How Do These Trade Journals Auto-Sync with NT8?

[jaybedreamin]

Hi there,

As the title suggests. We are interested in building our own auto-syncing software outside of NinjaTrader. The goal is for the the tool to autosync with NinjaTrader and get account balance information as well as strategy trade PnL.

I found a few platforms in the NinjaTrader ecosystem that seem to do this

https://ninjatraderecosystem.com/search-results/?fwp_search=journal

How is this done? Specifically TradesViz, who claim to auto-sync. How could a vendor build something like this? Are there APIs that external software can use to read information from the account of an authorized user?

- Jay

[NinjaTrader_Gaby]

Hello jaybedreamin,

Thank you for your post.

Please also note our ability to provide support for how to program applications external to NinjaTrader is limited. Our support team is NinjaScript specific, and unfortunately I would not be able to make a specific recommendation / suggestion as to how an external application is auto-syncing information from the NinjaTrader platform.

The NinjaTrader Application does have an API that can be used to connect an external application.

The Application Programming Interface (API) is available in the form of a .NET managed assembly dll file, with the name NinjaTrader.Client.dll, for you to use in an external application to interface with NinjaTrader.

Support for the API is limited from NinjaTrader Support. While we are not able to assist with any code in an application external to NinjaTrader, we are able to detail the usage of any methods available from the API.

Below I am providing a link to the help guide that lists the functions available to the API. There are no functions to specifically get account information via the API.

https://ninjatrader.com/support/helpguides/nt8/dll_interface.htm

The NinjaTrader.Client.dll can be found in:

• 64 bit - C:\Program Files\NinjaTrader 8\bin\NinjaTrader.Client.dll

If you'd like to learn more about using the API, below I am providing a link to a support article that details using the API and provides an unsupported visual studio project that demonstrates connecting to NinjaTrader and receiving data.

https://support.ninjatrader.com/s/article/Developer-Guide-Using-the-API-DLL-with-an-external-application

Please let me know I may answer any specific questions you have about API methods documented in the help guide.

This thread will also remain open for any members of the community who may want to provide their insight / suggestions.

[-=Edge=-]

How is this done?

DeskTop Versions <= 8.0.26.1 use an sqlCompact database.
Documents\NinjaTrader 8\db\NinjaTrader.sdf

DeskTop Versions >= 8.0.27.1 use an sqlite database.
Documents\NinjaTrader 8\db\NinjaTrader.sqlite

Free version of LINQPad5 will connect to either.
Takes poking and prodding, but trade data there.



I've got a pretty good handle on the data collection.
Next step better visualization, Care to Collaborate?




Question for NT?

Does App/Web versions store this information locally? where?

[jaybedreamin]

Hey there -=Edge=-, this looks great! However, I specifically need to track the performance of individual live, automated strategies. Do you know if the sqlite database keeps track of the strategy that executed the trade?

[-=Edge=-]

Hey there -=Edge=-, this looks great! However, I specifically need to track the performance of individual live, automated strategies. Do you know if the sqlite database keeps track of the strategy that executed the trade?

All information from the NT's Trade Performance window comes from db.
So if you are exporting from there into a Journal, information's in db.

Been awhile since I looked at all the tables, fields, and relationships.
Takes some poking/prodding around, as relationships not overly intuitive.

Looks like Stategies2Executions table stores an execution and strategy ID.
Related back to both Executions and Strategies tables thru those fields.



Although oddly enough, strat info only seems available until Close/ReOpen NT.
Seems after close/re-open NT, that S2E table info in db no longer shows up.

Not sure how or why that is, but then I didn't spend much time testing this.
All this somewhat frowned upon and completely unsupported, so can't ask.

But I'd venture to bet the information is there if you dig deep enough.


Be Safe in this Crazy World!

[jaybedreamin]

Thank you-=Edge=- ! Really appreciate the context and detail in your responses. Gives me a starting place to work from. Took a look at your work on your website as well, really nice work!

So basically I need to download the free version of LINQPad5, and just point it to the location of the NinjaTrader db in order to start poking around at this data myself?

[-=Edge=-]

So basically I need to download the free version of LINQPad5, and just point it to the location of the NinjaTrader db in order to start poking around at this data myself?

yep. That along with writing the SQL.
(which can definitely be tricky part)

Took a look at your work on your website as well, really nice work!

Thank You!


Be Safe in this Crazy World!