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Problem using ATI external data feed with indices

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    Problem using ATI external data feed with indices

    Having searched the forum I have come across similar problems to this, but nothing exactly the same, and no solutions either. I'm new to both NinjaTrader and this forum, so if the answer is readily available somewhere else please point me in the right direction.

    The external market data in this case is for FX/CFDs rather than futures. I can successfully feed ticks from an external source into NT via NTDirect.dll, as long as the instrument in question is a currency pair. I just fill in the blank "External" slot in the symbol map of one of the predefined instruments, and external EURUSD is mapped to $EURUSD internally and things work as expected.

    However if I use exactly the same procedure to map external DAX30 to internal ^DAX no ticks are seen in NT. Late Friday tech support suggested adding a "^" to my external symbol but that doesn't seem to help.

    Note that I can map DAX30 to $EURUSD successfully, so an obvious short term workaround exists!

    Thanks in advance,

    Jim

    #2
    Hello SoulSurfer,
    Welcome to the forum and I am happy to assist you.

    Adding "^" as a prefix before the symbol name while sending the quotes from your custom application would work for any index script.

    If you create a new symbol for DAX30 and then try to append the quotes then can you get the quotes.
    Attached Files
    JoydeepNinjaTrader Customer Service

    Comment


      #3
      Hi Joydeep,

      Originally posted by NinjaTrader_Joydeep View Post
      If you create a new symbol for DAX30 and then try to append the quotes then can you get the quotes.
      That's pretty much what I tried first of all, before trying to feed my external ticks into an pre-existing symbol. Mind you, I've discovered one or two tricks of the NT trade since then. I'll give your suggestion another try, and let you know how I get on.

      Thanks,

      Jim

      Comment


        #4
        Hi Joydeep,

        I have now got my DAX CFD quotes appearing in NinjaTrader!

        I followed your example exactly, used the symbol "^DAX30" in my external app, and things burst into life.

        Here's the source of my initial confusion though. For indices at least it looks like the symbol map entry is ignored. I can't be certain as yet, because now I find myself in a situation where I can't seem to edit my new "DAX30" instrument (see attached screenshot), even though other parts of NT seem to be aware that it's still there.

        How do you suggest I resolve my new issue?

        Thanks,

        Jim
        Attached Files

        Comment


          #5
          Hello SoulSurfer,
          Glad to know you could get the quotes.

          If you try restarting NinjaTrader then can you get the instrument in the Instrument Manager.
          JoydeepNinjaTrader Customer Service

          Comment


            #6
            Hi Joydeep,

            Originally posted by NinjaTrader_Joydeep View Post
            If you try restarting NinjaTrader then can you get the instrument in the Instrument Manager.
            I already tried that, but just to be sure I tried it again.

            Same result I'm afraid. Ticks are displayed as desired, but still no DAX30 in the Instrument Manager. If I recall correctly I was experimenting with an empty symbol map when things ceased to function as expected. Could that have anything to do with it?

            Failing that, do you have any other suggestions?

            Jim

            Comment


              #7
              Hello Jim,
              Please send your database file (NinjaTrader.sdf file) to support[AT]ninjatrader[DOT]com so that I can test it at my end.

              You can locate the NinjaTrader.sdf file in the folder <My Documents>\NinjaTrader 7\db\

              If the file is more than 4MB in size then please upload it in a file sharing site like https://www.wetransfer.com/ and send the download link to us.

              Please append Attn:Joydeep in the subject line and give a reference of this thread while transferring the file.
              JoydeepNinjaTrader Customer Service

              Comment


                #8
                Hi Joydeep

                Originally posted by NinjaTrader_Joydeep View Post
                Please send your database file (NinjaTrader.sdf file) to support[AT]ninjatrader[DOT]com so that I can test it at my end.
                I have already examined that file, and can find no record with the 'name' field set to 'DAX30' in the nt_masterinstrument table. Does that sound like it's the root of the problem?

                It is indeed over 4Mb, so I'll upload it and send you a link in case your mileage varies from mine.

                Jim

                Comment


                  #9
                  Hello Jim,
                  This is to confirm I have received your email and has replied to it.
                  JoydeepNinjaTrader Customer Service

                  Comment


                    #10
                    Hi Joydeep,

                    This is to confirm I have emailed you (most of!) the additional information you requested.

                    Jim

                    Comment


                      #11
                      Hi Joydeep,

                      I owe you something of an apology. I think in my haste I must have sent you <Program Filess>\NinjaTrader 7\db\NinjaTrader.sdf instead of the file you requested.

                      After further experimentation, here's how things look to me now.

                      1. Whatever is in the "External" slot in the symbol map is irrelevant. It can even be blank and the external ticks still get through, as long as the external symbol is correct!

                      2. If all the slots in the symbol map are set blank, there is no error message, but that symbol no longer appears in the list in the Instrument Manager. It does however appear to remain in the database, as long as you examine the right location!

                      Thanks for your assistance,

                      Jim

                      Comment


                        #12
                        Hello Jim,
                        Thanks for your note.

                        1. I will confirm with development if it the default behavior or not.

                        2. I can replicate the scenario at my end. I will send it to development for further clarifications.

                        I look forward to assisting you further.
                        JoydeepNinjaTrader Customer Service

                        Comment

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