Can a representative from NinjaTrader please answer why this very simple change to the code cant be made to allow trading to extend into Extended Hours please?!?!?!
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Warning! No extended hours trading in nt with td ameritrade
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Warning! No extended hours trading in nt with td ameritrade
WARNING TO ALL --> NinjaTrader DOES NOT SUPPORT extended hours trading with TD Ameritrade. This is a SERIOUS LIMITATION!!! You literally CAN NOT TRADE ANY STOCKS in extended hours. TD Ameritrade has flags to allow the trade to be valid during extended hours ("ie the "session flag --> session": "'NORMAL' or 'AM' or 'PM' or 'SEAMLESS'") so NinjaTrader could just change that ONE SINGLE FLAG from "NORMAL" to "SEAMLESS" and make it possible for people to trade extended hours... but they don't seem to be willing. Very disappointing as this is one of the main uses I had for NinjaTrader and not it sits USELESS until 9:30am.
Can a representative from NinjaTrader please answer why this very simple change to the code cant be made to allow trading to extend into Extended Hours please?!?!?!Tags: None
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What I believe you're referring to is what we would call "Time in Force". TD Ameritrade has non-standard Time In Force options that are specific to TD Ameritrade like "GTC_EXT", "DAY_EXT, and "EXT". We're tracking interest in adding these in feature request SFT-4625. I'll make sure to add your vote to this feature request.
Deciding on features for future releases is not a simple black and white decision. There are many factors involved including but not limited to:- Demand which is measured by objective user requests and subjective discretion on the part of our Product Management team.
- Feasibility
- Developer bandwidth
- Current projects in the queue
- Economics
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Hi Patrick,
The issue here is literally the one flag in the TD API that I sent in my original post. TD doesn't handle it as Time in force but rather as "session" which is a setting you have to send in when you place the order in the API (ie you are literally already coding this). If you just change the session flag from "NORMAL" to "SEAMLESS" then the orders will be placed for both normal hours as well as extended hours and the Time in Force (ie GTC vs Day) that you are already handling will still apply and function as expected. It literally only requires the change of one fixed item in the order placement call to the API.
I understand that implementing an entire system to allow all the functionality available through TD would involve UI changes and all types of other internal changes that would be a real pain. ALL I am asking for is just to change that one flag to give users the most capability and the same capability/functionality that NT has with other brokerages. It really is a two second change and this is coming from a Software Engineer.
Please pass this on to your development team because as you pick up more and more TD Ameritrade people, this will become a significant issue and wouldn't it be better to take the literal 5 minutes right now to search for "NORMAL" and change it to "SEAMLESS" in the code?
Thanks for the quick response,
Jon
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For anyone reading this thread, you should understand that I was quite upset about the lack of support for extended hours with TD Ameritrade (and I am still disappointed), however I have since setup Interactive Brokers and traded Extended Hours with no issue. Additionally I have had several other discussions with representatives of NinjaTrader and can honestly say the support is amazing. Additionally as a day trading or even micro trend trading tool, NinjaTrader is by far the best I have ever seen. It's unfortunate that TD isn’t fully supported at this time, but the smoothness, ease of use and shear configurability of the platform can’t be beat. Top that off with the stellar service and you have an ideal platform.
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IB is not an option for everyone since they don't support API access on their Lite product. Interest for this feature extends back to 2008, so it doesn't look like any amount of votes will get the problem fixed.
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Originally posted by JMellen View PostWARNING TO ALL --> NinjaTrader DOES NOT SUPPORT extended hours trading with TD Ameritrade. This is a SERIOUS LIMITATION!!! You literally CAN NOT TRADE ANY STOCKS in extended hours. TD Ameritrade has flags to allow the trade to be valid during extended hours ("ie the "session flag --> session": "'NORMAL' or 'AM' or 'PM' or 'SEAMLESS'") so NinjaTrader could just change that ONE SINGLE FLAG from "NORMAL" to "SEAMLESS" and make it possible for people to trade extended hours... but they don't seem to be willing. Very disappointing as this is one of the main uses I had for NinjaTrader and not it sits USELESS until 9:30am.
Can a representative from NinjaTrader please answer why this very simple change to the code cant be made to allow trading to extend into Extended Hours please?!?!?!
In addition to the problem you described, have you noticed that when connected to TD Ameritrade, the price and volume data is not correct because, according to NT support, TDA API sends filtered snapshots of data that are is updated with historical data every 5-seconds and on the opening of the next bar. According to NT documentation each bar is updated about every 5 seconds and on the close of the bar. But, after many years on NT, this issue has just started recently. How can anyone do any analysis, trading, etc. with wrong data. This is useless data and a very risky connection.
Please check the following link and advise if you or anyone can confirm the same issue with DT Ameritrade data. This issue started recently after the last NT version 25, I assume.
Many thanks.
https://ninjatrader.com/support/foru...ill-not-updateLast edited by aligator; 02-14-2022, 12:34 PM.
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Originally posted by aligator View Post
Hi, JMellen , NinjaTrader_PatrickG
In addition to the problem you described, have you noticed that when connected to TD Ameritrade, the price and volume data is not correct because, according to NT support, TDA API sends filtered snapshots of data that are is updated with historical data every 5-seconds and on the opening of the next bar. According to NT documentation each bar is updated about every 5 seconds and on the close of the bar. But, after many years on NT, this issue has just started recently. How can anyone do any analysis, trading, etc. with wrong data. This is useless data and a very risky connection.
Please check the following link and advise if you or anyone can confirm the same issue with DT Ameritrade data. This issue started recently after the last NT version 25, I assume.
Many thanks.
https://ninjatrader.com/support/foru...ill-not-update
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