Databento integration

[affilife]

Hi,

Databento seems to be a great data provider that allows much more historical data and lightning speed live feed at a fraction of the cost of many others. Is there a plan to integrate Databento into NT8 supported data feed? If there is no plan for that, how can I go about developing a custom data feed for my own with NT8?

[NinjaTrader_BrandonH]

Hello affilife,

Thanks for your post.

Databento is not supported for use with NinjaTrader at this time.

I could submit a feature request to the Development team on your behalf so they may consider supporting a connection to a Databento data feed in a future release of NinjaTrader. Please let me know if you would like me to submit a feature request to the Development team.

If you want to create a custom data feed connection, please send an email to info[at]ninjatraderecosystem[dot]com to inquire for more information about becoming a NinjaTrader Vendor and creating a custom data feed connection.

Or, you can push data to NinjaTrader through the External Data Feed from your own application using the API.

Below is a link to a forum post on the API.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/100199-orders-are-not-displayed-in-chart?p=793626#post793626

[affilife]

please submit a feature request to dev team. Thanks

[NinjaTrader_BrandonH]

Hello affilife,

Thanks for your notes.

I have submitted your feature request to the Development team. This request is being tracked under the number SFT-2384.

As with all feature requests, interest is tracked before implementation is considered, so we cannot offer an ETA or promise of fulfillment. If implemented, it will be noted on the Release Notes page of the Help Guide.

Release Notes — https://ninjatrader.com/support/help...ease_notes.htm

[rjm1903]

Please add me as someone who is interested in this request.

Additionally, am I able to upload historical data purchased on Databento into NinjaTrader to be used to backtest my automated strategy that uses range bars? I'm asking this because I'm trying to backtest for more than 1 year that is allowed via the NinjaTrader historical data but don't want to purchase this data through DataBento if it won't be usable within NinjaTrader.

Thank you for the help on this!

[NinjaTrader_Jesse]

Hello rjm1903,

I have added your vote.

As long as the data is in the correct format you can import it. You can see what formats are accepted in the following link:

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

[rjm1903]

Can tick data be used to generate seconds candles? I see the option to select minutes or daily bars but what about seconds bars?

[NinjaTrader_Jesse]

Hello rjm1903,

Yes second data comes from tick data, the import also allows to you build minute and daily bars. You can find a list of how each of the bars types are built here: https://ninjatrader.com/support/help..._are_built.htm

[rjm1903]

Ok thank you for this information. Additionally, for generating seconds bars based on importing Tick trade data will the format of "yyyyMMdd HHmmss;price;volume" be enough to generate these seconds bars? Or does it need to include Level 1 quotes in the data such as "yyyyMMdd HHmmss;open price;high price;low price;close price;volume"?

[NinjaTrader_Jesse]

Hello rjm1903,

Yes that would be fine, the tick data can be in two formats which are second granularity or subsecond, either can be used.

Tick Format (Second Granularity)
yyyyMMdd HHmmss;price;volume


Tick Format (Sub Second Granularity)
yyyyMMdd HHmmss fffffff;price;volume

[mishawutholen]

Please count my vote as well for DataBento Integration. thx

[NinjaTrader_Jesse]

Hello mishawutholen,

I have added your vote.