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External Data connection

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    External Data connection

    Hi!

    I use a small app to feed NT with some tickdata. When I'm setup a chart as a time based chart, the incoming timestamp for each tick will be ignored. So I only see one bar of the current day and time displaying the price move, but the there were no new bars drawn after the times for a 5min bar is passed. But if I choose tick or range bar charts it will be drawn perfectly.

    What do I wrong or is this a feature I have to know? And what could be a workaround to get the correct streaming and chart building.

    Cheers
    Markus

    #2
    Hello cicondo,

    Unfortunately I am not sure what is causing the behavior you describe. NinjaTrader timestamps its bars at the closing price as per the link below.


    Could this be related to the issue you experience?

    The External Data Feed can be used to feed data in NinjaTrader in combination with the DLL interface. More information regarding the DLL interface can be found at the following link.
    JasonNinjaTrader Customer Service

    Comment


      #3
      Hi Jason,

      I'm using the DLL with AskPlayback/Bid.../PricePlayback functions where I have to set a timestamp for each tick I feed to NT. But if the receiving chart is set to minutes let's say 5min only one bar will be drawn at the end of all bars in the chart and all the price changes via PricePlayback are reflected by this one bar. I would expect that after the new tick data has a timestamp later then the passed 5 minutes the next bar should be drawn by the chart. But it doesn't. If the setting of the chart is let's say 10 ticks, the chart draws a new bar each 10th tick, but the time axis has for each bar the same time.
      Hope it's clear what I mean.
      Cheers

      Comment


        #4
        Can you please tell me what version of NinjaTrader you have installed. You can check this at Help-->About.

        Please let me know if you feed second or tick data into NinjaTrader.

        You mention the Ask/Bid functions that you use, however can you please clarify if you use 'last price' (LastPlayback) as well.
        Last edited by NinjaTrader_Jason; 06-09-2010, 08:03 AM.
        JasonNinjaTrader Customer Service

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          #5
          Hi Jason...
          maybe my English isn't clear to understand...
          I use the Ask/Bid/LastPalyback. And the I feed data tick by tick. I use NT 6.5.1000.14
          But I do not think that this will be the reason.

          Comment


            #6
            It is always best to have the latest version installed, since it contains fixes and enhancements compared to the previous version. However I do not think the issue is related to the fact you have version 6.5.1000.14 installed. I checked the release notes for 6.5.1000.15, but it did not list anything related.


            Could you please forward us your setup, so we can test it on our end. We did not come across anything similar lately.
            JasonNinjaTrader Customer Service

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