In this case, the data feed customization is simple. I'm looking to take a futures data tick feed and filter ticks so that NT only records a tick when the tick is accompanied by a price change.
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API/Data feed question
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API/Data feed question
I'm a NinjaTrader and IQFeed subscriber using tick data in an automated strategy. I'd like to be able to filter the IQFeed tick data feed received by NT. For IQFeed, this is fairly easy since developers have access to the IQFeed API. But, once I've customized the IQ Feed API I need to connect this to NT. How can I do this?
In this case, the data feed customization is simple. I'm looking to take a futures data tick feed and filter ticks so that NT only records a tick when the tick is accompanied by a price change.Last edited by bluelou; 07-30-2009, 09:14 AM.Tags: None
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Bertrand,
What's the difference between offering a "full API" and the External Data Feed capability?
What problems would I run into if I filtered tick data using the IQFeed API and then tried to connect this to NT using External Data Feed? Is there no work-around here?
FWIW, none of the systematic traders/funds that I speak with use any of the off-the-shelf retail-oriented trading platforms and the inability to manipulate inhomogeneous data sets (e.g., tick, volume data, etc.) is one of the key reasons.
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Bertrand,
I'd like to do more than "try". Focusing on the External Data Feed functionality here's what I need to do: import price-tick data into NT to i.] drive real-time charting, ii.] populate historical charts, iii.] drive real-time trading, iv.] perform backtesting, v.] use the DOM, and iv.] populate the T&S window.
Is the External Data Feed sufficient for this or is there a limitation inherent in the External Data Feed that will effect the ability to do i.]-vi.] mentioned above?
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Okay, that's closer. Thx. Help me through how that would work as a practical matter... For instance, based on what you've told me I assume I CAN'T do the following using External Data Feed: populate a chart with historical data not already saved in a NT database file on my PC.
However, I assume I CAN do the following using External Data Feed: if I've already saved historical in the NT database on my PC and I want to drive a live chart and live strategy using both the historical data saved on my PC and the live feed called via External Data Feed I should be able to do this, right?
Or, when it comes to populating a chart and/or strategy is it the case that NT will look to populate any required data ONLY through the historical data maintained by the live feed data provider?
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The last part of what you wrote was the heart of my question. Once I have historical data in the local NT database and I have the live feed via External Data Feed then will I be able to populate charts and run strategies that use a combination of historical and live data?
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