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External TICK feed

  #1 (permalink)
 Koepisch 
@ Germany
 
Experience: Beginner
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Broker: Mirus Futures/Zen-Fire
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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

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  #2 (permalink)
 
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 sam028 
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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.

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  #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

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  #4 (permalink)
 
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 sam028 
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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.

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  #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.


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  #6 (permalink)
 
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 sam028 
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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

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  #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


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  #8 (permalink)
 
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 sam028 
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Posts: 3,765 since Jun 2009
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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".

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  #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

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