External Data Connection, use simultaneously

[gurko]

Hi,

I have succeeded in using the Automated Trading Interface to feed in external market data into NT8 (thanks ChelseaB for your recent code example here: http://ninjatrader.com/support/forum...2&postcount=12).

For this to work I need to connect to the External Data Connection. When I try to connect to "NT Continuum" in addition, NT8 is instructing me to close the External Connection first. Likewise, while connected to "NT Continuum" and trying to also connect to the External Connection, it will say "Please close all other connections before connecting to 'My External' (Panic)".

Is this limitation by design? Can this limitation be removed?

My use case is to feed in external equities market data to custom instruments for leveraging NT8's charting and indicator capabilities, while still being connected to "NT Continuum" for futures trading.

Thank you,
Stefan.

[NinjaTrader_ChelseaB]

Hello Stefan,

This is by design. When connected to the External Data Feed, Simulated Data Feed, or Playback connection you will not be able to connect to any other connections.

Please let me know if you would like to submit a feature request for the NinjaTrader Development to consider adding the ability to connect to other connections while connected to this Default connection type in a future version of NinjaTrader.

[gurko]

Thank you Chelsea,

for the clarification. I have no objections to having the Simulated and Playback connections exclusive; I am using those regularly, but not while I trade.

Please put in a feature request to enable the External Connection while other connections are active. While I can see use cases where exclusivity is acceptable, the current behaviour breaks mine. Simulated and Playback are fine as they are.

Background info: I am looking to get German stock data for NT8 (non-tradeable). As I already have Tradesignal Terminal providing this data to me, it was just a few lines of code to extract the ticks from Tradesignal and feed them into NT8. Nice! But I need a simultaneous connection to trade futures. I will have to look into the few NT8 data providers that carry equities and see if they cover XETRA. Opening an account with IB just to get German stocks is a bit much. Any suggestions are very welcome.

Thank you,
Stefan.

[NinjaTrader_ChelseaB]

Hello Stefan,

I have submitted a feature request on your behalf for the NinjaTrader Development to consider allowing other connections to be connected while connected to the External data feed in a future version of NinjaTrader.

Once I have a tracking ID for this request I will post in this thread for future reference.

[NinjaTrader_ChelseaB]

Hello Stefan,

I have received a tracking ID for your request.

Your request for multi-connection support for External Data Feed to is being tracked with ID #SFT-2510.

Please note it is up to the NinjaTrader Development to decide if and when a request will be implemented.

Thank you for your suggestion. Please let me know of any other suggestions you have for NinjaTrader.

[gurko]

Thank you Chelsea,

in the meantime (looking for a workaround) I dug out this (very) old NT7 thread, where the same exclusive behaviour of the External Connection had also caused some disappointment: http://ninjatrader.com/support/forum...547#post277547

The issue had already been assigned #1592, and was obviously never implemented. Might make sense to cross-reference this old issue internally and count old votes towards the new NT8 issue.

One more question, please: I understand your internal API that is used by NT to create connections to data feeds and brokers is not documented. If I wanted to develop such a custom connection, would that be possible by going through your business development people? If so, could you please let me know whom to contact?

Thank you and kind regards,
Stefan.

[NinjaTrader_ChelseaB]

Hello Stefan,

Specifically, are you referring to the NTDirect.dll API?

http://ninjatrader.com/support/helpGuides/nt8/en-us/dll_interface.htm

Or are you referring to "something else"?

[gurko]

Hi Chelsea,

I am referring to "something else". I understand the NTDirect.dll API, and it is not useful to me, because the External Data Connection does not allow other connections at the same time.

Essentially, my question is if I can be enabled to develop my own custom data connection to my own custom data source I have here, that would not have this limitation.

Thank you,
Stefan.

[NinjaTrader_ChelseaB]

Hello Stefan,

Please send an email to platformsupport [at] ninjatrader [dot] com and we can get you in touch with our Business Development for more information.

In the email, please include a link to this forum thread.