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NinjaTrader
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Brett - sorry for the prior trainwreck - I was a bit frustrated and didn't realize poor sledge was trying to help from the outside. Anyway, let's be productive - here is where I am:
I currently have a little C# test app running that simply prints each new b/a tick of a handful of FX pairs streaming from Hotspot to a Windows grid control. So far so good - I do have my data.
Now I was thinking of perhaps binding your DLL into that little test app and per your suggestion add one additional event delegate method that makes this call into that DLL:
int Last(stringinstrument, doubleprice, intsize)
I think that should work and I would not have to run this in NT memory space which I'm already pushing the envelope with. My only concern is that 'somehow' my NT instance would not receive that data update if I'm making that DLL call from an outside app. On the other hand I used to subscribe to DTN and they had a little custom app running that was launched by NT.
So my question to you is - would that approach work or would I have to import all my Hotspot connectivity code into NinjaTrader and run it in the same memory space?
What you think?Last edited by molecool; 02-26-2012, 10:50 PM.
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Problem referencing NTDirect in SharpDevelop
I just attempted to add NTDirect as a reference and am getting this error message:
The reference assemblies for framework ".NETFramework,Version=v4.0" were not found. To resolve this, install the SDK or Targeting Pack for this framework version or retarget your application to a version of the framework for which you have the SDK or Targeting Pack installed. Note that assemblies will be resolved from the Global Assembly Cache (GAC) and will be used in place of reference assemblies. Therefore your assembly may not be correctly targeted for the framework you intend.
Error loading code-completion information for NtDirect from C:\Windows\System32\NtDirect.dll:
Format of the executable (.exe) or library (.dll) is invalid.
Based on some google searches I assume this is because this is a 'classic' windows DLL, not a .Net assembly. Is there a wrapper file for .Net? I tried to import it as a COM DLL but it doesn't show up in SharpDevelop's list. Anyway, I KNOW this is beyond your support realm but if anyone has a suggestion I'd be grateful.
UPDATE - I was able to load NinjaTrader.Client.dll into SharpDevelop based on prior forum threads but am not sure if that is recommended. If NTDirect is preferred then please share the proper procedure - thanks.Last edited by molecool; 02-27-2012, 01:26 AM.
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Need a bit of help
Guys - what object needs to be instantiated in my C# code in order to make that Last() call? I am a bit stuck there - not sure which objects need to be called and how. Could you please share a very simple example? I only need to launch a stream and keep sending the data afterward via Last().
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Size?
Okay, I have a question about the Last() method call:
int Last(stringinstrument, doubleprice, intsize)
Sets the last price and size for the specified instrument. A return value of 0 indicates success and -1 indicates an error.
What if I don't have the size - can I just set it to 0?
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Unable to connect to external feed
I'm getting an error message:
Login failed. Please close all other connections before connecting to 'External Data Feed'.
I currently have Kinetick running - does that mean I cannot run both at the same time??? Is this 2010 comment still valid?
A few years ago Bluelou seemed to be working on something similar. He was even willing to donate the fruit of his labor. In order to make this work I would have to connect NT to External & Kinetick at the same time. OR find a way to feed Kinetick through External.
By the way bluelou's comment #7 would apply to me as well. I am about to join you as a NT educational/technical partner and would very much like to make this happen with NT. But if I can't then I will have to use ATG's platform instead to connect to Hotspot. That would be unfortunate as I am supposed to promote NT on my blog. The FX stuff I am working on would get a lot of exposure on the site, so I think it would be beneficial to NT as well ;-)Last edited by molecool; 03-02-2012, 12:50 AM.
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Hello,
Thanks for your patience while I did some testing and checked with development.
Ran through it and found the same as you did. I then contacted development to see if this is expected.
They reported that unfortunately it is expected at this time. They added it to the list to look into for our next major release and its under #1592.
I do want to set your expectations correctly in that I do not expect that this is changed anytime soon due to the complexity of what needs to change here to make this happen and it would have to be changed in a major release. Unfortunately I do not have an expected release date for next major release other then still quite some time down the road.
-Brett
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That is a bit disappointing, given that this has been presented as a big issue for quant traders back in 2010. I now have a choice of somehow writing a hack that allows me to set the data or to move my indicator to a completely different platform. I may have to do the latter and because of this NinjaTrader would miss out on a lot of free promotion - just to be clear.
I want to support you guys but unless this can be fixed in the next month or two I may have to move forward with porting my indicator to ATG's platform.
Question: What would be involved to have ATG implement the data connector? You guys did something like this with Rithmic, right?
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Hello,
Thanks for the information.
Would like to further mention that I do not want to set the expectation of any changes in this area in the near term which would include your 2 month target area. This is an item development would consider making a change in and review this process in our next major release which is still sometime away from release and I do not have an expected release date.
As far as a custom adapter this is something that agreements must be signed and we have development costs to build. I will add this request to developments list to look into this type of partnership. We generally need a good number of user requests to add this in however. .
-Brett
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