ASX Data feed

[novityam]

Hello All,
I assume this topic has been covered but i cannot find any detailing. Since yahoo data feed has been gone, what are you guys using for free end of day data for ASX? I have tried to connect my stock list to google but i cannot seem to pull any charts. If you are having success with google for ASX stocks please put up some screen shots so i can see the setup for the stocks. If you are using another service let me know what works for you.

[Shansen]

You may wish to support the feature request in the thread Feature request - Yahoo historical data..

[NinjaTrader_DrewO]

Hello novityam,

Unfortunately, Google and Kinetick End of Day would not provide data for the ASX exchange. Since Yahoo has discontinued the service that NinjaTrader used to pull the data, I am not aware of a free end of day data provider that could be used for this data.

[frontier]

Yahoo data is still available?

It appears that the data is still available from Yahoo, but it has changed urls from when I last looked at rolling my own downloader..

eg. from the historical page..

https://au.finance.yahoo.com/quote/CPU.AX/history?p=CPU.AX

eg. you can download the data like this..

https://query1.finance.yahoo.com/v7/finance/download/CPU.AX?period1=1501306905&period2=1503985305&interval=1d&events=history&crumb=X3YsKcJ/hnM

When I was last doing this, I was downloading from real-chart.finance.yahoo.com but this domain no longer exists.

Maybe it is a simple fix to use the new address and url params?

[NinjaTrader_PatrickG]

I've responded in the other thread which you commented in regarding Yahoo data:

http://ninjatrader.com/support/forum/showthread.php?t=101335

[frontier]

Yahoo data is still available? Yes!!

Further to my post above, yes I have confirmed with my own code that the data is still available with the new url, there is just an additional step required to scrape a cookie and crumb token that is used in all subsequent calls.

I ended up finding a fantastic .NET project on github that does all the work for you. It took less than an hour to integrate this into my existing solution!!

https://github.com/dennislwy/YahooFinanceAPI

[NinjaTrader_PatrickG]

NinjaTrader used a real API and therefore the fix is not as simple as updating URLs. The entire connection technology for Yahoo must be redesigned.

Thanks for providing the information you discovered, I've passed this onto the Development Team.

[frontier]

Using external data in NinjaTrader

Thanks for the extra detail Patrick, I wasn't aware there ever was an official API for this.

Anyway given that I have a way to get the data, is there a way I can get it into NinjaTrader.. for personal use? ie. is there an import function, or could I implement my own first class data connector in code?

I'm not really familiar with the NT object model yet, I can see plenty of information about coding indicators, strategies, etc.. but haven't found anything on rolling my own data connector that can pull data in. I am looking here..

http://ninjatrader.com/support/helpGuides/nt8/en-us/?ninjascript.htm

[NinjaTrader_PatrickG]

We do not support API development, however, we do support DLL integration of real-time data. Here is a link with more information:

http://ninjatrader.com/support/helpGuides/nt8/en-us/?dll_interface.htm

Historical data cannot be imported using the above DLL functions. You would need to manually import the historical data. Here is the help guide section on importing historical data:

http://ninjatrader.com/support/helpGuides/nt8/en-us/importing.htm