External Connection

[DangerBoy]

Hi Guys

The issue in the External Data Feed where the current systems date and time is being used to build the bars rather than the date and time passed in to the interface seems to have appeared again in 7. This was corrected in 6.5 and I've actually gone back to 6.5 run my player and it works no problems using the correct historical dates passed in. When I run it on 7 beta 6, it's pushing all the data into the current bars date and time like it used to back in the day.

Cheers
Ross

[NinjaTrader_JoshP]

Ross,

I am not sure what you are referring to that was "fixed" in 6.5. Please clarify exactly what is broken and how you are pushing timestamps.

[DangerBoy]

sDate = cdate.ToString("yyyyMMddHHmmss");

result = client.BidPlayback(currency, ratebid, 1, sDate);
result = client.AskPlayback(currency, rateask, 1, sDate);

I use the above code to pass price information through the External Data Feed, the third parameter on the playback method is a date type used for specifying the time stamp of the incoming quote (or at least it was). In 6.5 I could pass in a historical date and the chart would be drawn historically, driven by my parameter.

In 7 the date passed in is being ignored and the systems current date and time is being stamped on the bars being drawn on the chart

[NinjaTrader_Dierk]

Would you have a simple as possible sample program which would exhibit this behavior? Thanks

[DangerBoy]

Hi guys

I've figured out the problem with this and a work around. What's happening is the following, if data is already present on the chart when one pumps quotes through the external feedback connection and the data present is in the future compared to the quotes being pushed through then all the quotes will draw in the current bar, 6.5 did similar. The chart has to be clean in order for it to start drawing historically.

The reason this problem came up I think with NT7, is that on NT7 the External Feedback connection is pointing to the NT historical data server (and no way to switch this off), so every time I open a chart with the External Connection on, it's auto populating history on the chart for about three days worth. I tried setting the days to load parameter to zero but no joy, still populates a few days worth. So it's not possible to get a chart up that is clean or at least I can't find one other than the below method.

I've had to create a completely new instrument with the settings replicated but with a different symbol name. When I open the chart I get it warning about no symbol on the NT historical server but I can just ok it and get a clean chart. I can then push my quotes to this new symbol and as the chart is clean it's now behaving as expected by redrawing the bars in the passed based on my date stamp passed in.

Cheers
Ross

[NinjaTrader_Dierk]

Thanks for your analysis. We'll into the backfill issue related to external feed.

[NinjaTrader_Dierk]

Curious: What license are you working with:
- free sim license
- single broker license (which broker?) or
- multi broker license

Thanks

[DangerBoy]

Hi Dierk

I'm on a multi broker licence.

While we're on the topic, I've just noticed that the new daily chart is not drawing based on the external quote feed. Only my minute and tick charts are drawing bars. Is there a new API function for daily bars playback?

Cheers
Ross

[NinjaTrader_Dierk]

Can you please provide a simple as possible test app to reproduce theis behavior? Thanks

[maxima]

is there External Connection API description available?

I would like to replay my own data through NT.

[DangerBoy]

Maxima,

Ninja guys don't directly support the API otherwise I imagine they would have a raft of issues that they would have to deal with, the functionality is there though and not difficult to figure out. NinjaTrader 6.5 has a sample C# application that communicates through the API. It is in this directory on your installation:

C:\Program Files\NinjaTrader 6.5\bin\AutoTrade

I used this as my base when first figuring it out. Basically open the application and run it and see how they are using it to communicate through the API, then you basically just use the help file to find all the other API functions that you can call. The only ones you need in terms of playing back chart info through the external connection are these:

client.LastPlayback (pushes last price to the chart)
client.BidPlayback (pushes through the bid quote)
client.AskPlayback (pushes through the ask quote)

They are all documented in the help file though, search the term DLL Interface.

[maxima]

Yeah I have figured that out. Thank you anyway!

[maxima]

BTW - is it known - what timeout (roughly) do I need to replay correctly - to keep nice sync Bid/Ask and Last (to allow NT enough time to place Last at correct Bid/Ask) ?

I run NT7B8 on i7 920 ...

[bukkan]

BTW - is it known - what timeout (roughly) do I need to replay correctly - to keep nice sync Bid/Ask and Last (to allow NT enough time to place Last at correct Bid/Ask) ?

I run NT7B8 on i7 920 ...

to the best of my knowledge last bid or ask are not sync. but if you are using the external connection you could code such that bid and ask will be broadcasted only if there is a valid last.

[maxima]

That is the point to make external connection. To sync B/A with Last.

My question is - what delays do I need to allow to let Ninja swallow B/A so the next Last will be associated with relevant B/A (because I see people reporting that NT can skip some External connection data if you feed it too fast)...

<Send Bid><Send Ask><...Make pause to let Ninja process previous B/A...><Send Last>

the actual question - how much of the pause would be sufficient to do.