Receiving (Index) data from split sources

[dafty]

Hello,

I've been trying to figure this one out on my own to no avail. I currently have two connections that are always active - Continuum and TD Ameritrade. I receive the bulk of my data from Continuum, however there are a couple of index symbols that are not offered by Continuum, but are offered by TD Ameritrade. While I prefer to receive my index data from Continuum, I would like to receive the symbols that are not offered by Continuum from TD Ameritrade.

Currently, I have Continuum set as my Preferred Connection for Index data, which results in the data for the TD Ameritrade provided Indices being unavailable in NT8. I receive the "Unknown Instrument" error when trying to load any of the TDA indices while both connections are active, however those indices load properly if I am only connected to TD Ameritrade. So, my question is how can I get NT8 to load data (for these symbols) from TDA when it is an unavailable symbol using the default connection (Continuum)? Is it only possible to use one data provider for a single instrument type, even if that data provider has gaps like this and another active data provider can fill those gaps?

Thanks

[NinjaTrader_Emily]

Hello dafty,


Thank you for your post.


It sounds like you have already experimented with the different combinations of data for indices between Continuum and TD Ameritrade. To answer your final question, you are only able to receive data from one provider per instrument type. If there is a gap or an instrument that is not available for the provider set up as the primary/preferred connection, there is not a way to get the NinjaTrader 8 platform to pull that data from another connection. The only way to receive the indices that are only available from TD Ameritrade would be to disconnect from Continuum or to set TD Ameritrade as your primary provider for indices. I understand that this is not ideal, as you would prefer to receive the bulk of your index data from Continuum.


For additional information on using multiple connections, please check out the help guide section here that breaks it down:

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

There is a specific note on that page that states "Data requests will only fall over to the secondary connection when the primary connection does not support the instrument class being requested."


Please let us know if we may be of further assistance.

[dafty]

Thanks, Emily. It seems silly that I can't load an instrument into a chart, market analyzer, etc even though an active connection is providing data for it.

Could you enter a feature request to allow for the querying of a secondary connection (manual or automated) for an instrument when the primary connection doesn't support a given instrument?

[NinjaTrader_Emily]

Hello dafty,


Thanks for your patience.


I did some research, and this is already an existing feature request. The tracking number for "Preferred connections to be set per instrument" is SFT-1074 and I've added your vote. Please reference this internal tracking number when contacting Platform Support if you ever have questions regarding this feature request.


When a feature request is implemented, you'll find a description of the new feature in the release notes:

• http://ninjatrader.com/support/helpG...ease_notes.htm

Please feel free to reach out with any future NinjaTrader inquiries that we may assist you with.

[hedgeplay]

... there are a couple of index symbols that are not offered by Continuum, but are offered by TD Ameritrade.

While I prefer to receive my index data from Continuum, I would like to receive the symbols that are not offered by Continuum from TD Ameritrade.

Me too!. The same.



Emily please log my vote as well.

Thanks!

[NinjaTrader_Emily]

Hello hedgeplay,


Thank you for your note.


I have added your vote to SFT-1074 as well. Thank you for the feedback!


Please let us know if we may be of further assistance.