External TICK feed - NinjaTrader | futures io social day trading
futures io futures trading


External TICK feed
Updated: Views / Replies:174 / 8
Created: by Koepisch Attachments:2

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 100,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

 
 
Thread Tools
 

External TICK feed

 
Elite Member
@ Germany
 
Futures Experience: Beginner
Platform: NinjaTrader
Broker/Data: Mirus Futures/Zen-Fire
Favorite Futures: FDAX
 
Posts: 465 since Nov 2011
Thanks: 293 given, 392 received

External TICK feed

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

 
 
Administrator: Retired Backtester
 Vendor: speedytradingservers.com 
Rennes France
 
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: IB/Kinetick
Favorite Futures: Futures
 
sam028's Avatar
 
Posts: 3,480 since Jun 2009
Thanks: 3,669 given, 4,160 received


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.
Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).

Success requires no deodorant! (Sun Tzu)
The following user says Thank You to sam028 for this post:
 
 
Elite Member
@ Germany
 
Futures Experience: Beginner
Platform: NinjaTrader
Broker/Data: Mirus Futures/Zen-Fire
Favorite Futures: FDAX
 
Posts: 465 since Nov 2011
Thanks: 293 given, 392 received


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

 
 
Administrator: Retired Backtester
 Vendor: speedytradingservers.com 
Rennes France
 
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: IB/Kinetick
Favorite Futures: Futures
 
sam028's Avatar
 
Posts: 3,480 since Jun 2009
Thanks: 3,669 given, 4,160 received


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)
 
 
Elite Member
@ Germany
 
Futures Experience: Beginner
Platform: NinjaTrader
Broker/Data: Mirus Futures/Zen-Fire
Favorite Futures: FDAX
 
Posts: 465 since Nov 2011
Thanks: 293 given, 392 received

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.


 
 
Administrator: Retired Backtester
 Vendor: speedytradingservers.com 
Rennes France
 
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: IB/Kinetick
Favorite Futures: Futures
 
sam028's Avatar
 
Posts: 3,480 since Jun 2009
Thanks: 3,669 given, 4,160 received


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
Register to download File Type: 7z ReplayGUI.7z (9.9 KB, 3 views)
The following 3 users say Thank You to sam028 for this post:
 
 
Elite Member
@ Germany
 
Futures Experience: Beginner
Platform: NinjaTrader
Broker/Data: Mirus Futures/Zen-Fire
Favorite Futures: FDAX
 
Posts: 465 since Nov 2011
Thanks: 293 given, 392 received

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


 
 
Administrator: Retired Backtester
 Vendor: speedytradingservers.com 
Rennes France
 
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: IB/Kinetick
Favorite Futures: Futures
 
sam028's Avatar
 
Posts: 3,480 since Jun 2009
Thanks: 3,669 given, 4,160 received


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)
 
 
Elite Member
@ Germany
 
Futures Experience: Beginner
Platform: NinjaTrader
Broker/Data: Mirus Futures/Zen-Fire
Favorite Futures: FDAX
 
Posts: 465 since Nov 2011
Thanks: 293 given, 392 received


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


 



futures io > > > > External TICK feed
Thread Tools



Upcoming Webinars and Events (4:30PM ET unless noted)
 

Journal Challenge w/Earn2Trade and $599 in Prizes

November
 

Anthony Drager: TBA

Nov 29
 

Linda Raschke: TBA

Elite only
 

Peter Davies: TBA

Dec 6
 

Brannigan Barrett: TBA

Elite only
 

Cannon Trading: Ask Me Anything

Dec 13
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Calling external DLL from EasyLanguage Big Mike EasyLanguage Programming 11 August 6th, 2015 11:03 AM
Historical backfill while using External Data Feed yusi NinjaTrader 2 August 3rd, 2013 11:15 PM
External data feed tutorial? JakobR NinjaTrader Programming 4 August 31st, 2011 01:50 PM
External Data Feed market replay software PeterOhlson NinjaTrader 14 July 31st, 2011 05:12 PM
External DLL from Ninjatrader ehlaban NinjaTrader Programming 11 June 13th, 2010 12:42 PM


Tags
backtest, backtesting, bid/ask, code, futures, historical data, market replay, market_replay, ninjatrader, nt7, ntdirect.dll, programming, python, replay, search, tick data

All times are GMT -4. The time now is 03:11 AM. (this page content is cached, log in for real-time version)

Copyright © 2018 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
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.
no new posts
Page generated 2018-11-19 in 0.11 seconds with 32 queries on phoenix