multi-feed script

[nofff]

I wonder, if multi-feed trade is possible. I mean:
1) I use two providers and the script gets the quotes of two instruments from different connections
2) script submits orders for the instruments from different connections

Seems - not. Right? At least, I can't manage so far...

[NinjaTrader_Austin]

nofff, it sure is possible to get data into one strategy from multiple data feeds, but it is not possible to trade multiple accounts from one strategy.

What are you having issues with?

[nofff]

nofff, it sure is possible to get data into one strategy from multiple data feeds, but it is not possible to trade multiple accounts from one strategy.

What are you having issues with?

Thanks, I see. But for example:

Connected - Gain, Zen-Fire
I put the strategy on ES (Zen-Fire), another instrument used - $GBPUSD (Gain). We get:
......................
26.10.2009 0:02 Default EnterShort instrument 1 Bid=1088,5
26.10.2009 0:02 Default EnterLong instrument 2 Ask=1,5891
26.10.2009 0:02 Default EnterShort instrument 1 Bid=1069,75
26.10.2009 0:02 Default EnterLong instrument 2 Ask=1,5808
26.10.2009 0:02 Default EnterShort instrument 1 Bid=1072
26.10.2009 0:02 Default EnterShort instrument 1 Bid=1068,5
26.10.2009 0:02 Default EnterLong instrument 2 Ask=1,5858
26.10.2009 0:02 Strategy Starting NinjaScript strategy ...
Seems like one could trade in real time in both instruments?
or in such configuration it would be possible to submit orders for GBP only?

[NinjaTrader_Bertrand]

You would need to strategy instances here, as you would to execute to two different accounts, a Zen one and a Gain one...

[nofff]

Does not work... In real time it writes

Order '...' can't be submitted: Instrument type 'Future' is not supported by primary connection. Simulation only supports instrument types supported through the first connection established.

[NinjaTrader_JoshP]

You need to connect to Zen first and Gain second to sim trade futures.