Question about using second data feed

[JS999]

If I hook up NT7 to a second data feed, would it be able to use that for historical data along with ZenFire for executions data in the same chart? I sometimes get this problem with NT where it doesn't load the last few bars of data. This has been documented a few times before, and there is no solution that I can work out with the support staff, so I'm not going to get into it again here.

I was just wondering, if I had a second data feed like Kinetick hooked up, would it automatically "fill in" the missing data and still allow me to trade with chart trader hooked up to ZenFire?

Here is a screenshot...

[NinjaTrader_Kyle]

Hi JS999,

Thank you for your post.

Yes, this would work. For more information about how NinjaTrader uses multiple connections: http://www.ninjatrader.com/support/h...onnections.htm

[JS999]

OK, so just to be 100% clear and make sure that I understand this:

If I connect to my Zen-Fire data feed first and then Kinetick second, the system would use the ZF feed for both real-time AND historical data initially. (Actually, the historical data is supplied by NT's own historical data server, so that is what would be used.)

Now, assuming that NT's historical data server went down or was unreachable, the system would then switch to a combination of Kinetick + ZF (for the real-time component) and that would be displayed. So, in essence: the ZF data would stream in and would be getting recorded tick-by-tick, but every time I hit "Reload Historical Data", it would actually contact the Kinetick server and get the data from there as opposed to the normal NT server, which would be down.

Also, if I connected to Kinetick first, it would always contact the Kinetick data server for historical data instead of NT's data server. (EDIT: Would Kinetick be used for the real-time component in this case, or ZF? That's another question...)

Is this a correct interpretation?

Thanks in advance!

[JS999]

Also, one more question:

I spoke to DTN.IQ a long time ago about the possibility of having only a data feed for historical data only (non real-time component). At the time in NT 6.5 I was told that you couldn't have 2 data feeds on the same chart, so a combination of this plus ZF would not work.

However, in NT 7, it seems as though this is now possible. Assuming that they offered something like that, would that work the same way I described above, where it essentially operated as a fail-over for NT's historical data server only, but ZF was always used for the real-time component?

Thanks!

[NinjaTrader_Kyle]

JS999,

1.) Connecting to Zen-Fire first, the connecting to Kinetick would ensure that real-time and historical futures data is coming from Zen-Fire. If the Zen-Fire connection went down, or if you request data for an instrument they don't support (AAPL or $EURUSD for example), NT would then pass the data request on to Kinetick.

2.) Correct - if the NinjaTrader historical data server went down, but the Zen-Fire real-time connection remained active, real-time data would come from Zen-Fire and historical data would come from Kinetick.

3.) If you connected to Kinetick first, real-time and historical data would all come from this connection.

[JS999]

JS999,

1.) Connecting to Zen-Fire first, the connecting to Kinetick would ensure that real-time and historical futures data is coming from Zen-Fire. If the Zen-Fire connection went down, or if you request data for an instrument they don't support (AAPL or $EURUSD for example), NT would then pass the data request on to Kinetick.

2.) Correct - if the NinjaTrader historical data server went down, but the Zen-Fire real-time connection remained active, real-time data would come from Zen-Fire and historical data would come from Kinetick.

3.) If you connected to Kinetick first, real-time and historical data would all come from this connection.

Thanks Kyle... I do have one more question. If I connect to ZenFire first and Kinetick second, and the historical data feed for NT goes down, you said in that case that the historical data would be reloaded from Kinetick. Sometimes I have noticed that the standard NT server's historical data actually has "gaps" in it, that never get replaced. (For example, I think that some data is missing from the gold (GC) contract from fall of last year, I believe.)

So supposing the NT historical data server was down, and supposing that I requested data from Kinetick that covered a missing "gap" period, would the Kinetick server connect and realize that this data was missing, and then "fill in" the gap from the past? That would be useful.

Also, it would be very useful if we could explicitly specify which server we wanted to use as a default for historical data when connecting to a real-time feed like ZenFire. For example, suppose I wanted to always get my historical data from Kinetick regardless of whether or not the NT historical server was up or down, I would like to be able to do that. In essence, I would be replacing the NT server with Kinetick, with the NT server acting as the backup if Kinetick went down. Could this flexibility be programmed in as an option for a future release?

[NinjaTrader_Kyle]

JS999,

Reload historical data would reload data from Zen-Fire (gaps and all) unless the Zen-Fire historical data server was down.

There is no method by which you can specify which data should come from which connection, though this is on my development team's list of future considerations.

[JS999]

JS999,

Reload historical data would reload data from Zen-Fire (gaps and all) unless the Zen-Fire historical data server was down.

Understood... so, IF the zen-fire (which is really NT's) historical data server WAS down, and I requested historical data, it would come from Kinetick. The question was, would those gaps be filled in that case, with the new files being saved in the data directories on my PC? I am assuming that when I request historical data, that the system first checks my PC's hard drive to see if the data is there, correct?

There is no method by which you can specify which data should come from which connection, though this is on my development team's list of future considerations.

Thanks... this would be useful, as I said.

[NinjaTrader_Kyle]

JS999,

Not sure that I follow - are you asking if the gaps would re-load if you downloaded data from Zen-Fire at a later date?

[JS999]

Here is what I am saying:

Imagine that the ZenFire feed loads up data for GC for the past year. Everything is working fine, except for the fact that some data is missing (which I believe actually is the case). In other words, it's just not there. The ZF/NT historical data server just doesn't have that data, for whatever reason (I have noticed this problem in the past.)

Suppose at some time in the future, now the ZF/NT feed goes down. in this case it fails over to Kinetick, because it is down. While this is occurring, I go back and request historical data from Kinetick that "covers" the period of missing data that the ZF server never returned to me in the first place. Presumably, this data would now get saved to my hard drive as it is coming from Kinetick, which does have that missing period.

Now the ZF/NT feed comes back up. I request "reload historical data". Does it now see that missing data on my HD, and even though the gap exists in the ZF data, it shows up properly on my PC, given that I downloaded it from Kinetick when I made that previous request?

Hopefully this is clear...

[NinjaTrader_Kyle]

JS999,

In NinjaTrader 7, the data that is missing from the ZF server would remain in place.

[JS999]

Alright, well in that case it would be very nice to be able to specify Kinetick as my primary historical data feed, since I feel it would probably be more reliable. If you guys could work on putting that option in a future release, it would be appreciated. Thanks!

[NinjaTrader_Kyle]

Hi JS999,

My development team asks that I correct a mistake from earlier in the thread.

On a disconnection from the Zen-Fire historical data server, historical data requests would not be passed on to Kinetick until Zen-Fire was specifically disconnected.

[JS999]

Hi JS999,

My development team asks that I correct a mistake from earlier in the thread.

On a disconnection from the Zen-Fire historical data server, historical data requests would not be passed on to Kinetick until Zen-Fire was specifically disconnected.

So, you are saying that in order to use Kinetick as a backup feed, I have to first disconnect Zen-Fire, then make a historical data request, then re-connect to Zen-Fire?

There are some questions regarding this:

Suppose you disconnect ZF and then make a historical data request to Kinetick, things would be fine up to this point. The data would get loaded, Kinetick real-time data would continue to stream in as the only operating feed, and everything would be OK.

However, you still need to re-connect to Zen in order to trade. Presumably, you could re-connect to ZF now... but would ZF come back in this case as the primary connection, or the secondary connection, since Kinetick was the sole operating feed when you made the reconnection attempt?

Assuming that ZF comes back as the secondary connection, I think that you would have to then disconnect Kinetick, and then reconnect it again to make ZF the primary and KT the secondary. If this is the case, I am assuming that this process would not result in any kind of data loss, since the ZF connection would continue streaming while this reconnection to KT occurred... correct?

Similarly, assuming that ZF reconnected as the primary feed, would this cause any possible loss of real-time data from Kinetick while the connection to ZF being set up? If so, this could result in the loss of a significant number of ticks in a very fast moving market.

I'm just trying to get a handle on whether this setup would actually be usable from a practical standpoint, to be able to use KT as a backup connection for historical data without the loss of any recent ticks, under all conditions.

[NinjaTrader_Kyle]

JS999,

1.) What I'm saying is - if the NT historical data server went down, Zen-Fire would remain connected.
Due to this, NT would not pass the historical data request on to Kinetick.

2.) Reconnecting to Zen-Fire would make ZF the secondary feed. Kinetick would now be the primary. A subsequent disconnect from Kinetick and reconnect to Kinetick should not result in any data loss.