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Zenfire Tradestation and orderflow

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    Zenfire Tradestation and orderflow

    I am looking at a zenfire broker, Amp or Mirus, Tradestation is already my broker, and I use Realtick API via excel for level 2 data analysis.

    So I going for a combination of lower margin and speed, a fellow trader recommended zenfire, I also want to update my system away from excel and Tradestation.

    So I have a few questions

    1) NT can link to TS data feed but can it bring in the Level 2 stock data, Its a hope but I am not sure the TS api can release the data anyway....I just want to capture certain marketmakers positions in proximity to size and relation to best bid. if not can it do it with another data feed, really need to get away from excel

    2) I am trading E-mini futures, so I would like to capture, trades and bid, trades at ask, looks like NT can do this already through zenfire

    3) Can NT also make an indicator on the DOM, the stack, the 10 levels on the bid 10 levels on the ask? and do trades and bid and ask in the same indicator

    4) does NT also store custom data, can it use SQL and Excel?

    5) NT does not do spreads but is this coming up?

    6) how does NT handle options?

    7) can pass data between charts?

    Thanks, NT looks reasonable at the moment

    Thanks

    Tinkerz

    #2
    Hello Tinkerz,

    1. Unfortunately this is not supported; only Level one data is provided upon connecting to TradeStation.

    2. Yes, this is supported with Zen-Fire.

    3. Unfortunately the SuperDOM cannot load indicators, it can only display 5 levels of market depth as well.

    4. I am not sure what you refer to as custom data. However, you can export data in the various tabs of the Control Center to MS Excel. Perhaps the forum post below provides helpful info as well.
    http://www.ninjatrader-support2.com/...ead.php?t=3475

    5. This is not supported by default, however it would be possible using custom coding. Please see the forum thread below for more information.
    http://www.ninjatrader-support2.com/...spread+trading

    6. Unfortunately options are not supported in our software; we support futures, equities and forex trading and index data.

    7. I am not sure if I follow. You can create custom strategies that use multi-time frame and instruments. More information can be found at the link below.
    http://www.ninjatrader-support.com/H...struments.html
    JasonNinjaTrader Customer Service

    Comment


      #3
      Thanks

      What I mean on Question 3 is..

      Can NT take the 5 levels and build an indicator into a chart, not on the Dom

      4. What I mean here is, you analyze trades at bid and ask, then store the data somewhere, so when you turn on NT you bring up that data.

      So NT can export data via text files, but no direct link to excel or SQL to export import data in realtime, unless you custom code an api?

      Comment


        #4
        Yes, you can access Market Depth data with NinjaScript. Please see the link below for more information.
        http://www.ninjatrader-support.com/H...rketDepth.html

        As per #4, unfortunately this is not supported.

        Correct.
        JasonNinjaTrader Customer Service

        Comment


          #5
          one last question..

          SQL exporting /importing is not supported by NT, but is there any custom programming that could be done to do it?

          Thanks

          Comment


            #6
            Market Depth data.. this is just the 1 level or more?

            Comment


              #7
              Unfortunately I would not know how to accomplish this.

              Market depth is the 5 levels of data displayed in the SuperDOM; the amount of contracts waiting to be filled at those prices.
              JasonNinjaTrader Customer Service

              Comment


                #8
                So if i connect Zenfire to Ninja I can trade through ninja, does that mean I cant connect another data feed at the same time?

                Comment


                  #9
                  It is supported to connect multiple feeds at the same time. Please see the link below for more information when connecting to multiple feeds simultaneously.
                  http://www.ninjatrader-support.com/H...nections1.html

                  If you like to connect to multiple broker technologies, you would need a multi broke license. You can connect to one broker technology and additional supported data feeds only.

                  In addition, NinjaTrader will retrieve real-time data from the first connection. Only when the first connection does not support an instrument type (stock, future, index, forex), it will retrieve real-time data from the second connection.
                  JasonNinjaTrader Customer Service

                  Comment


                    #10
                    5 levels access

                    Regarding the 5 levels...does anyone know how to access this for use in indicators, strategies? I found vague references to it, without specific code.


                    Originally posted by NinjaTrader_Jason View Post
                    Unfortunately I would not know how to accomplish this.

                    Market depth is the 5 levels of data displayed in the SuperDOM; the amount of contracts waiting to be filled at those prices.

                    Comment


                      #11
                      Hello Pakman,

                      Unfortunately this is not supported. However I suggest to take a look at the following forum thread that will provide a workaround for advanced programmers.
                      http://www.ninjatrader.com/support/f...aScript&page=2
                      JasonNinjaTrader Customer Service

                      Comment

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