Data provider The way i was able to solve this issue on a conceptual level is as follows :
1) you find a good source for the data you need, you use web scraping or api for the data acquisition
2) you make the data persistent if the source does not allow for historical retrieval (your system needs
to runs if you don't want a gap in your data)
3) you create a streaming component that delivers live data
4) i created a proxy that sits in between NT7/NT8 because i found out, if you make 2 data connections
in NT7/NT8, the request will always go to your primary data source. in my case i needed my exchange
data to keep working in parallel of my own synthetic data
all together it looks a bit like this :
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Alternatively you can use the ATI interface.
You can call the NinjaTrader.client dll and use the methods to push data to NT.
I haven't worked with his, but i have seen other people doing something with this interface.
(I only use this interface to inject my orders into NT)
A last option is to create a data series in NT
In that dataseries you call your datasource and create a time series.
All indicators can then be run on those time series.
Probably there are other mechanisms one can think of..
The following 3 users say Thank You to rleplae for this post:
You've put together a great scenario for getting BTC data into ninja trader. But for most novice traders and the like it is a bit overwhelming. It would be nice if there was a software solution or data provider.. I know there is https://www.signalstrengthfinance.com/bitconnector.php
But what I would like, which I don't know if is possible is Historical data for each day. You can download historical data from the above site. But it only gives you the daily price, not the entire day of data. Such as the 24 hours for each day. Hopefully that makes sense, it may be a good opportunity for someone to come up with one of the ideas mentioned.