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Creating a data feed connection provider for NT


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Creating a data feed connection provider for NT

  #41 (permalink)
 
rleplae's Avatar
 rleplae 
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IQfeed api is subject to a yearly developper license,
if you are not already using IQfeed, that is probably not a good route...

if you also want to connect to an exchange for sending orders (IQfeed is trade data only)
then you will be better of with the connector framework i posted earlier


blueboxster View Post
Hi rleplae,

Thanks for the prompt reply.

I am not a programmer myself and trying to gather as much info as I can before meeting the coder.

Just wondering if the IQfeed to Ninjatrader connection protocol is available to public ?

The exchange which I want to connect is using REST API, if IQfeed is perfect for this type of connection?






Best regards


Blueboxster


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  #42 (permalink)
 
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 MattR 
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rleplae View Post
You are right, the proxymodule, pretends to be iQfeed and then goes out to the real IQfeed for the normal symbols, or to my data server for my private symbols.


rleplae,

I'm looking to build something similar -- connect NT 8 to my proxy, which will connect to IQFeed. In thinking through my project, I'm wondering how you handled the ports. I noticed that NT does not permit you to change the port it uses to connect to IQFeed.

Does IQFeed permit you to change the port to which it binds? If not, how did you get around this limitation? Obviously both the proxy and IQFeed cannot both bind to the same port. Do you run IQFeed on a separate system/VM?

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  #43 (permalink)
 
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 rleplae 
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MattR View Post
rleplae,

I'm looking to build something similar -- connect NT 8 to my proxy, which will connect to IQFeed. In thinking through my project, I'm wondering how you handled the ports. I noticed that NT does not permit you to change the port it uses to connect to IQFeed.

Does IQFeed permit you to change the port to which it binds? If not, how did you get around this limitation? Obviously both the proxy and IQFeed cannot both bind to the same port. Do you run IQFeed on a separate system/VM?

Both NT and IQfeed will read the configured ports from the registry.

The way around this is as follows :

- start your proxy module
- read the registry
- update the registry with new ports and start IQfeed on those new ports
- update the registry to the original values
- bind your proxy to the original values
- start N8

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  #44 (permalink)
 
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 MattR 
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rleplae View Post
Both NT and IQfeed will read the configured ports from the registry.

The way around this is as follows :

- start your proxy module
- read the registry
- update the registry with new ports and start IQfeed on those new ports
- update the registry to the original values
- bind your proxy to the original values
- start N8

Superb! Thank you for the quick help!

Sent using the NexusFi mobile app

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  #45 (permalink)
 
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 KillerJukeBox 
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rleplae View Post
There are many ways you can skin this cat.

1. You can create a FIX server and connect NT to your own FIX server.
FIX specifications are open and free

Tech / Specs - FIX Trading Community

2. You can 'mimic' one of the existing protocols (iqfeed, rithmic

3. As mentioned before, you can also use the NTDirect.dll, if you are
talking about smaller amount of data.

4. You can also call data from an indicator, and then draw the chart.

It all depends what problem you are trying to solve ?

Hi, am very grateful this thread is here, as NT support are pretty tightlipped on this topic so far when Ive asked about it.

I'd like to make a FIX server as described, ive got a couple of hopefully easy questions:

1] Do we know what FIX version is implemented/supported by NT8?

2] What steps do I need to take to hookup the FIX server in NT8, is this a case of emulating an existing connection, or is there a connections file I need to edit to create some custom connection entries?

any recommended further reading on the topic would be great too.

I'm wondering if taking an off-the-shelf FIX implementation such as

https://quickfixn.org/about/about-us/

is a good idea , or should I make something from scratch?

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  #46 (permalink)
 
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KillerJukeBox View Post
Hi, am very grateful this thread is here, as NT support are pretty tightlipped on this topic so far when Ive asked about it.

I'd like to make a FIX server as described, ive got a couple of hopefully easy questions:

1] Do we know what FIX version is implemented/supported by NT8?

2] What steps do I need to take to hookup the FIX server in NT8, is this a case of emulating an existing connection, or is there a connections file I need to edit to create some custom connection entries?

any recommended further reading on the topic would be great too.

I'm wondering if taking an off-the-shelf FIX implementation such as

About

is a good idea , or should I make something from scratch?


I think i tried quickfixn in the past, but it's a few years ago and it was on NT7
you'll have to reverse engineer it a bit or try to have the documentation of
the implementation and mimic it

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  #47 (permalink)
 
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 KillerJukeBox 
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so ive just found out the TT connector was removed and support was dropped in NT8 v 8.0.0.9

Guess its NT7 or nothing :/

Think i'l go back to the drawing board for now. Thanks.

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  #48 (permalink)
 
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 rleplae 
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KillerJukeBox View Post
so ive just found out the TT connector was removed and support was dropped in NT8 v 8.0.0.9

Guess its NT7 or nothing :/

Think i'l go back to the drawing board for now. Thanks.

Explain in a bit more detail what it is that you want to do ?

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  #49 (permalink)
 
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 KillerJukeBox 
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My aim is to add order entry support on top of the existing Charting (only) support for bitmex.

https://www.bitmex.com:443/app/ninjaTraderIntegration

They have websocket and REST APIs available which I hope to translate into something NT8 will deal with.


The files and install info is here:

"NinjaTrader supports third-party plugins to integrate market data with their desktop software platform.

BitMEX offers access live market data. The BitMEX plugin does not support trading or any transactions. It only provides market data for research and testing purposes."



https://github.com/BitMEX/ninjatrader-bitmex

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  #50 (permalink)
 
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 rleplae 
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KillerJukeBox View Post
My aim is to add order entry support on top of the existing Charting (only) support for bitmex.

https://www.bitmex.com:443/app/ninjaTraderIntegration

They have websocket and REST APIs available which I hope to translate into something NT8 will deal with.


The files and install info is here:

"NinjaTrader supports third-party plugins to integrate market data with their desktop software platform.

BitMEX offers access live market data. The BitMEX plugin does not support trading or any transactions. It only provides market data for research and testing purposes."



https://github.com/BitMEX/ninjatrader-bitmex

the zips with the source code seem empty
only pictures

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