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Extracting market data from Ninjatrader
Started:April 29th, 2016 (11:32 PM) by ArbTrader Views / Replies:153 / 1
Last Reply:April 30th, 2016 (07:00 AM) Attachments:0

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Extracting market data from Ninjatrader

Old April 29th, 2016, 11:32 PM   #1 (permalink)
Elite Member
San Jose, CA USA
Futures Experience: Beginner
Platform: Ninja
Favorite Futures: Futures
Posts: 28 since May 2013
Thanks: 30 given, 15 received

Extracting market data from Ninjatrader

I am looking to create an application to extract market data from Ninjatrader and feed to another application (wave59).

Any examples of this sort of implementation around?
What would be the best place to start?

Much appreciate any help.

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Old April 30th, 2016, 07:00 AM   #2 (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, 6N, 6S, ES, CL, ZB
rleplae's Avatar
Posts: 1,460 since Sep 2013
Thanks: 1,066 given, 2,272 received

Why would you want to extract it from NT and not from your data connection ?

Can you explain a bit more in detail what you want to achieve ?

I have don both things :
- make an indicator that runs in NT and write 'bars' with the indicator value for back-testing
- read the datafeed directly and write it to a file

All depends of the problem you are trying to solve

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