Dual feeds and data backfill question

[JS999]

I connect to both Zen-Fire and IQFeed as my data providers. ZF (using NT's servers) does not provide historical data backfill for Brent Crude (BRN), but IQFeed does. When I connect first to IQFeed and then ZF, I can get backfill data just fine, since the code tries to pull it from the primary connnection (IQFeed) and obviously finds it. However, if I first connect to ZF and then to IQFeed, the data cannot be loaded.

I know that for trading purposes, NT will first try to place a trade on the primary connection, and if that is not hooked up, will then go to the secondary connection. My question is, does this work the same for loading historical data? It does not appear to do that... it appears to only be trying to load from the primary connection and if it can't find the symbol, it gives up. If this is the intended behavior and not just a bug, can this be changed to allow for data loading from the second connection if the instrument is not found on the first? This would also be useful if the primary connection's data server went down for some reason, the system would be able to failover to the second connection seamlessly.

[NinjaTrader_Brett]

I know that for trading purposes, NT will first try to place a trade on the primary connection, and if that is not hooked up, will then go to the secondary connection. My question is, does this work the same for loading historical data?.

Hello,

Sure let me clear this up for you.

Your statement above is slightly incorrect. Heres why.

As far as order placement and trading it does not matter you connection order. As the trade will always go to the exchange that you select in the chart trader or superDOM.

The only time connection order matters if where you get your historical data for and realtime data.

NinjaTrader does this by instrument types. Specifically there are 4 categories. Futures, Forex, Equities, and Indexs. If the first connection supports futures in your case lets say you connect to Zenfire first. Then you will get all your futures live data from Zenfire and if you make a request for a stock then that request will go to the secondary connection. However if you request a futures instrument that is not supported by the broker then the connection will not roll over as there is no way to tell if each instrument is supported by what brokers we will simply always make the request for the data from the data feed provider.

Heres what I suggest, you mention that you just need historical data. What I may suggest if you try this configuration.

• Disconnect
• Tools
• Account Connections
• Select your Zenfire connection
• Change
• Next
• Historical Data-->Disabled
• Next Finish
• Reconnect

Then connect to Zenfire first and then IQFeed second. This this configuration you will be getting all your live data from your broker connection for futures and getting all your historical data from your data feed provider is an option as well.

Let me know if I can be of further assistance.

[JS999]

Hello,

Sure let me clear this up for you.

Your statement above is slightly incorrect. Heres why.

As far as order placement and trading it does not matter you connection order. As the trade will always go to the exchange that you select in the chart trader or superDOM.

The only time connection order matters if where you get your historical data for and realtime data.

NinjaTrader does this by instrument types. Specifically there are 4 categories. Futures, Forex, Equities, and Indexs. If the first connection supports futures in your case lets say you connect to Zenfire first. Then you will get all your futures live data from Zenfire and if you make a request for a stock then that request will go to the secondary connection. However if you request a futures instrument that is not supported by the broker then the connection will not roll over as there is no way to tell if each instrument is supported by what brokers we will simply always make the request for the data from the data feed provider.

Heres what I suggest, you mention that you just need historical data. What I may suggest if you try this configuration.

• Disconnect
• Tools
• Account Connections
• Select your Zenfire connection
• Change
• Next
• Historical Data-->Disabled
• Next Finish
• Reconnect

Then connect to Zenfire first and then IQFeed second. This this configuration you will be getting all your live data from your broker connection for futures and getting all your historical data from your data feed provider is an option as well.

Let me know if I can be of further assistance.

Thanks Brett, that is a very useful tip about modifying the connection - I will try it and let you know if I have any issues.

You mentioned that that the code cannot detect whether or not a server supports a particular instrument. I am wondering if it cannot perhaps be modified to try to make a request from the primary connection, and then detect whether or not anything came back. That should be possible - you might not be able to know ahead of time whether a data server supports a connection, but after you make a request it should be obvious whether something came back or not. Maybe you could make a change to try to then pull data from the second connection, if the first connection returns nothing.... just a suggestion to pass on to your dev team.

Thanks!