ZenFire + Esignal as datafeeds

[oclop]

Hello,

I am trying to connect at the same time to Zenfire and Esignal as datafeed providers. I would like to use ZenFire as primary connection and Esignal as secondary.

There are some symbols I trade (like HO on Nymex) for which ZenFire does not have historical data. I have the Nymex market contracted from ESignal, so I can download the historical data from there. However, when zenFire is the primary connection NT does not try to download historical data from ESignal unless ZenFire is disabled as historical data provider. Is this the normal behaviour?
If zenfire is enabled as historical data provider I get the following error when both datafeeds are connected and I try to reload the historical data for HO: "Error on loading data for HO 12-08-Nymex". NT data server does not support this instrument, no data available.

My expectation would be that ESignal should be clever ebough to download historical data from the secondary datafeed when the primary datafeed cannot provide it.

Disabling zenfire as historical data provider is not a good solution for me since zenfire provides historical data for some markets I have not contracted with Esignal.

By the way, to test this I am using a Zenfire / NT trial license from Mirus (I have not upgraded yet to multibroker the live trading license I normally use).

Can you please help?

regards, Oscar

[NinjaTrader_Jason]

Hello Oscar,

This is as expected. NinjaTrader will retrieve data from your second connection once you select an instrument type not supported by the first connection. Since the HO is a futures contract, it will request the data from Zen-Fire. Since Zen-Fire also has historical data enabled, it will try to retrieve the historical data from Zen-Fire.

You could begin each day by connecting to eSignal first and load a chart for the HO, so the NinjaTrader database contains the historical data. Then, you use the Zen-Fire - eSignal connection sequence, so the HO chart will update with real-time data from Zen-Fire.

[oclop]

Hello Jason,

when you say an instrument type are you referring to a generic type like Futures or Stoks? Or does it apply to a particular instrument like for example HO if a mapping symbol for zenFire was not provided for it?

Regards, Oscar

[NinjaTrader_Jason]

Hi Oscar,

I am referring to stock, futures, forex and indices with instrument type.

[oclop]

Hello Jason,

ok so what is the use for the second datafeed? Will it only be used for a complementary instrument type (e.g. primary for futures and secondary for stocks)? Will the secondary datafeed be used if the primary goes down?

I would like to suggest as future development the possibility to use the secondary datafeed also for the same instrument type (e.g. futures) as the primary. An easy way to implement that would be to use the "symbol map" in the instrument manager. If the symbol map for the primary datafeed is left empty then NT should try the secondary datafeed. This enhancement would allow to have different markets contracted to different datafeed providers. It should also allow to download properly historical data from the secondary datafeed.

Regards,

[NinjaTrader_Jason]

If you selected the second connection as a backup connection in the first connection, the second connection will be used when the first connection goes down.

I will forward your suggestion to our development team and ask them if they can add this to the list of future considerations for the software.

Thank you for your feedback.

[pnorbutas]

Multiple data feeds

Hello,

I would like to track tick data of the same instrument from different data feeds. Is this possible in NT7 beta 14 already?

Thank you!

Povilas

[NinjaTrader_Kyle]

Hello Povilas,

Unfortunately, this is not possible. NinjaTrader will use data from the first feed you connect to if data is available. There is no method with which to define which chart should use which data provider.

This would, however, be possible if you were running NinjaTrader on multiple PC's.

In any case, I will forward this on to my development team as a suggestion for further consideration.

[pnorbutas]

Hello, Kyle,

Thank you for super quick response!

Could you then explain what is "Symbol map" option is used for in Intrument manager?

Could suggest any work around for that? I need collect ticks from diferent data feed in the same database.

Thank you for your time Kyle!

Povilas

[NinjaTrader_Kyle]

Hi pnorbutas,

Symbol mapping is a method which allows users to select a single master instrument instead of several of the same instrument tied to different brokers/providers.

There is no work-around for what you are trying to accomplish. You would need to use multiple instances of NinjaTrader on separate PC's. Unfortunately, I know of no method with which to combine results from those multiple instances of NinjaTrader in to a single database.

[pnorbutas]

Do you know if this feature will be implemented in the the future?

[NinjaTrader_Kyle]

Hi pnorbutas,

This is on my development team's list of future considerations. Unfortunately, I have no additional information to provide in terms of an ETA or even whether or not this will be included in the future.