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Multi connections configurations

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    Multi connections configurations

    Hi. I'm new to NinjaTrader 8 and I have a query about the possible
    platform connectivity options. I have 2 Live accounts: 1) CQG,
    and 2) Rithmic and I have routed through both of them (although
    not at the same time) while specifying that for Futures I always
    want the Rithmic Market Data feed.

    First of all; it does appear that I can configure one ATM strategy
    on one connection (CQG) and the other simultaneously on the
    second (Rithmic) connection; all from the same NinjaTrader
    lifetime (but NOT multi-broker) license.

    Although I have not tried to operate these two connections at the
    same time; it would appear that I can run them concurrently from
    just 1 single instance of NinjaTrader 8 process running.

    IS THIS TRUE, so far ? Can I route through these two
    connections with no issues; even though I do not have
    a Multi-Brokerage license?

    Now, I'm seriously considering doing some LeeLoo/NaturalTrading
    work; and so they will provide a "paper trading" Rithmic connection
    to do so. [edit] I think it's fairly common since LeeLoo appears
    to have some marketing arrangement with NinjaTrader, perhaps
    through Apex but that's marketing, not a technical issue. Basically
    they operate a modified "prop trading" arrangement which funds
    large accounts when traders qualify, but 'nuff said.

    Here's where it gets confusing for me. As I understand it, if I
    want to connect to that LeeLoo account, which also requires Rithmic
    (and I also currently have a Rithmic Live connection configured)
    that I may need a Multi Broker license, if I wanted to operate
    my existing Live Rithmic; and a second Rithmic connection to
    LeeLoo's setup.

    I'm asking on this Platform forum first; since maybe there is a way
    to configure an additional Rithmic brokerage connection? If not,
    then I guess I could redefine the existing one, sometimes for
    my Live Rithmic; and then set it up separately for the LeeLoo Rithmic
    connection (but not at the same time).

    Is the "My Rithmic..." connection just a "singleton" and there can be
    only one? or is it possibly to have 2 instances of a Rithmic connection

    I'LL STOP THERE; and hope that you can clarify technically what is
    possible to be configured.

    Thanks, hyper
    Last edited by Hyper; 10-21-2020, 09:55 AM. Reason: some extra info about LeeLoo

    Hello Hyper,

    Thank you for your note.

    Regarding multiple RIthmic connections you would not be able to connect to two instances of a Rithmic connection at one time. So it wouldn't be possible to connect to a Leeloo account and a NinjaTrader Rithmic account at the same time from the same machine.

    Regarding your licensing questions, these would need to be addressed by our Platform Sales team directly. Please write in to platformsales(at)ninjatrader(dot)com for more assistance regarding single broker and multibroker licenses.

    Thank you for your patience.
    Heath R.NinjaTrader Customer Service


      Thanks for that. Could you address my question about simultaneous Order submission sessions
      with CQG and Rithmic from the same instance of NinjaTrader; which appears to be a possible
      configuration? Thanks !!


        Hello Hyper,

        Certainly I'm happy to help.

        It sounds like what you're trying to do is submit an order in NinjaTrader and have it post as trades to both accounts at the same time.
        This is not currently an option in NinjaTrader 8.

        Typically this could be addressed by your broker to allow you to trade multiple accounts on their end. However since these are two separate brokerages this would not be possible.

        Trades would need to be placed separately to each brokerage account within NinjaTrader.

        Please feel free to write in if you need additional assistance.
        Heath R.NinjaTrader Customer Service


          Thanks for that reply. I'll give it a try and report back.
          "At the same time" is not what I want; but simply to have 2 concurrent sessions, each
          probably doing something different. Not crazy arbitrage, or anything like that !!


            Hello Hyper,

            Thank you for the clarification.

            Unfortunately it wouldn't be possible to be connected to two seperate rithmic account providers at the same time. There cannot be a connection to more than one RIthmic based account at a time.

            Please feel free to write in if you need additional assistance.
            Heath R.NinjaTrader Customer Service


              Hi. Just one more comment. Heath R said:
              "Trades would need to be placed separately to each brokerage account within NinjaTrader."
              That is exactly what I would do; of course; have 2 independent Strategies submitting independent
              trade streams to the 2 separate brokerage accounts.
              Not some kind of "trade copying" arrangement, and
              not assuming NT8 would "bifurcate" one trade into 2 brokerage submissions.
              It would simply be 2 independent Strategies
              running simultaneously, within a single process instance of NT8, where those 2 strategies were
              each connected to different Order routes (accounts).

              Anyway, there's nothing like trying it out; so I'll see what can be done on the platform.



                Hello Hyper,

                Thank you for your reply.

                To clarify a little further, it is entirely possible to trade multiple strategies to different accounts or run multiple instances of the same strategy trading to different connected accounts. However the limitation in your specific request is that you cannot connect to 2 separate RIthmic connections simultaneously. If you had, say a NinjaTrader Continuum connection and a Leeloo connection this limitation wouldn't hinder you from running multiple versions of the same strategy to each of those accounts.

                Please feel free to write in if you need additional assistance.
                Heath R.NinjaTrader Customer Service


                  Thanks again. Yes, I did code up 2 Strategies (with distinct assembly DLL files) and connected
                  them simultaneously, each to a different broker, one CQG and the other Rithmic and that
                  does work, exactly as you say, and as I suspected.

                  So, this limitation of 1 and only 1 Rithmic happens to be an issue for me, since I do a
                  "deep analysis" of the Rithmic incoming Depth of Market data, out to 80 levels away from
                  the current market and, as I said elsewhere, that hammers the system with peak data rates
                  near 1000 events per second.

                  The LeeLoo connection is a "paper trade" Rithmic feed; and the question which I am not
                  asking, since I would NOT expect anyone to know the answer to it, is whether that
                  incoming "Paper Trade" feed is substantially the same as the Live incoming Rithmic feed.

                  Because no one has most likely compared the quality and "depth" of that Market Depth feed,
                  I'll be doing so, side by side, and getting an idea whether they are substantially equivalent.
                  It's an extraction of Market Trend direction from various properties of "the Book", anti-spoofing
                  and other such things.

                  ...anyway, when I find out, I'll be sure to update y'all. And Thanks again for such great help !
                  Last edited by Hyper; 10-22-2020, 06:29 AM. Reason: typos


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