ATI not returning Price Data

[upshon]

Hi

Using the NinjaTrader.Client.dll I do not seem able to get Bid Ask data from the ATI Service for most instruments.

string Instrument = "NZDUSD";
double Bid, Ask;
NinjaTrader.Client.Client NinjaClient = new NinjaTrader.Client.Client();

if (NinjaClient.Connected(1) == 0) {
if (NinjaClient.SubscribeMarketData(Instrument) == 0) {
Bid = NinjaClient.MarketData(Instrument, 1);
Ask = NinjaClient.MarketData(Instrument, 2);

NinjaClient.UnsubscribeMarketData(Instrument);
}
}

NinjaClient.MarketData(Instrument, 1) returns 0 for most instruments. I have Bid Ask data in the Ninja Controle Center so can confirm that market is open and am getting data.

I am using NT7.

Any ideas what is going wrong?

Thanks

Mike

[NinjaTrader_Austin]

upshon, when you say "most instruments", which instruments are functioning correctly?

[upshon]

it varies, once I restart NinjaTrader it changes. I was able to get AUDUSD and no others, then after a reboot AUDUSD didn't work but EURAUD did.

[upshon]

I am using eSignal data. Data seems fine in Ninja charts

[upshon]

Have also tried changing data provider to MB Trading Demo account and get same result. Well actually I cant get data for any instrument now.

[upshon]

The strange thing is that the ATI interface is working, as you can see from the attached screen shot, in my visual studio debugger I have various values set in the Ninja Client object that have been returned from NinjaTrader, it just Bid and Ask info not being returned.

[MXASJ]

The leanest way to check the ATI is via PowerShell. Here is some basic commands and the output:

PS C:\> Add-Type -path "c:\Program Files\NinjaTrader 7\bin\NinjaTrader.Client.dll"
PS C:\> $atiTest = New-Object NinjaTrader.Client.Client
PS C:\> $atiTest.Connected(1)
0
PS C:\> $atiTest.CashValue("Sim101")
93905.6249999997
PS C:\> $atiTest.SubscribeMarketData("ES 03-11")
0
PS C:\> $atiTest.MarketData("ES 03-11", 0)
1285.5
PS C:\> $atiTest.MarketData("ES 03-11", 1)
1285.25
PS C:\> $atiTest.MarketData("ES 03-11", 2)
1285.5
PS C:\>

I'm on IQFeed but it shouldn't make a difference.

$atiTest.TearDown() when you are done tears down the connection.

[MXASJ]

Looking at the code you first posted you might want to kill the "if connected and if subscribed" logic and just poll for the last/bid/ask every 100 milliseconds or so.

[upshon]

Thanks MXASJ taking out the check for connection has fixed the issue. Thats pretty strange but it works.

Thanks again for your help.

Mike