Java to NinjaTrader

[habibalex]

I have a custom order interface written in java that I currently use with interactive brokers. I am interested in getting unfiltered tick data to my program and it appears that ninjatrader + kinetick is a good option. Is there any way to connect my program to ninjatrader to get the unfiltered data? If not, would I have to port my code to C#?

[NinjaTrader_JC]

Hello habibalex,

To connect a custom program to NinjaTrader you would have to use the DLL interface.

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

[habibalex]

Hello habibalex,

To connect a custom program to NinjaTrader you would have to use the DLL interface.
http://www.ninjatrader.com/support/h..._interface.htm

Does the subscribeMarketData include the level2 changes for stocks and market depth for futures?

[NinjaTrader_Matthew]

The MarketData functions will only support Level 1 data. There is not a supported function to obtain market depth (Level 2).

[koganam]

Does the subscribeMarketData include the level2 changes for stocks and market depth for futures?

I think that you are looking for OnMarketDepth().

[habibalex]

OnMarketDepth is only available in an indicator or strategy, it doesn't appear to in the DLL interface.