Market Data Connection Framework (Back-fill)

[serrpa]

I have built my own market data adapter to populate Tradestation 2000i (both historical and real-time tick data) for Aussie and Asian stocks. I now want to create a version for Ninja Trader. Where can I download a sample framework/API code to create my own custom (market data) connection?

I have no problem sending real-time tick data to NT, just can't figure out how to back-fill historical data. In particular, I want to trap the request for historical data event (eg: the first time a user opens a chart for say a japanese stock like '8233.T') so I can back-fill any missing historical data?

[NinjaTrader_JoshP]

Unfortunately this is beyond the level of support we can offer. As far as filling in historical data though, you can use the import data tool. http://www.ninjatrader-support.com/H...V6/Import.html

[serrpa]

Automate Loading Historic Data

Thanks Josh, the import data tool works fine. However it it very tedious to load each symbol via the GUI as I have 225 japanese and 200 aussie historic data files to load each day! Is there a way to call the data import function from C# code rather than use the GUI?

[NinjaTrader_JoshP]

serrpa,

Unfortunately this is not supported.