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Connecting to multi data feeds

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    Connecting to multi data feeds

    Hello,

    I have a multi broker key, and am using a Continuum and CQG connection.

    However when I attempt to connect them both here is the message I get:

    If I connect to CQG first, then attempt to connect to Continuum my message says I can only have one Continuum adapter running at a time.

    And if I connect to Continuum first then attempt to connect to CQG the message say I can only connect to one CQG adapter at one time.

    I purchased the multi broker because I thought I had received very clear instruction that I could run both data feeds at the same time.

    I

    #2
    Hello mdblythe,

    Thanks for your post.

    Both Continuum and CQG use the same API technology for a connection and the API only allows a single instance to run at a time resulting in only one connection at a time. It would not be possible to connect to a CQG and Continuum account at the same time. You would need to switch between the 2 connections.

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      #3
      thank you, one more question. If I place a trade with an ATM strategy on connection "A", but then disconnect from "A" to move over to the other connection "B", will the ATM still work on"A"?

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        #4
        Hello mdblythe,

        Thanks for your reply.

        This will depend on the ATM strategy and who you are connected to.
        For any ATM Strategies with a Stop Strategy you would need to be connected for the Stop Strategy to function.
        If you place an ATM order with a limit/ stop limit/ stop market order NinjaTrader must be connected to activate the ATM when filled.
        For the OCO functionality of the ATM strategy to function you would need to be connected to a provider who supports server side OCO. CQG and Continuum offer server side OCO.

        Below I have provided a link showing what providers offer server side OCO.
        Note: This information is relevant for NinjaTrader 7 only. For NinjaTrader 8, please click here (https://ninjatrader.com/support/helpGuides/nt8/where_do_your_orders_reside_.htm). CQG Orders in a state "Accepted" or "Working" are at the exchange. If the exchange does not support a specific order type, the

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