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Partner 728x90

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T&S data transfer into my trading program

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    T&S data transfer into my trading program

    I've just started using Ninja Trader.
    Using Ninja Trader 7, I need to transfer T&S data continually into my trading program. How can I do that?

    #2
    Hello Erhard,

    Thank you for your note.

    I am not fully sure I understand your inquiry.

    Are you referring to another program in addition to NinjaTrader? If so, are you looking to transfer the T&S data from NinjaTrader to this program programmatically?

    I look forward to your reply.

    Comment


      #3
      Hello Chris,
      I've written a program in Visual Basic Version 10, containing the algorithms to calculate a trading order. This program requires as input data continually the actual T&S data. Hopefully I've made myself a bit clearer now and thank you for your reply in advance.
      Erhard

      Comment


        #4
        Hello Erhard,

        Thank you for the reply.

        To further clarify, are you asking about how to export data from NinjaTrader?

        NinjaScript is C# programming language so what you have written in visual basic would not be able to be used in the platform. You may be able to recycle the code into C# and then make use of the NinjaScript data overrides.

        You can find an example of accessing Time and Sales information from NinjaScript in the following post:


        I look forward to being of further assistance.
        JesseNinjaTrader Customer Service

        Comment


          #5
          Hello Chris,

          Thank you for your information.

          Yes, I need to export/transfer The T&S data from Ninja Trader into my program to further process them and to calculate an order value to be then transfered into Ninja Trader. And I don't neccessarily want to upload my program into Ninja Trader.

          I've just started with Ninja Trader, and I don't know NinjaScript so far. Could I not program and use NinjaScript as a kind of interface between Ninja Trader and my program, meaning that NinjaScript would write the data obtained from Ninja Trader into a text file, from where I could read this data into my program?

          Best regards and looking forward to your reply!

          Comment


            #6
            Hello Erhard,

            Yes you could write data to file if that would work for your use case. We generally cannot help with outside programs in contrast to NinjaScript so anything you devise there would be your custom creation. If you have the option to just use NinjaScript I would suggest doing that so the platform can execute your code for you and we could assist with questions related to the syntax you are using.

            We have some basic samples of working with files in C# in the following link: https://ninjatrader.com/support/help...indicator2.htm

            I look forward to being of further assistance.
            JesseNinjaTrader Customer Service

            Comment


              #7
              Hello Jesse,

              sorry I didn't realize that it was not Chris anymore...

              So let me summarize what I've understood so far:

              - in order to transfer T&S data out of the Ninja Trader 7 platform into my existing Visual Basic program, I can do that by writing a program using NinjaScript (language is C#) that writes this data into a text file. In the next step my program will read the data from this text file, calculates an order value and then sends an order to the Ninja Trader platform.

              Is that correct?

              The web side in your post refers to Ninja Trader 8, does it apply to Ninja Trader 7 as well?

              Best regards

              Comment


                #8
                Hello Erhard,

                Yes if that would work for your use case you could do that.

                The link was for NT8 as we are in the NT8 sub forums, I do see now that you mentioned 7 so I will move this post to the correct forums. You can find the same samples for NT7 here: https://ninjatrader.com/support/help...indicator2.htm

                I look forward to being of further assistance.

                JesseNinjaTrader Customer Service

                Comment

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