- NeoTicker as a Ninja Trader External Data Feed
- NeoTicker's Simulation Server
- an interface to Ninja Trader's ATI to execute trades in Ninja Trader
As I've written before, I'm doing this to do end-to-end testing of my system(s).
A benefit of this approach is that I can set the speed of the "Data Replay" in NeoTicker to multiples of actual market speed. This is great because I can test more market scenarios in a short amount of time.
However, as I understand it, Ninja Trader provides some "fill logic" that is intended to mimic fills in realtime trading. This is great but when I'm running NeoTicker at a multiple of actual market time gets in the way of some orders being executed.
So, my question is this: How best might I minimize Ninja Trader's fill filter mechanism?
In this testing, my objective is not to test actual fills so much as it is to test the robustness of the trade execution code I've written. So, what I really want is for Ninja Trader to execute the trade as soon as the market hits my Limit Order Price and not filter the fill.
Is there a way to do this?
Thanks.
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