Custom connection data feed

[kkc2015]

Hello ChelseaB,
As per your comment, I understood that data can be sent to NT8 by using function calls Last(...) or LastPlayback(...). When a user opens a new chart to load intraday data (say historic data: 5 days of 1-minute), how does NT8 send this request to the external data provider? Alternately, how does the external data provider interrogate NT8 to get this request info?

[NinjaTrader_ChelseaB]

Hello kkc2015,

Unfortunately, NinjaTrader is not able to automatically pull historical data from the External Data Feed. The external application has to do it itself and push the data using commands.

An external application using API can send data with historical time stamps and this will appear on the chart the same way historical data would appear. But this only stays in memory while NinjaTrader is running.

NinjaTrader is able to pull from the historical cache files if historical data has been downloaded from a data feed or brokerage connection, however the External Data Feed is not able to write to these historical cache files. The closest the External Data Feed can do is provide real-time data that is recorded as historical data.

As a heads up, this thread is for NinjaTrader 7. Would you like to start a new thread for NinjaTrader 8?

[kkc2015]

Hi ChelseaB,
Thanks for the quick and precise response. Much appreciated.
It is not necessary to start a new thread for NT8 as the same would be applicable to both.