Custom connection data feed

[lakersfan]

Hi, how do I create my own data feed connection that NinjaTrader can use?

I have my own real-time quoting generated real-time, but now how do I feed it so that NinjaTrader can use to create candlesticks, etc?

Is there a way to code this, how do I expose the code that generates the real-time feed that Ninjatrader uses for data and quotes?

I would just need to know where and how the data is being collected on the platform.

[NinjaTrader_ChelseaB]

Hello lakersfan,

NinjaTrader provides the API (Application Programming Interface) to send / receive data and orders to and from NinjaTrader from a external application.

Below is a link to a forum post on the API.
https://ninjatrader.com/support/foru...626#post793626

[lakersfan]

Hello lakersfan,

NinjaTrader provides the API (Application Programming Interface) to send / receive data and orders to and from NinjaTrader from a external application.

Below is a link to a forum post on the API.
https://ninjatrader.com/support/foru...626#post793626

Thank you Chelsea, I'll take a stab at it. Thanks!

[lakersfan]

Hello lakersfan,

NinjaTrader provides the API (Application Programming Interface) to send / receive data and orders to and from NinjaTrader from a external application.

Below is a link to a forum post on the API.
https://ninjatrader.com/support/foru...626#post793626

Hi Chelsea, I have initialized the program, but I am receiving 0.00 on BID ASK and LAST when I click "Receive AAPL" to test it out. Do I have to provide my own webclient / httprequest somewhere? If so, where do I find it? and if that gets answered, how would I have it Receive ES 09-20? What would I have to name the instrument in the code to have NT 7 recognize it as ES future with exp 09-20 etc. BTW I am using NT7

[NinjaTrader_ChelseaB]

Hello lakersfan,

Are you connected to a real-time data feed that provides data for AAPL?

Do you see real-time data appearing on a chart with AAPL?

No, a webclient or httprequest is not used for the API.

You would need to change the instrument string supplied to MarketData() method to change the instrument data is received for.

[lakersfan]

Hello lakersfan,

Are you connected to a real-time data feed that provides data for AAPL?

Do you see real-time data appearing on a chart with AAPL?

No, a webclient or httprequest is not used for the API.

You would need to change the instrument string supplied to MarketData() method to change the instrument data is received for.

Ah, I am not connected to a data feed provider (I can get through httprequest or webcleint).If this program, does not work in this manner, how do I have it receive ES 09-20, If i have the data (which can be gotten via webclient).

[NinjaTrader_ChelseaB]

Hello lakersfan,

If you have data, you would be sending the data to NinjaTrader with the Last() and LastPlayback() methods and not receiving it with the MarketData() method.

[lakersfan]

Hello lakersfan,

If you have data, you would be sending the data to NinjaTrader with the Last() and LastPlayback() methods and not receiving it with the MarketData() method.

Found them. is there a certain string for ES 09-20 to pass so that NT 7 can understand that this is the feed for ES 09-20?

[lakersfan]

Hello lakersfan,

If you have data, you would be sending the data to NinjaTrader with the Last() and LastPlayback() methods and not receiving it with the MarketData() method.

Hi Chelsea, to make this easier and simpler, how do I create a live feed with the BID of 20, Ask of 21, and Last of 20.50 for ES 09-20? Where do I have to input those numbers so that NT 7 knows, that this is live data?

[NinjaTrader_ChelseaB]

Hello lakersfan,

The string instrument is the string used for the instrument.

https://ninjatrader.com/support/helpGuides/nt7/functions.htm

int Last(string instrument, double price, int size)
int LastPlayback(string instrument, double price, int size, string timestamp)


In the example the instrumentSend string variable is supplied as the string instrument.

[lakersfan]

Hello lakersfan,

The string instrument is the string used for the instrument.
https://ninjatrader.com/support/help.../functions.htm

int Last(string instrument, double price, int size)
int LastPlayback(string instrument, double price, int size, string timestamp)


In the example the instrumentSend string variable is supplied as the string instrument.

I'm definitely doing something wrong.

on line 147: I entered the following int success = Last("ES 09-20", 250.75, 1); to send 250.75 price for ES 09-20


My last success still displays 0
And on Connect I get -1

[NinjaTrader_ChelseaB]

Hello lakersfan,

Is this using the example app I have provided or your custom app?

Is NinjaTrader 8 open or just NinjaTrader 7 (only one can be open at a time).

Are you connected to the External data feed?

[lakersfan]

Hello lakersfan,

Is this using the example app I have provided or your custom app?

Is NinjaTrader 8 open or just NinjaTrader 7 (only one can be open at a time).

Are you connected to the External data feed?

I was not connected to the external data feed, that was the issue. I am able to see results for MSFT now.
However, what string should I pass for ES 09-20?

[NinjaTrader_ChelseaB]

Hello lakersfan,

"ES 09-20"

[lakersfan]

Hello lakersfan,

"ES 09-20"

Thank you! Sometimes, you gotta go with gut feeling.