Simulating real-time data

[martyn73]

Is there a way to simulate real-time data to performance test my indicators? It appears to me that the replay connection updates maybe once or twice a second so that would not be a good test. I'm specifically interested to test high volume spikes from news releases etc. And make it repeatable so I can re-test any improvements I have made. Thanks.

[NinjaTrader_ChelseaB]

Hello martyn73,

The Simulated Data Feeds provides self-generated real-time data.

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

If you want to stream your own real-time data, you would need to do this through the API and the External Data Feed.

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

[martyn73]

Hi Chelsea. The simulated data feed is not going to work. I use it all the time in my development. But I don't think you can simulate real market volatility spikes very well. Especially the volatile behavior we are currently seeing in the market. And it's not repeatable. So I will look into the API reference you provided. Thank you.

[martyn73]

Chelsea, thank you so much for directing me to the API. Used your sample app, modified it to load historical data, and then push that at a specific interval. Perfect! Would love to be able to add level II data to that. Is that even possible? I don't see functions listed in the documentation that would allow me to do that. And is it possible to export replay data from NT?

[NinjaTrader_ChelseaB]

Hello martyn73,

Unfortunately no, the API does not have methods for pushing or receiving level 2 data and does not have any methods for exporting market replay data.