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NinjaTrader
COMODO Firewall Pro
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If you are using Comodo Firewall's Defense+ feature, you must configure Comodo to treat NinjaTrader as an "Installer or Updater". Otherwise, whenever you launch NinjaTrader you will be flooded with Comodo warnings.
During the lauch process NT creates various randomly named dll files in your Temp directory and Comodo complaints. You cannot create rules to recognize the dlls as safe files since they are randomly named, so the only workaround is to mark NT as an installer.
Apart from this issue with the Defense+ feature, you must also let NT make outbound connections to your data provider.
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