How to access data feed values in real time

[Santosh]

I want to access data values coming to NinjaTrader from subscribed data feed. It is getting updated every 1 second for 1 min candle. I want to read these values programmatically as soon as NinjaTrader receives it and run a mathematical calculation on it.

Is there a way to access it in this manner? I would prefer C# based access rather than script query because of reasons of speed.

I am novice to NinjaTrader but an experienced programmer in other fields. Any help will be much appreciated.

[NinjaTrader_ZacharyG]

Hello Santosh,

Thank you for your inquiry and welcome to the NinjaTrader Support Forum!

If you wish to access the data programmatically outside of NinjaTrader, you would be able to use the DLL interface: https://ninjatrader.com/support/help..._interface.htm

Ensure that you reference the NinjaTrader.Client.dll file in your project's references. This file is contained with C:\Program Files (x86)\NinjaTrader 7\bin.

Please, let us know if we may be of further assistance.

[Santosh]

Hello Zachary,

Thank you for the reply. Is it possible to do same inside Ninja Trader itself?

[NinjaTrader_PatrickH]

Hello Santosh,

Thank you for your response.

You can access the price data as it comes in by using a strategy or indicator. However, it will only pull the data for the instrument it is applied to and any additional instruments added in the code.

If you would like to take on learning NinjaScript, we have a fully documented help guide which will help you get started with Ninja Script. You will find language references to all of the methods and functions you will be using. You will also see a tutorial section which will help you create your first indicator and get you started with some of these concepts.
A link to our Help Guide can be found below: http://www.ninjatrader.com/support/h...stribution.htm

I am also linking you to the Educational Resources section of the Help Guide to help you get started with NinjaScript: http://www.ninjatrader.com/support/h..._resources.htm

You will find Reference Samples online as well as some Tips and Tricks for both indicators and strategies:
Click here to see our NinjaScript Reference Samples: http://www.ninjatrader.com/support/f...splay.php?f=30
Click here to see our NinjaScript Tips: http://www.ninjatrader.com/support/f...ead.php?t=3229

These samples can be downloaded, installed and modified from NinjaTrader and hopefully serve as a good base for your custom works.

There is a also a growing library of user submitted custom indicators (100+) that can be downloaded from our support form. Please look in the NinjaScript File Sharing section of our support forum as you may find what you are looking for there: http://www.ninjatrader.com/support/f...splay.php?f=37

Please let me know if you have any questions.