Apply indicator to over 500 stocks

[TurtleTrader]

Hi, I'm interested in creating an indicator that scans ~2000 stocks every 5 minutes or so. Most data providers limit users to 500 stocks at a time. Is there a way to work around this? I don't need the 2000 stocks scanned simultaneously, they just need to be checked within, say 1 minute of each other and the data request only needs to pull about 30 bars of data per ticker.

I'm thinking there may be a way to break up the requests into batches of 500 or less and send a request every 10-15 seconds, but not sure how to implement this via indicator code. I'm also open to other ideas of how to scan more than 500 stocks within a few moments of each other.

[NinjaTrader_Jim]

Thanks for the post TurtleTrader,

There is not a way to limit the number of symbols currently in use from an indicator.

One way may be to build an AddOn that does it's own BarsRequests/MarketData subscriptions to load a limited number of symbols, and perform the calculations there. Note that BarsRequests cannot be used for driving indicators. Instead, the indicator calculations would need to be implemented in the BarsRequest itself.

I may suggest experimenting with how many requests you can make and see if the data providers symbols limits need to be reset by disconnecting and reconnecting. Disconnecting/Reconnecting is possible through an AddOn as well, but the need for this may depend on the provider.

AddOn Development overview - https://ninjatrader.com/support/help...t_overview.htm

BarsRequests - https://ninjatrader.com/support/help...arsrequest.htm

MarketData subscriptions - https://ninjatrader.com/support/help...marketdata.htm

We look forward to assisting.

[TurtleTrader]

Thanks, Jim. Will take a look at AddOns and BarRequests.

[DTSSTS]

I would start with a small list of symbols, open a task manager and see how much stress you are putting on platform. You will like show Not Responding for ninja trader when you first apply the scan, but ninja will work thru the data. (Very likely with far less than 500 symbols you may find Ninja will never be able to process the request)

Depending on the indicator you may also build up memory usage over the progression of the trading session.

Just an fwiw, good luck