Welcome to the NinjaTrader_FixBridge wiki!
NinjaTrader
NinjaTrader7 is a nice proprietary application for trading and developing your own investment strategies in C# 3.5. More than that, it lets you choose your own broker. FIX
The dedicated protocol for order management and price notification is FIX. This protocol is based on messages of key-value pairs, transmitted on a socket between 2 hosts (exchange, broker, end-user/software). The robustness of the protocol is based on the sequence numbers, incremented for each messages, allowing resending missed message when re-spawning after a crash. The c++ implementation can be found here and its c# implementation here. Sadly this version is not stable enough, so I recommend the use of this version (source code). If you dont want to build yourself the QuickFix.dll, you can directly download it from here. How it works
After installing the NinjaTrader_FixBridge module, proceed as following:
- Connect to a broker " File / Connect / Your favorite broker" (or to the "Market Replay Connection")
- In the "Strategies" tab, create a FixConnector strategy (if it does not appear, something went wrong during installation).
- Configure the strategy:
- Symbols box : add the instrument names you want to expose via FIX. Ex: CL ##-##, ES ##-##, $EURUSD
- BridgeName box : name of this bridge.
- ConfigFileName box : absolute path to the config file. An example here
- ActivateTrace : let this to 1 in order to have verbose logs. Set to 0 if your are very confident.
- You can set the name of the bridge to identify this instance in the "log" tab
- Start the strategy
- Verify on the "log" tab the fix server has started.
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