Data Streaming Into Excel and connecting Ninja to Excel

[cjgovi]

I have live prices flowing into an excel spreadsheet....as a tick happens it is written to excel live....

naturally i want to use ninjas awesome charting....

can i connect this column to ninja to get a chart and then if i have a few different columns representing different stocks i am watching can i connect these as well so if i have 1 column, i will have 1 chart in ninja...if i have 2 columns, i will have 2 columns in ninja etc

appreciate and thanks for you help

christian

[NinjaTrader_Jason]

Hello Christian,

You can use the External Data Feed to drive NinjaTrader with data from external applications. Please see the link below for more information.
http://www.ninjatrader-support.com/H...onnection.html

[cjgovi]

i am stuck basically at the begining

can u give me a few steps on how to get the live data from excel into ninja trader

do i have to write a program?

[NinjaTrader_Jason]

Yes, you will need to use the DLL or COM interface to setup such a data connection.

Unfortunately we do not have an example listed. This functionality is targeted to users with programming experience.

If you do not have any programming experience, you can contact any of the supported NinjaScript consultants at the link below.
http://www.ninjatrader.com/webnew/pa...injaScript.htm

[mechcow]

I faced a similar problem.. but after researching, here's something to point you in the right direction. What I can do now is
1) Open excel sheet
2) read/Write data to/from NJ with Excel
I still dun know if I can have real time updates to excel, but theoretically it should be possible. Gotta wait for the markets to open

What I did ->
1. Reference Microsoft.Office.Interop.Excel.dll from the ninjaScript editor
2. insert "using Microsoft.Office.Interop.Excel;" in the topmost declaration region
3. Visit http://csharp.net-informations.com/e...open-excel.htm

You've gotta familiarize yourself with the excel apis.. the functions for worksheet/cells manipulation.. something which i've yet to do. but with the 3 points and some c# knowledge, at least you'll get the connection with NJ-excel up and running

Hope that helps

[rkuhne]

did the code work in realtime. If so, would you care to share what you have?

Thanks in advance,

Reg

[bukkan]

Originally Posted by rkuhne

did the code work in realtime. If so, would you care to share what you have?

Thanks in advance,

Reg

you can try this http://www.volumedigger.com/NinjaTra...rader_DDE.aspx

this indicator will make a dde connection to excel where you can stream the data.

[mechcow]

I dunno about pumping data into NJ from Excel, but I can provide you guys with some codes to pump data into Excel from NJ

1: remember to reference microsoft office excel interop

2:
in the Initialize() method, insert code

xlApp = new ApplicationClass();
xlWorkBook = xlApp.Workbooks.Open("C:\\spreadheet.xls", 0, false, 5, "", "", false, Microsoft.Office.Interop.Excel.XlPlatform.xlWindow s, "\t", true, true, 0, true, 1, 0);
xlWorkSheet = (Worksheet)xlWorkBook.Worksheets.get_Item(4);//edit sheet 4
xlApp.Visible = true;
misValue = System.Reflection.Missing.Value;


//this will open the spreadsheet

3:
In the OnBarUpdate() method,
simply write what data you want into a cell/worksheet , for example

xlWorkSheet.Cells[1, 1] = Close[0];
xlWorkSheet.Cells[1, 2] = GetCurrentAskVolume();
xlWorkSheet.Cells[1, 3] =GetCurrentBidVolume();

Hope this helps. Working with it realtime on ES. there's a little lag in the bid/ask sizes but the last price seems ok. IMHO this interfacing will definitely fail if your trading strategy require nanoseconds decision though, otherwise seems ok

Happy coding and trading

[mechcow]

this is a follow up for my post below.. editting excel sheet will cause the interop to crash, there's an exception that needs to be handled here

references
http://brianseekford.com/index.php/tag/0x800ac472/
http://www.ureader.com/msg/10971604.aspx

here' what i did.. a simple try/catch in the OnBarUpdate() method. Now i can manipulate the data on the spreadsheet without any exceptions already. Hope there's no more bugs

if u come across bugs, feel free to ask. Will be glad to help since the NJ forum has been very helpful since i started using it 2 yrs ago.. cheers

try
{
xlWorkSheet.Cells[1, 1] = Close[0];
xlWorkSheet.Cells[1, 2] = GetCurrentAskVolume();
xlWorkSheet.Cells[1, 3] =GetCurrentBidVolume();
//
}
catch (Exception ex)
{
//if (ex.Message.Contains("0x800"))
if (ex.Message.Contains("0x800A03EC"))
//throw;
{
return;
//insert this code into #region (it's on the very top of script)-> using System.Threading;
Thread.Sleep(1000);//dunno if this helps in any way
}

}

[jhall]

Wow. That looks awesome. Do you know if it will work with Excel 2010? And would I be able to update Excel with multiple symbols?

[mechcow]

hmm im not too sure abt 2010 but unless there's a change in interop code, it should work.

As for symbols, i dun see any problems, just add a new instrument in your indicator then just write those values into the spreadsheet

[profithound]

Hey Mechow
Could you pleaase provide an example for us novice coders?

It woulod be a great help

thanx

[mechcow]

visit:
http://www.ninjatrader.com/support/f...601#post214601

DionysusToast explains it much better than me

[Dervakon]

Hi Mechcow,

I would like to know where you put the

Thread.Sleep(1000);//dunno if this helps in any way

Thanks...