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Placing orders for multiple instruments without monitoring data

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    Placing orders for multiple instruments without monitoring data

    Hi,

    I have a system that involves submitting a large number of limit orders to the broker, then simply monitoring for executions reports and responding accordingly. No intraday price data is needed. I currently do this in another ATS, but I'd like to convert it to C# and do it in NT if possible.

    Is there any way to submit these orders in NT without using Add() for each instrument, and so subscribing to market data for each?

    Thanks-

    #2
    Not in NinjaScript. However you could place the orders by ATI (Automated Trading Interface), please see the docs for details.

    Note: order placement on broker account does not require streaming data, only order placement on sim account does.
    DierkNinjaTrader Customer Service

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      #3
      Thanks for the quick response, Dierk. I thought I could manage it via ATI but that seemed cumbersome compared to doing it within NinjaScript - and I'd like NT to handle responses to market events and a few other things. It would be great if a future version could just read the instruments from a file and enter orders. Otherwise it doesn't really seem worth changing this strategy over from my current system.

      I'm a bit confused by your second comment - if there is no streaming data, how would an entry in OnBarUpdate be triggered? And would that be applicable for a mulltiinstrument strategy?

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        #4
        >> if there is no streaming data, how would an entry in OnBarUpdate be triggered?
        I was referring to naked NT order placement/management and not to NS processing/events.

        Will add your suggestion to the list of future considerations.
        DierkNinjaTrader Customer Service

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