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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 :
ATI interface
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)
Time series
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..
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.
Best regards,
Brian
Hello! I just downloaded and tried your program - it appears to be receiving from bittrex, and shows green for detection of my ninja 7 platform, but I couldnt figure out next step - Is there a way to login to it as a data provider similar to the way I do for Rithmic or Ninja data sources? Also, does it matter what kind of Ninja 7 license key I am using?
Hello rleplae, thanks for your explanation. Can you explain a little more about the specs for "Data provider proxy" and "New data provider"? Are these C# classes/packages or language agnostic? How does Ninjatrader communicate with these components? Also how did you learn what the interface of these components needed to be? Basically I would like to develop something similar myself but so far I've found very limited information.
Thanks so does NinjaTrader talk to IQConnect.exe and then to your proxies or does Ninjatrader talk directly to your proxies? In other words how does IQConnect fit into your chain (if at all)?
As illustrated on the diagram, your proxy needs to be in between NT and IQfeed process (IQconnect)
the proxy will then recognized your BITcoin intstruments and direct the request to the new provider,
all other flows remain unchanged
Also as new ticks come in it looks like you're storing them in a database, so does your "New data provider" (or proxy) poll the database? Or do you have some kind of push mechanism?
