Beginner
Platform: Zen or NinjaTrader
Favorite Futures: TF & ES
 
Posts: 10 since Feb 2016
Thanks: 1 given, 1 received


rleplae View Post
I am using IQfeed, i'm reading directly (through a socket) all data that i need, without NT having to be open and loaded, this is much better peformance and more precise. It also allows me to load historical tick data, etc...

Why go through NT ? What is your data provider ?

If you want to see how to read OnMarketUpdate, you can take a look at one of my previous creations :

https://futures.io/elite-automated-trading/32559-ron-s-alpha-trade-method-ninjat...t-bot-22.html#post548753

I tried to access this link, but I got a message that I am not Elite member so I don't have permission to view it.
Are you capable to grant me access?

Reply With Quote
 
  #6 (permalink)
Elite Member
Omer עומר / Israel י
 
Futures Experience: Master
Platform: NinjaTrader, Proprietary,
Broker/Data: Ninjabrokerage/IQfeed + Synthetic datafeed
Favorite Futures: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
 
rleplae's Avatar
 
Posts: 1,981 since Sep 2013
Thanks: 1,396 given, 2,961 received
Forum Reputation: Legendary

There are two distinct things

1) data feed, for the price update
2) broker feed for order and execution

While some offer both in one, i use 2 seperate connections, IQfeed for data and broker through NT
it is important to have good data, when the data comes from a broker, it is sometimes filtered
(to reduced bandwidth), etc...

Brokers offer not necessary historical data in the same sense as a data vendor (for whom it is
the core business).

Reply With Quote

Reply



futures io > > > > > Default How to subscribe and get price change.

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

FIO Journal Challenge featuring NinjaTrader ($2,000+ of prizes)

May
 

An overview of volumetric analytical tools w/Artem Topol @ PTMC

Elite only
 

Finding Success in Futures Trading w/John Hoagland

Jun 6
 

FuturesTrader71 Extended Ask Me Anything (AMA)

Elite only
 

Diving Into Order Flow w/Alex Haywood & Jigsaw Trading

Jun 8

John @ No BS Day Trading (TBA)

Elite only

An Afternoon with FIO member Softsoap (being rescheduled)

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Anybody subscribe to pit audio feeds? shodson Traders Hideout 10 February 20th, 2016 02:17 PM
Indicator that displays % change in price? Righteous7 NinjaTrader 3 June 14th, 2014 02:29 PM
Big volume traded with no price change? what does it mean. RedK Traders Hideout 7 September 12th, 2012 05:04 AM
Is there an indicator that shows price change averaged with volume change intrabar? Itchymoku NinjaTrader 8 July 31st, 2012 07:40 PM
Possible to Add/Change Default Interval Settings in NT? CDesai13 NinjaTrader 1 December 14th, 2009 07:29 AM


All times are GMT -4. The time now is 07:08 AM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-05-30 in 0.09 seconds with 19 queries on phoenix via your IP 54.224.200.104