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Default How to subscribe and get price change.
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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)

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  #2 (permalink)
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  #3 (permalink)
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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
 
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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

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  #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

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  #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?

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  #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: 2,373 since Sep 2013
Thanks: 1,647 given, 3,509 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).

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