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Price feed & order of connection establishing

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    Price feed & order of connection establishing

    I would like to ask,
    how price feed and order of connection establishing are related.

    QUESTION 1:
    Is the 1st established connection always used as price-feed ?
    ... and if this is true, then: Does all additional connections (2nd, 3rd, 4th connections) just handle orders ?


    QUESTION 2:
    If 1st question is true, then what happen if 1st connection drops?

    Is 2nd connection used for price data, and if that drops, then is 3rd connection used for price data ?
    OR
    if 1st connection has failure, then whole Ninjatrader is not able to get any price data ?

    Thanks for explanation
    misova

    #2
    Hello misova,

    1. The first connection is not always used as price feed. For example, if you connect to CQG first and Kinetick second, you will receive stock and forex data from Kinetick (providing you are subscribed for such data with Kinetick). CQG does not support stock and forex data, only futures (and index).

    2. Then NinjaTrader will receive data from the 2nd connection. If that drops, it receives data from the 3rd connection and so on.
    JasonNinjaTrader Customer Service

    Comment


      #3
      Thank you very much,
      so if I understand it correctly, then:

      Each connection can support one or more market-types (Future / Stocks / Forex / Indexes).

      If somebody trades 6E futures (=eur/usd futures), then price data are taken from first connection, that supports Future market type (for example CQG connection).

      And if the same person concurrently trades EUR/USD (through forex), then price data are taken from first connection, that supports Forex market type (for example IB connection).

      Question:
      If 1st connection, that supports forex (which was IB connection in previous example) drops, then the next-one connection, that supports Forex will be used (for example MB Trading connection) ?

      Misova
      Last edited by misova; 04-10-2014, 05:53 AM.

      Comment


        #4
        Hello Misova,

        Yes, each connection can support more instrument types. See the link below under 'Understanding the data provided by your connectivity provider' which will list all supported data feed providers and what data they support.
        http://www.ninjatrader.com/support/h...rical_data.htm

        Yes, if the first connected connection supports the instrument type you intend to trade, data is received from the first connection.

        Yes, you should receive forex data from the connection that is next in line.
        JasonNinjaTrader Customer Service

        Comment

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