NexusFi: Find Your Edge


Home Menu

 





External TICK feed


Discussion in NinjaTrader

Updated
    1. trending_up 3,588 views
    2. thumb_up 4 thanks given
    3. group 2 followers
    1. forum 8 posts
    2. attach_file 2 attachments




 
Search this Thread

External TICK feed

  #1 (permalink)
 Koepisch 
@ Germany
 
Experience: Beginner
Platform: NinjaTrader
Broker: Mirus Futures/Zen-Fire
Trading: FDAX
Posts: 569 since Nov 2011
Thanks Given: 440
Thanks Received: 518

Hallo,

i'm struggling with the NT7 Market replay. It's not very responsive and a pain. I think i've seen a possibility to feed data (tick data too) into NT7 with external components. If yes is it usable or also a pain?

Please can anyone share some Buzz Words to search for or some usefull links?

I've already done an own backtest engine, but i want to visualize the trade progress in detail.

Thanks,
Koepisch

Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
My NT8 Volume Profile Split by Asian/Euro/Open
NinjaTrader
NexusFi Journal Challenge - April 2024
Feedback and Announcements
Request for MACD with option to use different MAs for fa …
NinjaTrader
ZombieSqueeze
Platforms and Indicators
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Retail Trading As An Industry
58 thanks
Battlestations: Show us your trading desks!
50 thanks
NexusFi site changelog and issues/problem reporting
47 thanks
GFIs1 1 DAX trade per day journal
32 thanks
What percentage per day is possible? [Poll]
31 thanks

  #2 (permalink)
 
sam028's Avatar
 sam028 
Site Moderator
 
Posts: 3,761 since Jun 2009
Thanks Given: 3,824
Thanks Received: 4,629


Koepisch View Post
Hallo,

i'm struggling with the NT7 Market replay. It's not very responsive and a pain. I think i've seen a possibility to feed data (tick data too) into NT7 with external components. If yes is it usable or also a pain?

Please can anyone share some Buzz Words to search for or some usefull links?

I've already done an own backtest engine, but i want to visualize the trade progress in detail.

Thanks,
Koepisch

You "simply" have to send data to 127.0.0.1:36973, in TCP. You can use NTDirect.dll which can do the job.
I wrote something in Python years ago, I found it simpler than using the .dll: read a text file and send the data to port 36973.
It still works and I can provide a skeleton if needed.

Success requires no deodorant! (Sun Tzu)
Follow me on Twitter Reply With Quote
The following user says Thank You to sam028 for this post:
  #3 (permalink)
 Koepisch 
@ Germany
 
Experience: Beginner
Platform: NinjaTrader
Broker: Mirus Futures/Zen-Fire
Trading: FDAX
Posts: 569 since Nov 2011
Thanks Given: 440
Thanks Received: 518


Hi Sam,

it would be great if you can provide me some more details about the TCP content to send the data to NT. Can i feed the interface with tick data or are there some options?

Thanks,
Koepisch

Started this thread Reply With Quote
  #4 (permalink)
 
sam028's Avatar
 sam028 
Site Moderator
 
Posts: 3,761 since Jun 2009
Thanks Given: 3,824
Thanks Received: 4,629


Koepisch View Post
Hi Sam,

it would be great if you can provide me some more details about the TCP content to send the data to NT. Can i feed the interface with tick data or are there some options?

Thanks,
Koepisch

You feed it with tick data, but only 1 level of bid/ask. I can provide my Python app as an example if needed.

Success requires no deodorant! (Sun Tzu)
Follow me on Twitter Reply With Quote
  #5 (permalink)
 Koepisch 
@ Germany
 
Experience: Beginner
Platform: NinjaTrader
Broker: Mirus Futures/Zen-Fire
Trading: FDAX
Posts: 569 since Nov 2011
Thanks Given: 440
Thanks Received: 518

Hi Sam,

it would be great if you could share the python part which belongs to the tcp payload creation, to get insight into the packaging of the tick data.

Thanks,
Koepisch


sam028 View Post
You feed it with tick data, but only 1 level of bid/ask. I can provide my Python app as an example if needed.


Started this thread Reply With Quote
  #6 (permalink)
 
sam028's Avatar
 sam028 
Site Moderator
 
Posts: 3,761 since Jun 2009
Thanks Given: 3,824
Thanks Received: 4,629


Koepisch View Post
Hi Sam,

it would be great if you could share the python part which belongs to the tcp payload creation, to get insight into the packaging of the tick data.

Thanks,
Koepisch

Here you go.
It's a very simple example, it's only sending data for a single instrument in parallel.
It's using Python 2, PySide.QtCore libraries are required for the small GUI.


The input file looks like this:
SPY.txt
2015-01-15 12:56:13.237;199.3600;300;199.3600;199.3700
2015-01-15 12:56:13.237;199.3600;100;199.3600;199.3700
2015-01-15 12:56:13.237;199.3600;300;199.3600;199.3700
2015-01-15 12:56:13.241;199.3600;100;199.3600;199.3700
2015-01-15 12:56:13.249;199.3700;100;199.3600;199.3700

Success requires no deodorant! (Sun Tzu)
Attached Files
Elite Membership required to download: ReplayGUI.7z
Follow me on Twitter Reply With Quote
The following 3 users say Thank You to sam028 for this post:
  #7 (permalink)
 Koepisch 
@ Germany
 
Experience: Beginner
Platform: NinjaTrader
Broker: Mirus Futures/Zen-Fire
Trading: FDAX
Posts: 569 since Nov 2011
Thanks Given: 440
Thanks Received: 518

Hi Sam,

thanks a lot for your help. I've looked at the code and could get the main part. It's quite cool what you can made with Python. I'm only firm in C related programming. Will the chart data be updated if you make a chart historical reload (if you don't save the data into historical data set)? I need a save playground - perhaps i could use a future date, if it's possible.

Regards,
Koepisch


sam028 View Post
Here you go.
It's a very simple example, it's only sending data for a single instrument in parallel.
It's using Python 2, PySide.QtCore libraries are required for the small GUI.


The input file looks like this:
SPY.txt
2015-01-15 12:56:13.237;199.3600;300;199.3600;199.3700
2015-01-15 12:56:13.237;199.3600;100;199.3600;199.3700
2015-01-15 12:56:13.237;199.3600;300;199.3600;199.3700
2015-01-15 12:56:13.241;199.3600;100;199.3600;199.3700
2015-01-15 12:56:13.249;199.3700;100;199.3600;199.3700


Started this thread Reply With Quote
  #8 (permalink)
 
sam028's Avatar
 sam028 
Site Moderator
 
Posts: 3,761 since Jun 2009
Thanks Given: 3,824
Thanks Received: 4,629


Koepisch View Post
Hi Sam,

thanks a lot for your help. I've looked at the code and could get the main part. It's quite cool what you can made with Python. I'm only firm in C related programming. Will the chart data be updated if you make a chart historical reload (if you don't save the data into historical data set)? I need a save playground - perhaps i could use a future date, if it's possible.

Regards,
Koepisch

The historical reload won't work unless selecting "Save chart data as historical".

Success requires no deodorant! (Sun Tzu)
Follow me on Twitter Reply With Quote
  #9 (permalink)
 Koepisch 
@ Germany
 
Experience: Beginner
Platform: NinjaTrader
Broker: Mirus Futures/Zen-Fire
Trading: FDAX
Posts: 569 since Nov 2011
Thanks Given: 440
Thanks Received: 518


sam028 View Post
The historical reload won't work unless selecting "Save chart data as historical".

Hi Sam,

this is exactly what i wanted. The external data shouldn't be saved. Thanks.

Regards,
Koepisch

Started this thread Reply With Quote





Last Updated on November 10, 2018


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts