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External Data Feed - Lacking data
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External Data Feed - Lacking data
I am using NT in sim and using NtDirect dll to send orders from Tradestation to the NT platform. I have done this for years and years. Occasionally, I get a message box saying there is insufficient data to drive the strategy engine (or something like that). I know the connections are good, and every symbol I'm trying to place orders for shows prices on the orders tab. The orders that were rejected today were for MESH21 and RTYH21. Is there anything I can do to work around this?Tags: None
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Hello Atomic,
The error "there is no market data available to drive the simulation engine" means there is no real-time data being received and an order was submitted to the Sim101 account.
Real-time data is needed for Sim101 orders.
Who are you connecting to for data?
In ChartTrader or on the SuperDOM do you see the ask and bid price actively changing?Chelsea B.NinjaTrader Customer Service
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Originally posted by NinjaTrader_ChelseaB View PostHello Atomic,
The error "there is no market data available to drive the simulation engine" means there is no real-time data being received and an order was submitted to the Sim101 account.
Real-time data is needed for Sim101 orders.
Who are you connecting to for data?
In ChartTrader or on the SuperDOM do you see the ask and bid price actively changing?
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Hello Atomic,
You have stated: "there is no problem getting data there".
Does this mean you are seeing changing ask and bid prices for the instrument in Chart Trader or on the SuperDOM?
If you are trying to push data from TradeStation to NinjaTrader, you will need to have the NTExternalFeed script running in TradeStation on a chart with the same symbol and expiry.
May we have a screenshot showing the ask and bid prices in Chart Trader?Chelsea B.NinjaTrader Customer Service
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Originally posted by NinjaTrader_ChelseaB View PostHello Atomic,
You have stated: "there is no problem getting data there".
Does this mean you are seeing changing ask and bid prices for the instrument in Chart Trader or on the SuperDOM?
If you are trying to push data from TradeStation to NinjaTrader, you will need to have the NTExternalFeed script running in TradeStation on a chart with the same symbol and expiry.
May we have a screenshot showing the ask and bid prices in Chart Trader?
Comment
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Originally posted by NinjaTrader_ChelseaB View PostHello Atomic,
You have stated: "there is no problem getting data there".
Does this mean you are seeing changing ask and bid prices for the instrument in Chart Trader or on the SuperDOM?
If you are trying to push data from TradeStation to NinjaTrader, you will need to have the NTExternalFeed script running in TradeStation on a chart with the same symbol and expiry.
May we have a screenshot showing the ask and bid prices in Chart Trader?
Hi Chelsea... I know this is an older thread but I was hoping to speak with you. I have read some over your posts and you seem most knowledgeable on ninja data files. I have a detail question regarding Tradestation data files and am hoping that you will be kind enough to help me. Not sure how to start another post and request you.... many thanks
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Originally posted by NinjaTrader_ChelseaB View PostHello markus3500,
It is fine to create a new thread.
As a heads up, we are able to assist with the NinjaTrader Platform but we are not able to assist with TradeStation directly or with EasyLanguage.
How may I assist?
Thank you for answering. I have my tradestation market data connected to NT7 via the ELD connection which works just fine. I do understand that it is level 1 CME data only and use it on ES only, The actual volume and price it displays works perfect but there is one issue. The "tick volume" (number of trades} is considerably off {lower} compared to what it should be (seems like its 80% off almost as if its condensed) and I really want to know why, I am using it to build volume profiles but with tick data instead of volume data. That being said the reason I want to know why is because l like the data it is showing me even though it is off, it does build profiles that are accurate but with less than normal tick volume. I hve the .ntd files but not sure if that helps. So to sum up I am getting data from Tradestation to NT7 fine it is receiving price and actual volume data fine but the "tick volume" is considerably off. Please help me know if this is happening... I want to know if this is a by product of Level 1 and if I can replicate it via NT7 by using Kinetic level 1 data.
Thank you so much for looking at this
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Hello markus3500,
The historical data files (with the extension .ntd) will not be help as historical data cannot be pushed through the External Data Feed.
NinjaTrader will be sending what is received from the application as is. Note, that data is pushed to the External Data Feed. If there is a timer in use it may be that not all ticks are being pushed through.
There is an example project that interfaces the NinjaTrader API that can be used to confirm the data sent is the same data NinjaTrader is using.
Chelsea B.NinjaTrader Customer Service
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Originally posted by NinjaTrader_ChelseaB View PostHello markus3500,
The historical data files (with the extension .ntd) will not be help as historical data cannot be pushed through the External Data Feed.
NinjaTrader will be sending what is received from the application as is. Note, that data is pushed to the External Data Feed. If there is a timer in use it may be that not all ticks are being pushed through.
There is an example project that interfaces the NinjaTrader API that can be used to confirm the data sent is the same data NinjaTrader is using.
https://forum.ninjatrader.com/forum/...626#post793626
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I only say this because the "tick volume" is very intelligible just condensed.... and I am really trying to know why
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Hello markus3500,
The application pushing the data to NinjaTrader is what controls when data is pushed. If a timer is used that would be in the external application, in this case TradeStation.
It could also be that TradeStation aggregates volume.
That said, NinjaTrader would be displaying on a chart what it received from the external application.Chelsea B.NinjaTrader Customer Service
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Originally posted by NinjaTrader_ChelseaB View PostHello markus3500,
The application pushing the data to NinjaTrader is what controls when data is pushed. If a timer is used that would be in the external application, in this case TradeStation.
It could also be that TradeStation aggregates volume.
That said, NinjaTrader would be displaying on a chart what it received from the external application.Last edited by markus3500; 06-27-2023, 10:58 AM.
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Hello markus3500,
You would need to contact TradeStation for insight into how their program works.
If you wanted to hire a 3rd party consultant to do testing and make observations, they might be able to work it out, but it would really be guesswork. The developers that actually made the application would have full insight into how their system was designed.
You can search our extensive library of NinjaScript consultants through the link below. Simply enter a consultant name or search by using our filter categories. Once you have identified your consultants of choice, please visit each consultant's site for more information or contact them directly to learn more!
https://ninjatraderecosystem.com/sea...mming-services
Educators - https://ninjatraderecosystem.com/sea...ures=education
You can locate the contact information for the consultants on their direct websites for any additional questions you may have. Since these consultants are third party services for NinjaTrader all pricing and support information will need to be obtained through the consultant.
This NinjaTrader Ecosystem website is for educational and informational purposes only and should not be considered a solicitation to buy or sell a futures contract or make any other type of investment decision. The companies and services listed on this website are not to be considered a recommendation and it is the reader's responsibility to evaluate any product, service, or company. NinjaTrader Ecosystem LLC is not responsible for the accuracy or content of any product, service or company linked to on this website.
Please let me know if you have any questions, or if I can provide any further assistance.Chelsea B.NinjaTrader Customer Service
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