Connecting to multiple data feeds

[sgordet]

I have a multi-broker license and use IQFeed for stocks and futures, but I have not subscribed to them for Forex. I get free Forex from PFGBest and Interactive Brokers. Currently, I have their data feeds disabled in the connectores. Is there some way that I can connect to one of them for Forex while using my IQFeed for all other data?

[NinjaTrader_Kyle]

Hi sgordet,

Thanks for writing in.

Unfortunately, due to the way that NinjaTrader uses multiple connections using IB or PFG as a forex data source would result in other data requests being passed to these services as well.

With multiple connections, NinjaTrader defaults it's data requests to the first provider you connect to. It is only when data is not supported by a provider when a fail-over to a secondary data feed occurs.

For instance, you connect to PFG, then to IQ. This results in PFG being used for forex and futures data - equities data requests are sent to IQ as PFG doesn't offer data in that instrument class.

On the other hand, you connect first to IQ, then to PFG. Since IQ supports data for futures, forex and equities, all data requests are routed to IQ. Unfortunately, the fact that an account isn't authorized for a certain data set does not result in the request being passed to a secondary provider.

A change here is on development's list of future considerations for the software, however.

[fpa75]

Getting EOD quotes from Yahoo and Kinetick

I have similar troubles with multiple connections. Here is what I wish to do :
- get EOD quotes for french stocks from Yahoo (ex. UG.PA)
- get EOD quotes for every other market that offers Kinetick (ex. AAPL)

So it is about using 2 connections for historical data. I cannot get it works properly. As an example :
1) get EOD quotes of UG.PA from Yahoo
2) getEOD quotes of AAPL from Kinetick

The trouble comes from that Kinetick does not provide data for EuroNext markets. So this is why I try to get EOD quotes for EuroNext from Yahoo, and EOD quotes for NASDAQ from Kinetic.

If I connect 1st to Yahoo, UG is properly downloaded. But AAPL is always downloaded from Yahoo (I have checked the daily volume, which are slightly differents from Kinetick). Using Instrument Manager, I have tried to leave blanck the symbol map for Yahoo. Then, as expected, NT cannot download from Yahoo, but instead of using the next connection (Kinetick), it just sends an error message saying the AAPL is not found.

If I connect first to Kinetick, well, AAPL is properly downloaded from Kinetick. But then, when I request UG symbol, then NT does not forward the request to Yahoo. It justs sends an error message saying UG is not found at Kinetick.

Do I miss something in the configuration for forwarding EOD quotes requets to the 2nd connection ?

Thanks.

[koganam]

I have similar troubles with multiple connections. Here is what I wish to do :
- get EOD quotes for french stocks from Yahoo (ex. UG.PA)
- get EOD quotes for every other market that offers Kinetick (ex. AAPL)

So it is about using 2 connections for historical data. I cannot get it works properly. As an example :
1) get EOD quotes of UG.PA from Yahoo
2) getEOD quotes of AAPL from Kinetick

The trouble comes from that Kinetick does not provide data for EuroNext markets. So this is why I try to get EOD quotes for EuroNext from Yahoo, and EOD quotes for NASDAQ from Kinetic.

If I connect 1st to Yahoo, UG is properly downloaded. But AAPL is always downloaded from Yahoo (I have checked the daily volume, which are slightly differents from Kinetick). Using Instrument Manager, I have tried to leave blanck the symbol map for Yahoo. Then, as expected, NT cannot download from Yahoo, but instead of using the next connection (Kinetick), it just sends an error message saying the AAPL is not found.

If I connect first to Kinetick, well, AAPL is properly downloaded from Kinetick. But then, when I request UG symbol, then NT does not forward the request to Yahoo. It justs sends an error message saying UG is not found at Kinetick.

Do I miss something in the configuration for forwarding EOD quotes requets to the 2nd connection ?

Thanks.

Have you actually configured Yahoo as the backup datafeed connection for Kinetick, or are you just connecting 2 feeds which each have no backup connection?

[fpa75]

I have tried using both connections using no backup datafeed.

I cannot change the Kinetick connection configuration ("You can't change this connection" displayed).

[fpa75]

By the way, the exact error message when using Yahoo as 1st connection and trying to get AAPL quote is : "Failed to retrieve data from YAHOO". I have intentionally left empty the symbol map for AAPL in the Yahoo line (Instrument Manager). So it is clear that NT tries to download AAPL with Yahoo, fails, and stops. [and do not tries the next historical data feed, Kinetick ]

[NinjaTrader_Kyle]

Hello,

When using multiple connections, the source of data depends on the order in which you connect. Data requests will be sent to the first connection you've established - if that provider does not offer the asset class which you've requested data for, the data request will be passed on to the next provider you connect to.

In this case, both Yahoo and Kinetick offer equity data - due to this, all data requests would be processed by the first connection you establish. You'll need to load data using only one source at a time - for example, connecting to Kinetick to load US equity data then disconnecting from Kinetick and connecting to Yahoo for the French market data.

[fpa75]

This is a workaround at the better, not very convenient. I will not do that I think.

The way NT selects a data feed then should be smarter. Instead of looking if "Stocks" is available, we would need to tell NT which symbol is associated to which data feed.

For what I need, it would be :
- historical download for UG from Yahoo
- historical download for AAPL from Kinetic
- historical download of CME futures from Kinetic
- live data feed for UG from IB
- live data feed for AAPL and CME futures : Kinetick
- broker : IB

I hope this will be implemented in a way or another, such as several instances of the main program (SierraChart), or the merging of symbols (MultiCharts). A simple way would be to use the Instrument Manager to define, for each symbol which historical data feed, live data feed, and broker to select. As this would be tedious to do that for each symbol, this could also be done for groups of symbol. Then we populate the group with symbols.

Regards.

[bisecom]

I have a multi-broker license and use IQFeed for stocks and futures, but I have not subscribed to them for Forex. I get free Forex from PFGBest and Interactive Brokers. Currently, I have their data feeds disabled in the connectores. Is there some way that I can connect to one of them for Forex while using my IQFeed for all other data?

Its interesting question and nice to be answered..