NexusFi: Find Your Edge


Home Menu

 





Extracting market data from Ninjatrader


Discussion in NinjaTrader

Updated
    1. trending_up 1,354 views
    2. thumb_up 2 thanks given
    3. group 4 followers
    1. forum 1 posts
    2. attach_file 0 attachments




 
Search this Thread

Extracting market data from Ninjatrader

  #1 (permalink)
 ArbTrader 
San Jose, CA USA
 
Experience: Beginner
Platform: Ninja
Trading: Futures
Posts: 43 since May 2013
Thanks Given: 39
Thanks Received: 18

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.

Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
Exit Strategy
NinjaTrader
ZombieSqueeze
Platforms and Indicators
Pivot Indicator like the old SwingTemp by Big Mike
NinjaTrader
MC PL editor upgrade
MultiCharts
Trade idea based off three indicators.
Traders Hideout
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Spoo-nalysis ES e-mini futures S&P 500
33 thanks
Just another trading journal: PA, Wyckoff & Trends
28 thanks
Tao te Trade: way of the WLD
23 thanks
Bigger Wins or Fewer Losses?
23 thanks
GFIs1 1 DAX trade per day journal
21 thanks
  #2 (permalink)
 
rleplae's Avatar
 rleplae 
Gits (Hooglede) Belgium
Legendary Market Wizard
 
Experience: Master
Platform: NinjaTrader, Proprietary,
Broker: Ninjabrokerage/IQfeed + Synthetic datafeed
Trading: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
Posts: 3,003 since Sep 2013
Thanks Given: 2,442
Thanks Received: 5,863

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

Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote
Thanked by:




Last Updated on April 30, 2016


© 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