Custom Data Feed Using the External Data Feed Connection

[StockJock]

Does NinjaTrader have the flexibility to link to any external data feed using the DLL Interface Functions? If these functions are used, does the data get stored in NJ? Also, can historical data be retrieved?

[NinjaTrader_Bertrand]

StockJock, we would unfortunately not support the creation of a custom data link / adapter - the DLL interface is mostly used for processed externally generated trading signals from third party applications and is not a full API. Customers have used the Bid / Ask / Last functions however to successfully feed market data to NT for trade simulation and charting, the data would be stored in NT if you have this enabled under Tools > Options > Data. Historical data though could not be loaded, you could supply it for example in the form of text files for import through the Historical Data Manager in NT.

Hope that helps,

[StockJock]

...the DLL interface is mostly used for processed externally generated trading signals from third party applications and is not a full API.

Is NT's API available for forum members to use and discuss? This would give NT users more flexibility to connect to the user's choice of data providers/brokers.

[NinjaTrader_Bertrand]

StockJock, NT would not have a full API, but the AT Interface as documented here in our helpguide -

http://www.ninjatrader.com/support/helpGuides/nt7/automated_trading.htm

More specifically, those DLL functions - http://www.ninjatrader.com/support/h.../functions.htm

You can for sure discuss this topic here, but we would unfortunately not support creating custom connections / datafeed adapters.

[StockJock]

StockJock, NT would not have a full API, but the AT Interface as documented here in our helpguide

If I understand the terminologies correctly, the AT Interface is the DLL that connects NT with TradeStation and the API is what connects NT with the data provider. Where can I find information about NT's API?

[NinjaTrader_Bertrand]

There's no documentation about an API because we do not offer a public one. It's used internally to connect to technologies that would be connected this way.

What we document and offer is the AT interface I pointed you to.

[aventeren]

There's no documentation about an API because we do not offer a public one. It's used internally to connect to technologies that would be connected this way.

What we document and offer is the AT interface I pointed you to.

Bertrand--

Will the ability to port a third party data feed into NT be available in NT8 or was the decision made to keep data feeds closed (as they presumably are in NT7)?

Thanks,

Aventeren

[NinjaTrader_Bertrand]

Aventeren, there will be no change in this regard for our upcoming major platform upgrade.

[aventeren]

Aventeren, there will be no change in this regard for our upcoming major platform upgrade.

Understood.

So if we bought third party tick data, would the only way of getting that third party tick data into NT be via the Import function?

[NinjaTrader_Bertrand]

Correct, you want to import it via the Historical Data Manager then.