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    1. looks_one rleplae with 9 posts (7 thanks)
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Bitcoins add-on

 
 
rleplae's Avatar
 rleplae 
Gits (Hooglede) Belgium
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Experience: Master
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stockpapa View Post
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?

The diagram is an over simplification, i get data from many different places and some of the data is complex derived/calculated data like sentiment or real-time RR.

Depending on the source and the velocity of that data, in some cases it's poll and in other cases it's push.

Once you have one provider up and running, you will see that you will create more of them

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sam028's Avatar
 sam028 
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Getting incoming data is one thing, synchronizing your real positions with what Ninja is the real problem IMHO.

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 stockpapa 
Arizona and Nevada
 
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rleplae View Post
Once you have one provider up and running, you will see that you will create more of them

I could see that I'm not currently an IQ Feed customer but I was interested in it since you have done it. I could fake a different provider if there's some semblance of documentation. I'm a little stuck as to how to learn the interface. Did you learn the interface from developer docs or did you have to snoop how Ninjatrader communicates via Wireshark or something? Also do you think it's possible to build a proxy without an IQ feed account (since ultimately I don't want iq feed data) or does Ninjatrader need a valid connection through IQConnect?

Is there some direction you can point me in to learn the interface?

 
 
rleplae's Avatar
 rleplae 
Gits (Hooglede) Belgium
Legendary Market Wizard
 
Experience: Master
Platform: NinjaTrader, Proprietary,
Broker: Ninjabrokerage/IQfeed + Synthetic datafeed
Trading: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
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sam028 View Post
Getting incoming data is one thing, synchronizing your real positions with what Ninja is the real problem IMHO.

Very valid comment, it all boils down to what is the 'scope'

The question is what problem do we want to solve ?

If sending orders/position syncing is required, then something else than similar to IQfeed needs to be used
and most likely the pxNetAdapter is a much better route as it has all that methods (i didn't flesh it out in detail)...

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 stockpapa 
Arizona and Nevada
 
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rleplae View Post
The question is what problem do we want to solve ?

Charting only at this point

 
 
rleplae's Avatar
 rleplae 
Gits (Hooglede) Belgium
Legendary Market Wizard
 
Experience: Master
Platform: NinjaTrader, Proprietary,
Broker: Ninjabrokerage/IQfeed + Synthetic datafeed
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stockpapa View Post
Charting only at this point

Then the proposed solution is a valid one

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 PATaMAT 
czech republic
 
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Magiklair View Post
that's a nice app.. Just wish there was historical data to do technical analysis. But great nonetheless.
Regards,
Brian

Hello, yould you be so kind to provide source code of indicator? I am working on Bitfinex connector for NT8 and this would probably save me a lot of time.

Regards
Pavel Kujal

 
 stockpapa 
Arizona and Nevada
 
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rleplae View Post
Both the proxy and the new data provider are stand-alone modules.
Those processes listen on a certain port and talk to each other over TCP/IP.

I created a simple socket listener listening on port 7496 which is supposed to be the port for an Interactive Brokers (IB) data feed. When I try to connect NT to IB I receive a single message in my socket listener: "62\x00"

Is there some message I should be sending back or is there a handshake I need to do? After a timeout NT thinks it's connected but prior to that it stays in the connecting state (according to NT log) for what seems like too long.

 
 
rleplae's Avatar
 rleplae 
Gits (Hooglede) Belgium
Legendary Market Wizard
 
Experience: Master
Platform: NinjaTrader, Proprietary,
Broker: Ninjabrokerage/IQfeed + Synthetic datafeed
Trading: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
Posts: 3,003 since Sep 2013
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stockpapa View Post
I created a simple socket listener listening on port 7496 which is supposed to be the port for an Interactive Brokers (IB) data feed. When I try to connect NT to IB I receive a single message in my socket listener: "62\x00"

Is there some message I should be sending back or is there a handshake I need to do? After a timeout NT thinks it's connected but prior to that it stays in the connecting state (according to NT log) for what seems like too long.

Try to capture some TCP/IP frames with wireshark with IB client and NT
and see how the dialogue looks like, that may give you a clue ...

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