Way to program the Simulated Data Feed?

[N4Apound]

Hello,
I am using 3rd-party software and entering orders in NT through the ATI DLL. In order to test it, I would like the program to be able to change the current Simulated Data Feed to "force" an order fill. Is there a way to do it?

I was hoping that the DLL function "Last" would do it, but it seems not.

Thanks,

[NinjaTrader_PatrickH]

Hello N4Apound,

Thank you for your post.

Please go to Tools > Options > Simulator in the NinjaTrader Control Center. Enable 'Enforce immediate fills' > OK.

For information on the Simulator options please visit the following link: http://ninjatrader.com/support/helpG...ulator_tab.htm

[N4Apound]

Patrick,
Thank you for the reply.

Rather than always force an immediate fill, I was wondering if there was a way to do so under program control. I would like to test the trading logic so that sometimes (pseudo-randomly) there is no fill, so that the order must be cancelled by the trading logic. Other times it will fill immediately, and other times only after some time period.

I could accomplish that if I could manipulate the simulated feed prices under program control.

[NinjaTrader_PatrickH]

N4Apound,

There would not be a means to control the fill engine in the simulator via code.

[N4Apound]

Thanks Patrick.

Would you describe what the first of these 2 functions is used for?

int Ask(string instrument, double price, int size)
Sets the ask price and size for the specified instrument. A return value of 0 indicates success and -1 indicates an error.

int AskPlayback(string instrument, double price, int size, string timestamp)
Sets the ask price and size for the specified instrument for use when synchronizing NinjaTrader playback with an external application playback. A return value of 0 indicates success and -1 indicates an error. The timestamp parameter format is "yyyyMMddhhmmss".

I understand the 2nd function is used during Playback, I guess to override the Playback data?

What is the 1st function used for?

Thanks,

[NinjaTrader_PatrickH]

Hello N4Apound,

int Ask() would be used to push an Ask price in real-time. int AskPlayback() would be used to define the price level at a set timestamp. This can be used to push data through the External Data Feed.

[N4Apound]

Thanks Patrick, that is exactly what I need.

If I may suggest it, it would be helpful to add to the documentation of the function that it is for use when the selected Connect is External Data Feed.