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Running in Sim and Live modes simultaneously?

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    Running in Sim and Live modes simultaneously?

    I'm trying to run a combination of automated strategies in NT in live and in sim mode but I'm not able to get the different data feeds associated with their respective strategies.

    Specifically, I connect to my data providers and brokers in the following order:
    1) Gain, 2) IQFeed, 3) TT.

    I'm trying to run 1 futures strategy live and connected to my broker through TT. At the same time, I'm trying to run 2 futures strategies in Sim mode connected to only IQFeed.

    Here's what's happening:
    1) I connect to the providers in the order above,
    2) The live strategy connects to TT without a problem,
    3) But, when I select Sim mode for the 2 remaining strategies they connect to Gain when I need them to connect to IQFeed. How do I get around this problem?

    #2
    Hi bluelou, have you tried this setup without the Gain connection? The should got to the IQFeed connection as the Gain one would not offer any futures market data - which symbols are you trading or simulating with this setup?
    BertrandNinjaTrader Customer Service

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      #3
      Bertrand,
      But I need the Gain data, too. I've been connecting to the providers in the order 1) Gain, 2) IQFeed, and 3) TT because even though I don't subscribe to IQFeed's FX data, their FX data will backfill the last day's ticks into my Gain charts on a static, that is non-updating, basis.

      I think I have a work-around figured out but I'll have to wait until I'm not trading live.

      Here's the idea, let me know if you think it will work:
      1) Delete the IQFeed symbol mapping to each FX pair - that way I won't get any static IQFeed data dumped into my Gain charts upon connecting.

      2) Connect in the following order: a) IQFeed, b) Gain, c) TT.
      3) Start both the sim and live strategies.

      Hopefully, by opening the IQFeed connection 1st the sim mode for the futures strategies will pick up on the connection opened 1st instead of going to the Gain connection.

      Comment


        #4
        Hi bluelou, your workaround makes sense to me. Do you have historical data access enabled for the Gain connection, if yes use the NinjaTrader server. For your futures trading, NinjaTrader will then use the futures data from IQFeed and execute on the TT live account.
        BertrandNinjaTrader Customer Service

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