NinjaTrader Fix Server

[ivan2007007]

Original article: https://github.com/FabienCarmagnac/N...ader_FixBridge


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:

1. Connect to a broker " File / Connect / Your favorite broker" (or to the "Market Replay Connection")
2. In the "Strategies" tab, create a FixConnector strategy (if it does not appear, something went wrong during installation).
3. 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.
4. You can set the name of the bridge to identify this instance in the "log" tab
5. Start the strategy
6. Verify on the "log" tab the fix server has started.

Installation

1. Download QuickFix.dll from here
2. Download NinjaTrader_FixBridge.dll from here
3. Copy both dlls into your personnal NinjaTrader folder, ie into %USERPROFILE%\Documents\NinjaTrader 7\bin\Custom
4. Restart NinjaTrader: it will load the dll on start up.

[ivan2007007]

who can compile? lay out please

[Bidder]

Good to see someone else is working on this same thing. I just started working on this a couple of hours ago. I don't have must to offer yet but will keep you posted.

Here is someone else last year looking at the same thing :

https://ninjatrader.com/support/forum/forum/ninjatrader-7/general-development/1052904-fix-api-connection

btw. the link in point 2 should be http://fcarmagnac.free.fr/public/FIX..._FixBridge.dll

Hopefully we can get this working

[ivan2007007]

it would be very super good if you can connect a ninja trader with a neuroshell day trader. I am posting more developments, maybe they can help in this difficult question.

[b16_aln]

I'm interested in a quickFIX/n solution for NT8. Please get in touch if I can join any workgroups for this.

Thanks