Help with ATI

[GaryAlbers]

I am using the NinjaTrader.Client.dll. (I read somewhere in the forums that if your app was in C# this was the preferred way to access the ATI dll interface rather than ntdirect.dll.)

My code successfully called the following methods:
- Connected(int)
- SubscribeMarketData(string)
- MarketData(string, int)
- UnsubscribeMarketData(string);

I was seeing data come back from the MarketData call. All was good.

Then, after I added some code to start using the Command method,
the data stopped flowing from the MarketData method. I know what you are thinking - I somehow messed up the original code. I have verified that it is Ok and it still gives successful return codes from every call. Just no data returned from MarketData.

Is there anything I can turn on to determine what is going wrong?

Any advice from the developer community would be appreciated.

Gary Albers

[NinjaTrader_JC]

Hello Gary Albers,

While this is not something that we could support here at NinjaTrader.

Are you getting Market Data inside of NinjaTrader for that instrument for example by opening up a chart?

Happy to be of further assistance.

[GaryAlbers]

Yes, the charts are updating for the same instruments.

[NinjaTrader_JC]

Hello GaryAlbers,

There is a sample ATI reference that a member wrote that you may view for some references at the following thread.

http://www.ninjatrader.com/support/forum/showpost.php?p=36222&postcount=24

Otherwise, you may want to revert your code back to the state that it was working and add the lines one by one that is causing it not to work anymore.

[ldissinger]

Serialization

Does the NTDirect.dll or AT interface require serialization of requests?

I.E. Can I be doing statusUpdate request simultaneously on two different orders? Or placing a new command to buy at the market and status updates at the same time.

Leroy

[GaryAlbers]

My calls to the ATI methods are done from a background thread in a GUI application. I make 5-10 calls every 200 milliseconds and it works fine. This is on a single thread. I could make the calls more frequently, but did not need to.

I suspect that the ATI methods are thread safe, but I have not tested this.

Gary

[ldissinger]

I wrote a little test app using NTDirect.dll (and using the NTClient C# interface) and I was issuing orders and had a background thread pulling market data...it hung up Ninja several times. I could do either one alone, but not both together, and they were using different instances of the NT Clients....so it should have worked....unless it needs to be serialized. I will try serialing it to test it out....

I was really wanting an ANSWER from the Nt folks...they wrote it I assume, so they should know if it is a problem to access that interface with multiple threads.

Leroy

P.S. But thank you for your reply!