Using NinjaTrader with X_Trader Demo

[NinjaTrader_Ray]

Right, thanks Xenia.

[octrout]

Technically incorrect.

X-Trader is a front end platform (trading screen) from Trading Technologies. X-Trader connects into the Trading Technologies back end server known as Guardian.

NinjaTrader can connect to the Trading Technologies back end.

RCG and MF support X-Trader through Guardian. They do not support NinjaTrader through Guardian.

Hi,

Whats the significant diffrence b/w connecting NT to Front End (X_trader) and Back End (Guardian). Let's say, If I submit my orders such as limit order and stop order from NT through TT whether it was back end or front end, do I still be able to see my position and working order on X_trader (Frond End)?

Thanks !

[NinjaTrader_Ray]

You would need to ask your broker this question. NinjaTrader connects to TT's FIX Adapter. The Fix Adapter connects to their Guardian servers.

[paulg]

TT Fix Adapter and aggregated data

You would need to ask your broker this question. NinjaTrader connects to TT's FIX Adapter. The Fix Adapter connects to their Guardian servers.

All we know that X_Trader feed that connects to Guardian/XTAPI is unfiltered/ non aggregated.



It's my understanding that the TT Fix adapter when coupled with Ninja have to aggregate ticks/trades. Apparently it has been found that non aggregated data from the TT FIX adapter can crash Ninja. So the FIX adapters that Ninja clients are placed on usually have their data aggregated. Is this correct?

[NinjaTrader_Bertrand]

paulg, unfortunately I'm not aware if this is the case - did you attempt to clarify with your broker as proposed by Ray?

[paulg]

paulg, unfortunately I'm not aware if this is the case - did you attempt to clarify with your broker as proposed by Ray?

I have NT 6.5 demo with the TT Fix running and the credentials specific for this combination.


What should I clarify with my broker #1?




Instead if I connect tru a Zenfire adapter (with another broker#2) clearly the T&S windows does not aggregate ticks vs. X_Trader API (as shown by a live connection to broker #1 that also provides the TT Fix for NT).

[NinjaTrader_Bertrand]

paulg, we don't change or aggregate data, NinjaTrader is acting like a satellite dish receiving signals. Thus it would be best if you contacted your broker (issuer of the login credentials to the feed you use) to clarify if and how the market data is send out by the TT FIX server you contact to.

[paulg]

I obtained this information: "TT recommends coalescing to be set at 100 on their adaptors."

So does this practically mean that their coalescing rate is 100 msec for the TT Fix on the NT feed?

[NinjaTrader_Dierk]

Sorry, I would not know. Please contact TT on that issue. We would not want to make potentially incorrect/incomplete statements on behalf our partners.

Also: AFAIK, whatever coalescing is applied, it would be applied to any TT partner software (may be even their X trader). Thus it would not be NT specific.

[paulg]

Sorry, I would not know. Please contact TT on that issue. We would not want to make potentially incorrect/incomplete statements on behalf our partners.

This seems a catch 22...If I contact TT they tell me that it depends on FCM; the FCM tells me that the standard value recommended by TT is '100' (msec) while the default value is 0.... and the only thing that I know is an unfiltered TT Fix would crash Ninja. (other users in this forum report less ticks/trades on a TT feed vs Zenfire).

Also: AFAIK, whatever coalescing is applied, it would be applied toany TT partner software (may be even their X trader). Thus it would notbe NT specific.

This is not correct: I have access to their X_Trader and there is no coalescing ratio: the T&S is identical to an unfiltered feed such as Zenfire.

[NinjaTrader_Dierk]

Curious: why would unfiltered feed crash NT? Where have you got this info from?

[paulg]

Curious: why would unfiltered feed crash NT? Where have you got this info from?

...clearly it's one of your competitor... but the issue is another:


which of the 3 main brokers (Amp, Velocity & .....) that provide a TT Fix for Ninja offers an unfiltered, non - coalesced feed TT feed for NT?


I simply would like to see NT w/ TT showing the same T&S as NT w/Zenfire or X_Trader.

[NinjaTrader_Ray]

For the record:

- Each FCM can configure their TT FIX adapter to their liking
- You would need to check with a specific FCM to determine what the coalesce rate is
- Non-coalesced data from TT will not crash NT however, one would experience data bursting issues which will overload NT from a CPU standpoint for brief moments in time
- We are working with TT to improve the performance however, nothing would be changed for some time

[paulg]

- Non-coalesced data from TTwill not crash NT however, one would experience data bursting issueswhich will overload NT from a CPU standpoint for brief moments in time

I simply would like to see NT w/ TT showing the same T&S as NT w/Zenfire or X_Trader.

You quoted 'non-coalesced data from TT'; I'm eager to test such a TT Fix with NT if it's actually available from a FCM.


Anyone of you knows who (broker FCM) provides this configuration?

[paulg]

If I contact the NT sales department, will I be able to access to the name/s of the FCM/ broker offering a non-coalesced TT Fix for NT?