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Fondamental data with kinetick

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    Fondamental data with kinetick

    Hello,
    In the suscription web page of Kinetick basic connection (https://kinetick.com/Subscribe) , I can see 17 fields of fondamental data. Would you please developp these fields ?
    Regards,
    François

    #2
    Hello François,

    Thank you for your post.

    Kinetick will provide the following fields of fundamental data for all stocks. Many of these fundamental data fields will also be available for futures, forex, and indexes:
    • AskPrice
    • BidPrice
    • LastPrice
    • NetChange
    • AverageDailyVolume
    • Beta
    • CalendarYearHigh
    • CalendarYearHighDate
    • CalendarYearLow
    • CalendarYearLowDate
    • CurrentYearsEarningsPerShare
    • DailyHigh
    • DailyLow
    • DailyVolume
    • Description
    • FiveYearsGrowthPercentage
    • High52Weeks
    • High52WeeksDate
    • HistoricalVolatility
    • LastClose
    • Low52Weeks
    • Low52WeeksDate
    • NextYearsEarningsPerShare
    • Opening
    • PercentHeldByInstitutions
    • SharesOutstanding
    • TimeLastTick

    Let me know if I may be of further assistance.

    Comment


      #3
      Hello Christopher and thank you for your answer,
      Would you please give the syntax to use in a ninjascript to access these kind of data ?
      I tried unsuccessfully like this :
      Add(Instrument.MasterInstrument.Name, PeriodType.Tick, 1, MarketDataType.Bid);
      Regards,

      Comment


        #4
        In the NT7 help guide page for instrument we see the following :

        Originally posted by http://ninjatrader.com/support/helpGuides/nt7/instrument.htm
        NOTE: The properties in this class should NOT be accessed within the Initialize() method.
        Therefore, if you would like to subscribe to a data feed other than your last traded price for OnBarUpdate, you will need to specify an instrument in your code, for example,

        Code:
        Add("ES 06-17", PeriodType.Tick, 1, MarketDataType.Bid)
        We realize that it would be more convenient if you did not have to hard code an instrument name. So, instead of adding a data series for processing during OnBarUpdate, a more flexible way to do this would be to subscribe to OnMarketData. You can learn more about OnMarketData here,



        Every market data type coming in from your provider will be made available inside this routine. MarketDataEventArgs.MarketDataType will tell you which type of data you are currently looking at inside OnMarketData. This method will be called every time data of any type comes in, immediately.

        Please let us know if there are any other ways we can help.
        Jessica P.NinjaTrader Customer Service

        Comment


          #5
          Hello Jessica,
          I had a look on OnMarketData callback but there are only few fields compared to the list you gave me at the begining of this post.
          For exemple, it is easy to access "DailyHigh" as MarketDataType.DailyHigh exits but how to access "High52Weeks" ?
          Regards,

          Comment


            #6
            I am glad you were able to review your OnMarketData feed.

            If any data type is not coming in, it is because these ticks are not being sent to you by your data feed provider. NinjaTrader does no work on these ticks before displaying them to you. This is why my colleague Christopher D mentioned many of those data types being available to you, rather than all of them being available.

            If your data provider is not delivering a certain feed, it is usually the case that this feed can be created on the client end. For example, a "High 52 weeks" feed can be simulated by storing any incoming ticks in a Series, and then passing this series' BarsArray member to a MAX system indicator method. The attached code demonstrates creating such a High52Weeks feed.
            Attached Files
            Jessica P.NinjaTrader Customer Service

            Comment


              #7
              Dear Jessica,
              I am not sure to understand what you mean.
              1. We are connected with Kinetick
              2. You collegue told me that some fondamental data fields are delivered thru it
              => So I should be able to read this field in my strategy.

              Finaly I had a look on http://ninjatrader.com/support/helpG...mentaldata.htm

              Should this callback trigered with the Kinetick connexion ?
              Do I have to purchase another option on the kinetick connexion to receive fondamental data ?
              Regards,
              Last edited by nextjob; 04-11-2017, 08:04 AM.

              Comment


                #8
                In addition to the OnFundamentalData method I would encourage you to review the OnMarketData link I posted previously.



                I also recommend, so you know what all your options are, reviewing OnMarketDepth as well.



                If any of these callbacks are not loading after your strategy is enabled (remember to visit the Strategies tab of the control center and make sure your strategy is checked, and if it does not stay checked, examine the Logs tab to determine the reason why) please attach a code sample to a response so that we may assist more directly. You can find physical copies of your code inside (My) Documents\NinjaTrader 8\bin\Custom\Strategies folder.
                Jessica P.NinjaTrader Customer Service

                Comment


                  #9
                  Problem solved,
                  Thanks

                  Comment

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