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Strategy View of Instruments Consecutive of Simultaneous?
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Strategy View of Instruments Consecutive of Simultaneous?
For the purposes of selecting the correct data package for live trading, do NT strategies by default handle multiple instruments (equities) simultaneously or consecutively? Looks like Kinetick maxes out at 500 simultaneous symbols. I don't need tick by tick and a minute or so delay would be acceptable. Total instrument / symbol count in each strategy could be several thousand. All would be equities. Thanks! -
Hello,
Thank you for the post.
NinjaScript strategies do handle multi-instrument by default, you can run them either as one strategy with many instruments or many strategies over many instruments.
In the case that one or many of the instruments in the strategy fail to load, it could prevent the strategy from working. If you would knowingly go over a data providers request limits I could only suggest testing that the script works in that situation. The solution would be to have the platform request fewer symbols at once or use a provider that supports the number of concurrent symbols you need to trade at once in the case it fails in that situation.
I look forward to being of further assistance.JesseNinjaTrader Customer Service
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Originally posted by hnanney1 View PostThanks Jesse. It sounds like you are saying that by default strategies with multiple instruments would be called simultaneously to the data provider / broker?
Thank you for your response.
This would be correct. The instruments loaded in the strategy would be requested. There would not be a means to delay the requests.
Please let me know if you have any questions.
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