Import txt data file through software using NTDLL

[NinjaTrader_Joydeep]

Hello hzzheng,
The client dll is meant to be used in any 3rd party applications so that it can work in conjunction with NinjaTrader using the AT Interface.

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

[hzzheng]

Sir:
Thanks for your reply.
My question is: I want to build a new data series for the new symbol from current minute data. That symbol is build by myself in instrument manager. How can I create that kind of data series?
Thanks

[NinjaTrader_Joydeep]

Hello hzzheng,
Does your connectivity provider/broker supports the custom instrument?

If so then you can use the Add() method and create an Multi Instrument code to do it.
Please refer to our help guide to know more about it.

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?add3.htm

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?multi_time_frame__instruments.htm

You may also refer to the SamplMultiInstrument strategy that comes with NinjaTrader.

• In Control Center menu bar goto Tools>Edit NinjaScript>Strategies..
• In the Strategies dialog select SampleMultiInstrument and click on the Ok button

[hzzheng]

Sir:
Seems My broker do not support the custom instrument.
If I still want to make a new symbol, How can I do?
Thanks

[NinjaTrader_Joydeep]

Hello hzzheng,
You have to make a new instrument from the instrument manager.

• From the NinjaTrader Control Center window select the menu Tools > Instrument Manager
• Press the "New" button
• Enter in instrument specific information and select the appropriate exchange (add Default exchange for equities in addition to the actual exchange)
• Fill in any relevant information under the "Misc" tab such as symbol mapping for your target connectivity provider
• Press the "OK" button

However if your broker does not provides data for the instrument then you have to build an external data feed application using the Client.dll/AT Interface.

[hzzheng]

Sir:
I have created a new custom instrument, named "xyz". And I have import the data of "xyz" successfully, But when I reload the historic data on the chart, all the data missing. The char is blanked. The error message said "no mapping defined". This is the new custom instrument, do not know which one should I mapped to. If the external data feed application is used, then I can reload the chart data. Right?
Thanks

[NinjaTrader_Joydeep]

Hello hzzheng,
If you are using the External Data Feed connection then you cannot reload the historical data.

Any historical data is appended by your custom application only.

[hzzheng]

Sir:
I mean if the External Data Feed connection is used, Can I use use reload all historical data on the chart(right click the chart, there is an option "reload all historical data" )? And the External Data Feed application will automatically append the data into the historical data manager?
Where can i find the sample code for External Data Feed application? Seems the NTExternalFeed strategy is the sample code, but I can not find it in Ninjar folder.

Thanks

[hzzheng]

Sir:
If I choose External Data Feed as my data connection, I can not connect the other data connection such as zenfire...Right?
But my new data is generated form the data from zenfire. How Can I make it?

Thanks

[NinjaTrader_Joydeep]

Hello hzzheng,
Right, you cannot reload the historical data using the External Data Feed Connection.

You cannot connect to any other data feed if you are connected to the External Data Feed connection.

Unfortunately there are no sample code demonstrating the External Data Feed connection.

[hzzheng]

Sir:
Thanks for reply!
The External Data Feed application will automatically append the data into the historical data manager?
Thnaks

[NinjaTrader_Joydeep]

Hello hzzheng,
The external data feed connection wont automatically append data to the Historical Data manager.

To append data automatically using the External Data Feed connection, you can use the LastPlayback function.

http://www.ninjatrader.com/support/helpGauides/nt7/index.html?functions.htm

[hzzheng]

Thank you Sir

[hzzheng]

Sir:
I try to use LastPlayback function to append data into historic data manager
The return code of LastPlayback is 0, seems successful. but there is nothing new in the historic data manager.
my code:
[DllImport("NTDirect.dll")]
public extern static int LastPlayback(string instrument, double price, int size, string timestamp);
LastPlayback("xyz", tpLast2.Val, (int)(vol), timestamp).ToString();

all the var were given the right value

what happened?
Thanks

[NinjaTrader_Joydeep]

Hello hzzheng,
Please make sure The to append the date with the correct date string format. The code will be like

LastPlayback("xyz", tpLast2.Val, (int)(vol), timestamp.ToString("yyyyMMddHHmmss));

int LastPlayback(string instrument, double price, int size, string timestamp)

.http://www.ninjatrader.com/support/h...?functions.htm