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Creating a data feed connection provider for NT


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Creating a data feed connection provider for NT

  #51 (permalink)
 
KillerJukeBox's Avatar
 KillerJukeBox 
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rleplae View Post
the zips with the source code seem empty
only pictures

yeah I see that. I wonder if its intentional . I'l ask the devs.

The package contains two DLLs:

"Bitmexconnect.dll"

and

"Websocket-Sharp.dll"

(which is this I Would think https://github.com/sta/websocket-sharp )

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  #52 (permalink)
 
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 KillerJukeBox 
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NTDeveloper View Post
You can use this connector (https://github.com/BitMEX/ninjatrader-bitmex) and create a separate indicator/addon for trading.
You will have to implement the necessary ChartTrader functions (buttons, drag and drop orders on the chart, etc.)
1-2 months of work for the developer

hmm, sounds like a strange approach.

You know of anything implemented similarly (the indicator/addon bit) I could look at? (I'm going to take a stab at the development )

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  #53 (permalink)
 
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 KillerJukeBox 
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Thanks a bunch!

Can't wait to get home and get started.

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  #54 (permalink)
ludvig
russia kaliningrad
 
Posts: 19 since Jan 2011
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Hi.
How i am in prosess developing such tool using ib tcp/ip api and have a problem with implementation of historical tick data support. I have a question to expiriensed NT users, is it possible to forse NT make a request for "High Resolution Historical Data" from ib api? Accordind to ib docs, this is IBApi::EClient::reqHistoricalTicks method call.
When trying to open new chart with one-tick resolution for any period, NT send only request for real-time tick data.

Also, this code:

 
Code
void TestCppClient::historicalTicksLast(int reqId, const std::vector<HistoricalTickLast>& ticks, bool done) 
{
    for (HistoricalTickLast tick : ticks)
 {
    std::time_t t = tick.time;
        std::cout << "Historical tick last. ReqId: " << reqId << ", time: " << ctime(&t) << ", price: "<< tick.price <<
            ", size: " << tick.size << ", exchange: " << tick.exchange << ", special conditions: " << tick.specialConditions <<
            ", unreported: " << tick.tickAttribLast.unreported << ", pastLimit: " << tick.tickAttribLast.pastLimit << std::endl;
    }
}
not implemented in ib TestCppClient, so i cant not find definition of HistoricalTickLast data structure. If anybody know where to go, help please.

This project(c++), ib proxy example, will be hosted on github.


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  #55 (permalink)
 Koepisch 
@ Germany
 
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Hi,

how is the current state to develop a new connectivity provider for NT8? The workarounds with AT interface and emulating IB or IQFeed server are also a lot of work. How could Bitmex write such an Addon without the official API? Only with reverse engineering?

I wanted to go with TT Fix, because i can manage order routing too with that solution. But it seems it was dropped. @rleplae extension with using the IQFeed protocol is quite good, but i think a new "Connectivity" provider isn't much harder, if NT opens the specs for us. I need the orders from NT to, so the IQFeed proxy solutions don't fit my needs. I think i could implement the IB/CQG connections with an proxy to feed NT with data and get the orders back.

@NinjaTrader: Is there a chance that we can write a connectivity provider in an official way without the hassle?

Thanks,
Koepisch

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Koepisch View Post
Hi,

how is the current state to develop a new connectivity provider for NT8? The workarounds with AT interface and emulating IB or IQFeed server are also a lot of work. How could Bitmex write such an Addon without the official API? Only with reverse engineering?

I wanted to go with TT Fix, because i can manage order routing too with that solution. But it seems it was dropped. @rleplae extension with using the IQFeed protocol is quite good, but i think a new "Connectivity" provider isn't much harder, if NT opens the specs for us. I need the orders from NT to, so the IQFeed proxy solutions don't fit my needs. I think i could implement the IB/CQG connections with an proxy to feed NT with data and get the orders back.

@NinjaTrader: Is there a chance that we can write a connectivity provider in an official way without the hassle?

Thanks,
Koepisch

Thanks for writing. We have no plans to provide an API to allow 3rd parties to write a brokerage interface at the present time.

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