Java and Ninjatrader

[birinhos]

Hello,

I saw some old posts saying that is impossible to connect Ninjatrade to Java (or possible using some dll)...

Is there any change in this info ? Is there already any example of java connection to ninjatrade ?

If not and I will have to "re-invent the wheel" (build some java binding to use the dll).

Is also important to know that is possible to get the raw information about market depth (3 ticks depth minimum - raw data to build personal indicators ... ) in futures using the DLL ?

before losing time with this is important to know if it is worth it.

The objective is to use tensorflow (deep learning, neural networks ) to predict price changes using info in market depth ...

(retrieve Raw Data (java) -> build some model (or several models - for each category state of the market...) with personal indicators (tensorflow python ) -> load the models and execute orders (in java) ... )

I have experience in modeling time-series and put the models into production in Java... Ninjatrader not having a JAVA API is a real showstopper for automated trading.

I am sure it is impossible to "apply" some tensorflow model (saved in .pb file..) using ninja trade scripting language right ? or save raw market depth data using scripting ?

Thanks in advance

[NinjaTrader_ChelseaB]

Hello birinhos,

There is no support for Java from NinjaTrader and your inquiry is outside of what the NinjaTrader Support staff is able to assist with.

This thread will remain open for any community members that would like to assist.

The NinjaTrader API comes in a managed and unmanaged C# dll assembly.
Below is link to a thread with more information.

https://ninjatrader.com/support/forum/showthread.php?p=514442#post514442

[birinhos]

Ok,

And for the second question : using the DLL is possible to retrieve market depth (3 price amounts above bid and 3 price amounts below ask price ) ?

[NinjaTrader_ChelseaB]

Hello birinhos,

The API does not include a function to return level 2 information.
The current ask and current bid can be accessed.

http://ninjatrader.com/support/helpGuides/nt8/en-us/functions.htm

[birinhos]

Hello birinhos,

The API does not include a function to return level 2 information.
The current ask and current bid can be accessed.

http://ninjatrader.com/support/helpG.../functions.htm

hummm.. it is what it is ...

with out market depth info there is not much I can do.

I was seeing the link and only saw this function to retrieve market data :

MarketData(string instrument, int type)
Gets the most recent price for the specified instrument and data type. 0 = last, 1 = bid, 2 = ask. You must first call the SubscribeMarketData() function prior to calling this function.

Not even the amounts available to match (at level 1 ) we can have with this API ?

this functions only returns the price to match not the amounts available in the price...

I think people realize not to have this hidden information is a real disadvantage

[NinjaTrader_ChelseaB]

Hello birinhos,

Snapshots of the level 1 ask price and bid price are returned by the MarketData() method.

This will not include volume.