Hello,
I realise this is going to be somthing ninjatrader likly do not support, but I'm going to ask here in case anyone who has tried this would be willing to share thier experience.
For a variety of reasons I want to develop my own platform outside of nt. I could choose to directly connect to na data aource but I for now will still use it for orders and I have data so...
I know there is a dll, but that seems to be an on request price data only, not tick by tick? My idea, and I've already tested this is to write a dll of my own and a small indicator that calls it, tick by tick. I would prefer though to be even more disconnected and perhaps use messaging or udp for the data transfer.
So my question is, has anyone attempted this? Would you be willing to share your thoughts /experiences on how best to achieve this with the lowest latency? Pm if preferred. Many thanks.
I realise this is going to be somthing ninjatrader likly do not support, but I'm going to ask here in case anyone who has tried this would be willing to share thier experience.
For a variety of reasons I want to develop my own platform outside of nt. I could choose to directly connect to na data aource but I for now will still use it for orders and I have data so...
I know there is a dll, but that seems to be an on request price data only, not tick by tick? My idea, and I've already tested this is to write a dll of my own and a small indicator that calls it, tick by tick. I would prefer though to be even more disconnected and perhaps use messaging or udp for the data transfer.
So my question is, has anyone attempted this? Would you be willing to share your thoughts /experiences on how best to achieve this with the lowest latency? Pm if preferred. Many thanks.
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