3 data feeds possible?

[NYTrader]

Hello,

I was curious if it's possible to connect to 3 data feeds at the same time. I currently trade the e-mini futures through mirus and for that zen-fire is my primary data feed, which works well. I will soon be trading equities through IB as well, but after discussing their data feed issues with a number of people, I'd like to use an external feed that has been reliable for me, like iqfeed or similar, but I will still need to trade through IB. Is this possible with NT?

I know I could setup a connection for mirus/IB and trade through both, but i wasn't sure if 3 feeds was even possible.

Thank you for any help you can give me.

[mrlogik]

NY,

I'm not sure you can connect 2 data feeds at the same time. One is live, updating charts while the other is sitting there as a backup (I believe, please someone correct me if I'm wrong). Additionally, there will be a small difference in price between data feeds. I'm not sure if this difference will affect your strategy, but if you're scalping you want to be sure to trade the data from your broker only.

[NinjaTrader_Ray]

Yes, this is possible.

- Connect to Zen-Fire first
- Connect to IQFeed (check out Barchart.com as well - https://www.barchart.com/register/realtime/?ID=NJA
- Connect to IB last

In the above sequence...

- Futures data will always come from Zen-Fire
- Equities, Indexes and FX will come from data provider such as IQFeed
- IB is not used for any data

In your account drop down list, you will all live accounts registered to both Zen-Fire and IB for trading.

Also, since you want to simultaneously connect two brokerage technologies, you will need a Multi-Broker license.

[NYTrader]

mrlogik - I do trade intraday but most of my setups would not be affected by a small price discrepancy of a few cents or even upwards of 50c+ in many cases. But I do recognize this is a potential problem and I'm looking into it.

NT Ray - Thank you very much for the help, this is exactly what I was looking for.

[jdfagan]

what is diff between multi-connections vs. using backup connections?

Thanks for info Ray. I re-read help file on this subject but its still not clear to me when to use different approaches. So, for my clarification, what is difference between multi-connections vs. using backup connections?

For example, lets say I have following connections setup and connect them in the following sequenced order:

* 1-TT (no backup defined, historical = false) >>>> Connect 1st
* 2-IQFeed (no backup defined) >>>>> Connect 2nd
* 3-ZenFire (no backup defined, historical = true) >>>>> Connect 3rd

Is there any difference to above setup to following setup?:

* 1-TT (backup defined as 2-IQFeed, historical = false) >>>>> Connect 1st
* 2-IQFeed (backup defined as 3-ZenFire) >>>>> Don't Connect (rely on backup to auto connect?)
* 3-ZenFire (no backup defined, historical = true) >>>>> Don't Connect (rely on backup to auto connect?)

In my situation I'm looking to setup the following structure:

* Use Trading Technologies connection for realtime only and live orders
* Use IQFeed when requesting charts few days to few weeks back (TT is only realtime and not historical). Also use for grabbing market data symbols like $TICK, $TRIN and potentially use that as supplementary data series to primary strategy.
* Use ZenFire as backup to IQFeed if historical request goes beyond IQFeed's short data window (I believe its only 30 days of historic tick data), or if product IQFeed doesn't exist but exists in ZenFire.

JD

[NinjaTrader_Tim]

Hi jdfagan,

First, you would need to connect to any and all datafeeds that are involved, the auto connect feature in NinjaTrader 7 should be set for the connection you want to connect to when you startup NinjaTrader.

Create the connection to TT with IQFeed listed as the backup. Connect to TT first.Then connect to IQFeed. You will receive live data from TT, and historical from IQFeed, if TT does not offer it.Not sure about a backup to a backup, since all the requested data will come from IQ feed then stop requesting it once it reaches it's max. If Zen-Offers more data for a specific instrument, create the connection to Zen-Fire second, instead.

[jdfagan]

I was able to connect to all 3 without defining backups (talking NT 6.5 here). So, my question still remains: what is diff between these scenarios. Feel free to point out scenarios that are impossible and/or not recommended:

Scenario 1: connecting to A, then B then C (without any backup connections defined))
Scenario 2: connecting to A, then B then C (with backup connections defined for first 2)
Scenario 3: connecting to A only (but with backup connections defined for A and B)

Tim, if I'm parsing what you said correctly, you are saying that Scenario 3 is not useful because even if you have backup connections defined, all must be connected for the backup, rolling over to work? If so, then what is diff between Scenario 1 and 2 above?

JD

[NinjaTrader_Tim]

Hi jdfagan,

Correct, you will need to be connected to any involved connections, so #3 is N/A.

The answer is the same for #1 and #2, if you specify a backup, if the data on the first is not accessible, NinjaTrader will look to the back up to fill in the data.Without a backup specified, NinjaTrader will not attempt to retrieve data that is usually offered by the primary connection.