Proprietary Data Connections

[MajorIIssue]

Is there a spec available for providing a NinjaTrader Connection? I would like to configure a connection in NT8, connect to my server/feed, and provide data based on NT8 requests. This is not a trading connection but a data request specification for Trade/Print events and Quotes. I could then utilize NT8 features to Chart, etc... If the data could be available for back testing that would be a plus. What are my options?
I have also read many posts from NinjaTrader_ChelseaB but they only addressed the dll interfaces. I want NT8 to recognize my server as a Continum or a Kinetic style data provider.

[NinjaTrader_Emily]

Hello MajorIIssue,

Thank you for your post.

There is a way to utilize the DLL interface in order to provide data to NinjaTrader through the External Data Feed. It is important to note, however, that the External Data Feed may not be used with other connections at the same time.

There is a page about the External Data Feed in the help guide here with a brief description:

• https://ninjatrader.com/support/help...connection.htm

This connection would use the DLL interface that you have likely already read about from those other posts:

• https://ninjatrader.com/support/help..._interface.htm
  • https://ninjatrader.com/support/help.../functions.htm

There are some unsupported examples that use the DLL linked in the following post:

• https://ninjatrader.com/support/foru...Tc3#post514442

If you would like to provide data to NinjaTrader in order to form bars in a way that other connections (such as Continuum or Kinetick) do, then it would potentially be best to build a connection adapter. Custom connection adapters are only allowed for qualified NinjaTrader Ecosystem vendors, as building an interface between a broker API without consent is against the Terms of Service. If you feel like what you are looking to achieve is applicable to a business relationship and intend to make the data connection marketable to others, please reach out to info[AT]ninjatraderecosystem[DOT]com

Otherwise, if you want to use data with your live trading without using the External Data Feed you could potentially modify a BarsType script so that it pulls data from the desired location. This is outside of the bounds of what our team supports, though it is also an option you could consider. You may view the source code for existing BarsType scripts in the NinjaScript Editor. For more information on creating a custom BarsType:

https://ninjatrader.com/support/helpGuides/nt8/bars_type.htm

Please let us know if we may be of further assistance.

[MajorIIssue]

Okay, and thank you Emily, I will venture into the Dark Realm of BarsType.