MarketData()

[jayhay]

Hi guys,
Total NT newbie here.

Im trying to use the ATI to get market data.

Using a simulator data feed while NT is running.

Ntdirect.dll loads fine.
Connected(1) shoes I'm connected.
SubscribeMarketData("ES 12-11") returns 0 which is supposed to indicate success.

But, all calls to MarketData("ES 12-11",0) return zero?

Any ideas?

Thanks in advance

Jason

[NinjaTrader_Austin]

Jason, what language are you calling the ATI with? Can you also post the full code you're using so we can get a better look?

[jayhay]

Hi Austin.

Here is the code, called from a console app in VS2010 running on 64bit Windows 7, compiled as 32bit though so it works with the Ntdirect.dll.


// ninjatest.cpp : Defines the entry point for the console application.
//

#include "stdafx.h"
#include <string>
#include <windows.h>

using namespace std;
int _tmain(int argc, _TCHAR* argv[])
{
typedef int (__stdcall *NTCommand)( string command,
string account,
string instrument,
string action,
int quantity,
string orderType,
double limitPrice,
double stopPrice,
string timeInForce,
string oco,
string orderId,
string strategy,
string strategyId);
typedef int (__stdcall *NTConnected)(int showMessage);
typedef int (__stdcall *NTFilled)(string orderId);
typedef double (__stdcall *NTMarketData)(string instrument,int type);
typedef int (__stdcall *NTMarketPosition)(string instrument,string account);
typedef string (__stdcall *NTNewOrderId)();
typedef string (__stdcall *NTOrderStatus)(string orderId);
typedef int (__stdcall *NTSubscribeMarketData)(string instrument);
typedef int (__stdcall *NTTearDown)();
typedef int (__stdcall *NTUnsubscribeMarketData)(string instrument);

NTCommand Command = NULL;
NTConnected Connected = NULL;
NTSubscribeMarketData SubscribeMarketData = NULL;
NTMarketData MarketData = NULL;
NTTearDown TearDown = NULL;
NTUnsubscribeMarketData UnsubscribeMarketData = NULL;

HINSTANCE NTDLL;
NTDLL = LoadLibrary(L"c:\\windows\\sysWOW64\\NtDirect.dll" );

if(NTDLL == NULL)
return 1;

Command = (NTCommand)GetProcAddress(NTDLL,"Command");
Connected = (NTConnected)GetProcAddress(NTDLL,"Connected");
SubscribeMarketData = (NTSubscribeMarketData)GetProcAddress(NTDLL,"Subsc ribeMarketData");
MarketData = (NTMarketData)GetProcAddress(NTDLL,"MarketData");
TearDown = (NTTearDown)GetProcAddress(NTDLL,"TearDown");
UnsubscribeMarketData = (NTUnsubscribeMarketData)GetProcAddress(NTDLL,"Uns ubscribeMarketData");

int rtn = Connected(1);
double last;
int i = 0;

//Only do stuff if we are connected.
if(!rtn)
{
//Now lets try and add an order.
//rtn = Command("PLACE","SIM101","ES 12-11","BUY",5,"MARKET",0,0,"DAY","","ABC","BASIC","" );

rtn = SubscribeMarketData("ES 12-11");

if(!rtn)
{
for(i = 0;i < 10;i++)
{
last = MarketData("ES 12-11",1);
printf("Last:%.2lf\n",last);
}

rtn = UnsubscribeMarketData("ES 12-11");
rtn = TearDown();
}
}

FreeLibrary(NTDLL);

return 0;

[NinjaTrader_Austin]

jayhay, we don't officially support 3rd party applications using the ATI, but please try inserting some delay statements (>5ms) in your code between subscribing to the data and then requesting the data.