NT DLL Interface Extension Request

[disputin]

You provide the Ask(), Bid(), and Last() DLL functions to set the price and size for the specified instrument. Unfortunately, I cannot use these functions to set historical price values as they do not have a timestamp paramenter. The AskPlayback(), BidPlayback(), and LastPlayback() DLL functions have a timestamp parameter but they are only used "when synchronizing NinjaTrader playback with an external application playback". Therefore these functions do not fulfill my needs: I want to set historical tick data by the DLL interface. Please provide DLL functions with an additional timestamp parameter to set the Ask, Bid, and Last price and size values for a specified instrument.

[NinjaTrader_JoshP]

The DLL interface is not meant to set anything historically. It is for real-time feed. If you want to set something historically, create a historical import data file and use the Import features to get that data set into NinjaTrader.

[disputin]

The DLL interface is not meant to set anything historically. It is for real-time feed. If you want to set something historically, create a historical import data file and use the Import features to get that data set into NinjaTrader.

Your suggestion is much more complicated and time consuming. I want to import historical tick data automatically and seamlessly. Please consider if my extension request can be forwarded to the development team at NT, LLC.

[NinjaTrader_JoshP]

Not sure why you feel this is time consuming in any way. Importing with the standard feature is very seamless. You have a file with all the information formatted already. Then it is literally a 5 second process to import it.

http://www.ninjatrader-support.com/HelpGuideV6/Import.html

If your file format is not in the correct format, just open up Excel and manipulate it so it conforms to the requirements.

[disputin]

Not sure why you feel this is time consuming in any way. Importing with the standard feature is very seamless. You have a file with all the information formatted already. Then it is literally a 5 second process to import it.

http://www.ninjatrader-support.com/HelpGuideV6/Import.html

If your file format is not in the correct format, just open up Excel and manipulate it so it conforms to the requirements.

Unfortunately, You can only import historical data with the standard feature for one instrument at a time. Therefore, if You want to import historical tick data for 10 or more instruments there is much to do and one must provide the necessary data files, too. If the data is stored in a database it must at first be converted to the specified format, stored into files with specified file names, and then manually imported by the mentioned menu item for each instrument once. When You have to do that every day or even more than once a day than You have to do a lot of work.

I want to import collected historical tick data for many instruments at once and then automatically and seamlessly start the real time quotes (without interruption or tick data loss). That is what I mean when I talk about "automatically and seamlessly".

[NinjaTrader_JoshP]

Unfortunately DLL interface does not provide this functionality. I have put your suggestion on a list of future considerations.