Accessing IQFeed Variables in NT Indicator for RealTime Data

[SilverSurfer1]

Hi NinjaTrader Support Team,

I'm developing a custom indicator in NinjaTrader 8 to detect trend endings on an NQ chart with ninZaRenko bars (80,20). The indicator will use real-time IQFeed data fields like Last, Total Volume, Volatility, Bid Size, Ask Size, VWAP, and Most Recent Trade Aggressor. My goal is to process these fields in NinjaScript to generate exit signals.

How are IQFeed variables accessed within a NinjaTrader indicator? Specifically:
1. Can I directly access IQFeed fields (e.g., Last, Bid Size, Volatility) through NinjaTrader's standard data series (e.g., Close[0], Volume[0]) when IQFeed is configured as my data provider, or do I need to use the IQFeed API directly?

2. If direct API access is required, what is the recommended approach for integrating IQFeed API calls (e.g., Level 1 data streaming) into a NinjaScript indicator? Are there specific libraries or add-ons I should use?

3. Are there any NinjaTrader-specific mappings or adapters for IQFeed fields (e.g., does Total Volume map to Volume[0], or is Volatility accessible via a built-in series)?

4. If I'm using the DTN IQFeed add-on for Ninja Trader, does it expose all IQFeed fields (including less common ones like Most Recent Trade Aggressor) to NinjaScript, or are there limitations I should be aware of?

I'm in the process of registering as an IQFeed developer to access their API documentation, but I'd like to understand how NinjaTrader handles IQFeed data to streamline my development. Any guidance, examples, or references to relevant documentation would be greatly appreciated!

Thank you,
R. C. Singleton

[NinjaTrader_Jesse]

Hello SilverSurfer1,

IQFeed is a different api, there is no way to access specific iqfeed variables directly in NinjaScript. if there is an equivalent property you may see it in NinjaScript, for example the last price depends on the script setup in NinjaTrader. If you use Close[0] that represents the last price which could mean the last closed bar price or the realtime price depending on the Calculate setting and if you are in historical processing or realtime. You can search the API guide for these terms to get examples of how to use each concept in NinjaScript, they won't be identical to iqfeed but will be in the NinjaScript api terms based on how the platform works.

https://developer.ninjatrader.com/docs/desktop

If you are registering as an iqfeed developer that would mean making your own program outside of NinjaTrader. NinjaTrader iqfeed based connections will all use the same api which is NinjaScript, you can review that here:

https://developer.ninjatrader.com/docs/desktop

You can also see this guide for getting started with NinjaScript.

https://support.ninjatrader.com/s/article/Developer-Guide-Getting-Started-with-NinjaScript?language=en_US

[SilverSurfer1]

Interesting.

Some IQFeed variables are not mapped directly by NinjaTrader.

In that case, a custom solution outside of NT would be required here.

An IQFeed Data Bridge is a C# console app that connects to IQFeed, streams data, and sends it to NinjaTrader via a named pipe.

Then, an indicator reads IQFeed data from the named pipe via a NinjaTrader AddOn and implements the trend-ending logic.

Does that make sense?

Here is a first draft of the data bridge and an indicator using the data to calculate a trend exit.

Would this work with NT, or is it a bridge too far?

[NinjaTrader_Jesse]

Hello SilverSurfer1,

I wouldnt be able to assist with an external program connecting with iqfeed, you would have to contact iqfeed support for that api assistance.

You can connect to your iqfeed account in NinjaTrader and use the supported properties in NinjaScript, i wouldnt otherwise be able to say how you may import that data into a NinjaScript file from the api or your application as that would involve external C# use which may or may not work in NinjaTrader.

[SilverSurfer1]

I understand. This is a "bridge too far." I could put much work into this and run into a new "IQFeed-NinjaTrader" problem. Then, if it's an issue on the NT side, it could take quite some time to fix it. Thanks for your response!

[MiCe1999]

I understand. This is a "bridge too far." I could put much work into this and run into a new "IQFeed-NinjaTrader" problem. Then, if it's an issue on the NT side, it could take quite some time to fix it. Thanks for your response!

If you don't mind me asking, could this method be used to connect to databento to get MBO data?