Error on requesting bars series for a custom NQ-symbol

[Joerg]

Hello,

under https://ninjatrader.com/support/help...ance_tips2.htm it is mentioned: "Workspaces which have a single or fewer number of instruments are unable to take advantage of multi-core processors."

Therefore I like to have different symbols for NQ futures in order to increase the overall performance of NT when having multiple NQ charts open. I know that these then will not behave as one synchronised symbol anymore regarding any global variable (like orders / positions etc.). For me this will be fine if I can improve the performance of some indicators with that.
#1) Is it possible in general to feed the same symbol of the data provider into different NT symbols in parallel?

I added a custom symbol named "NQA" with the same symbol settings + mappings (including the rollover data) as the original NQ symbol. With that I can open a chart for NQA 03-25 which then begins to plots bars in realtime but it is not able to load any backfill-data for the time before the chart has been opened. The error message which pops up is:

Error on requesting bars series: "Unknown instrument NQA 03-25"

#2) Since the mapping is working for realtime data what can I do to also get backfill data for such a custom symbol?


Many thanks in advance

[NinjaTrader_Gaby]

Hello Joerg,

Thank you for your post.

It is not supported to split data between two instruments.

If you had your own custom external application that pushed data to an external data feed, you could push duplicate data to any instruments you wanted. However, you wouldn't be able to connect to any other connection or brokerage at the same time.

[Joerg]

Hi Gaby,

many thanks for your quick reply.

Just to double-check because I think you might have misunderstood my previous post: I am able to receive identical real-time data for two different NT-symbols requesting the same symbol of my data provider (in this case NQH5.CME by Rithmic).



Since this is very helpful to spread the processing load over several processors I am using this and apply some indicators (which do not need a lot of historical data to a second NQ-Symbol (in the screenshot the lower one).

My only point: Is there a chance to also receive the historical data in the same way as the realtime-data? (For NT is should be just another request to the data provider to send the historical data for NQ again so that NT can store them for the second (custom) symbol).

[NinjaTrader_Gaby]

Hello Joerg,

No, there is no supported way to accomplish this.