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how to get and compare data from different feeds?

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    how to get and compare data from different feeds?

    Hello Ninjatraders,

    i loaded the free simulating version and read through the manual to get into the program and how to use ninjascript, but there is one thing i still not understand:
    For every tick(or end-of-bar) onbarupdate is called, and i can distinguish different instruments with barsinprogress. But how can i distinguish different datafeeds/brokers?

    As i see it, the broker is somewhat linked to an account, and you set the account for the strategy so this is the account the strategy trades on. It is not possible to trade to another account/broker within this strategy then?

    Second, how can i get data from two different feeds?
    For example i have ZenFire as primary feed and the second feed in the row is let's say IB. Now all my data come from ZenFire, but how can i access the IB data feed when i want to? (Without changing the order of the feeds. So i don't care about the order, i just want from both stream all the input. Or from one feed the steady input with the possibility to ask the prices on the other stream)

    Thanks for response,
    greetings

    #2
    Welcome to our forums - all data will be taken from your primary connection, you could unfortunately not deliberately pick instrument streams from different connections - only if the primary connection fails completely or it could not offer a symbol category a second connection would support > it would take the second connection then as 'driving' data source.

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      #3
      Thanks for your quick response!

      Just to get it straight, it is not possible to check the prices from my broker while being connected to a datafeed?

      Comment


        #4
        Correct. If you connected to your data feed provider first, all prices come from them and not from your brokerage. This is not to be confused with prices you actually get filled at though. Fill prices always come from your brokerage as ultimately they are they one handling your trades.
        Josh P.NinjaTrader Customer Service

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