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CQG Order Routing with Rithmic Market Data

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    CQG Order Routing with Rithmic Market Data

    This is a question about the NT8 configuration for an Unmanaged
    Strategy to route Orders through CQG, while simultaneously
    receiving Rithmic Market Data, through the same NT8 process.

    Of course, it's also about being able to use the Rithmic Order routing,
    and Rithmic Market Data without using the CQG Order routing.

    So, in all cases, the Rithmic incoming Market Data needs to be
    active; since I analyze the DOM at least 40 levels wide.

    My question is how NinjaTrader platform connections need to be
    configured to achieve this, and also what (if anything)
    the Unmanaged Strategy may also need to do to take
    advantage of these 2 configurations.

    I am assuming the Strategy will not be able to dynamically
    switch between the two order routes; but that's fine for now.

    Thanking you in advance !!

    hyperscalper

    #2
    Hello Hyper,

    Thanks for your question.

    If you are using a CQG account for order routing, 1. Order 2. Execution 3. Position ordering would be expected and you can move forward following an approach like SampleOnOrderUpdate as opposed to building an Unmanaged strategy that uses OnOrderUpdate alone. (Using the Unmanaged Approach with OnOrderUpdate only would be suggested for Interactive Brokers and Rithmic Connections which do not follow 1. Order 2. Execution 3. Position ordering, but this approach would work for all connection types since it is agnostic to the Order/Execution/Position ordering.)

    From the Control Center's Tools > Options > Market Data menu, you can set preferred connections for realtime/historical data by asset type. This will determine how the platform gets data.

    When you enable the strategy against a different account, this will determine which account will be used to submit orders. We should expect the order update functionality to follow that of the account that we apply the strategy to. (We can only apply a strategy to one account and would not be able to dynamically change this.)

    Configuring Multiple Connections - https://ninjatrader.com/support/help...onnections.htm

    SampleOnOrderUpdate (for thread reference) - https://ninjatrader.com/support/help...and_onexec.htm

    We look forward to assisting.

    JimNinjaTrader Customer Service

    Comment


      #3
      Thank you !! ; I'll post a confirmation that it all works in a few days.
      hyperscalper

      Comment

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