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Strategy "connections" to data provider

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    Strategy "connections" to data provider

    NT Team,

    Please help me understand the flow of data when connected to a data provider under different situations.

    Where two Strategies are added via the Control Center, with Instrument identical, Data Series Type identical, but different Data Series Value (e.g. 5 and 15) (attached), please confirm two "connections" are made to the data provider. One for each Strategy.

    In a different situation, where a Strategy has a Primary Series (5min) and Secondary Series (15min) via AddDataSeries(), please confirm one "connection" is made to the data provider. The Strategy will "create" the second BarsArray from the primary BarsArray.

    Shannon
    Attached Files

    #2
    Hello Shansen,

    Thank you for your post.

    Only one connection is made to the Data Provider. Each instrument is requested based on the data type used. So if you request a Minute based chart and a Tick based chart, then those to historical data requests are sent to the data provider. The real-time data is the same for all data types, so only one request is made for the real-time Level I data. Level II data would be it's own request from the data provider.

    For both of your examples, one request is made for the historical minute data and one for the real-time data.

    Please let me know if you have any questions.
    Patrick H.NinjaTrader Customer Service

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