NT External Data Feed

[toyogo00]

Hi,

I've involved in a thread talking about external data feed. http://www.ninjatrader-support.com/vb/showthread.php?t=6412

I've realised that NT ignores the timestamp that the app is submitting through external data feed. In the case, NT cannot reflect the actual data/time from the incoming data and unable to reconstruct the chart.

Is there a way to ask NT to use the data/time from incoming data? If not, can this feature be added to the next version?

Now it takes me tens of month to test a trading strategy based on 4hr/1hr/15min multi-timeframe chart for real-time simulation trade. A lot of times is just waiting.

With this feature, I can shorten the testing time to weeks only. For example, I can load the historical data from 1Jan2001 to 31Dec2005 (5yrs historical data), then start feeding data from 1Jan2006 onward to simulate the test from 1Jan2006 onward.

Regards,

Toyogo.

[NinjaTrader_Dierk]

Thanks for your suggestion. We'll add it to the list of future considerations.

[toyogo00]

Hi NinjaTrader Development Team,

I've just realized that if I use import function for tick data, it constructs the range bar, tick and minute charts. This has given me a light that the import function reflect the data/time of the imported data. However the external data feed doesn't reflect the data/time of the incoming data. I believe this function (for external data feed) can be easily enabled through some improving of the coding.

I would like to highlight this is very important function for testing the strategy as I mentioned below. Indeed I've involved in forum for MetaTrader where there are many users want the feature and I'm very sure that if NT were to able to provide this function, there will be hundreds if not thousand of users will sign up NT....

Pls put it as a priority for improvement !!!!

Regards,

Toyogo

[NinjaTrader_Dierk]

Thanks for your suggestion.

[toyogo00]

Hi,

I've also realized that the import of tick data only reconstruct the tick, range and min charts. Why doesn't it construct the daily, weekly and monthly charts? In this case, I need two data source (tick and daily) - it's very time consuming!!!

Regards,

Toyogo

[NinjaTrader_Dierk]

We have this feature on our list for NT7. Thanks for your suggestion though.

[toyogo00]

Hi,

Thank you. I hope both features that I suggested will be on NT7. What is the schedule for release of NT7?

Regards,
Toyogo

[NinjaTrader_Dierk]

Beta likely end of this year.

[toyogo00]

Hi Ninja Trader Development Team,

When I posted the Quoted issue in June 2008, you have said that the issue will be resolved in NT V7. I would like to know what is the status now as you have launch the NT 7.

Regards,
Toyogo

Hi NinjaTrader Development Team,

I've just realized that if I use import function for tick data, it constructs the range bar, tick and minute charts. This has given me a light that the import function reflect the data/time of the imported data. However the external data feed doesn't reflect the data/time of the incoming data. I believe this function (for external data feed) can be easily enabled through some improving of the coding.

I would like to highlight this is very important function for testing the strategy as I mentioned below. Indeed I've involved in forum for MetaTrader where there are many users want the feature and I'm very sure that if NT were to able to provide this function, there will be hundreds if not thousand of users will sign up NT....

Pls put it as a priority for improvement !!!!

Regards,

Toyogo

[NinjaTrader_Brett]

Hello,

Just to make sure we are on the same page, Are you talking about historical data import in historical data manager via .txt files? Or a feature of the DLL interface backfill with LastPlayback()?

If talking about the import of .txt files and data into NinjaTrader this can be done with NinjaTrader7. You have the option to check mark in the import screen to generate minute and daily data from imported tick data.

Control Center->Tools->Historical Data Manager

-Brett