How to add a new data feed ...

[Dev59]

... by a C# assembly.

Hello,

yesterday I've requested the NT support for possible solutions to connect my own data server. But the public dll, COM or .NET variants are not completely what I've searched. Or is a function supported to load historical data in this interfaces what I have not seen?

Now my question: Is it possible to connect my own data server in the same way like Opentick, eSignal, DTN and all the others. I mean with full support of loading historical quotes, real time quotes, available symbols and so on as a regular data feed.

Maybe it is possible to create a C# assembly that brings all the functionality inside NT. My data server has a own COM interface that supports all functions described above.

If yes, what are the minimum requirements to support NT with such a plugin?

Thanks in advance for your support.

Best regards
Dev59

[NinjaTrader_Dierk]

Unfortunately this is beyond what we can provide support for.

[Dev59]

Thanks for your answer.

Is it generally not possible because of a technical or administrative reason or only because NT does not invest the expenditure of time. In case of the second reason it is no problem. I would do the development totally on my side.

I need only some special doku or other related stuff to fill the related objects like data series or what ever with quotes.

Thanks in advance for your help.

Best regards

[NinjaTrader_Dierk]

>> not possible because of a technical or administrative reason
correct

[Dev59]

It's a pity, but okay.

Then I'll use the 'NtDirect.dll' to communicate with NT. For them I've some questions:

1. I've in my own instrument list a instrument named '^DAX' , what's the correct syntax of this function
"LastPlayback('DAX',7050.28,100, FormatDateTime('yyyyMMddhhmmss',now));" or
"LastPlayback('^DAX',7050.28,100, FormatDateTime('yyyyMMddhhmmss',now));"

2. When I try to send quotes through this function I get a return value of 0, that means it's correct. But where can I find the transmitted quotes on NT side? The directory "data" is untouched since installation. Or is it required to setup more things as a instrument list and a instrument.

3. Is the function LastPlayback the correct way to send quotes with timestamp to NT or has this function limitations?

[NinjaTrader_Ray]

1. You would use "FDAX 06-08" as the instrument string.
2. The data sent is on real-time meaning, as you are connect to "External Data Feed" connection via File Menu and you have an FDAX 06-08 DOM open, and your external app sends data, you would see it there or any other window that displays real-time market data.
3. Yes

[Dev59]

Thanks, I'll try it asap.

Respect for your response time!