NT8 - 2 data providers at the same time

[KingElephant]

Hi guys,

I'm running NT8 with two different connections. Fist one is real time data from CQG (I pay for CME/Eurex data feeds to my broker) and second is free demo logins that I use from FXCM to watch FX paris.
When I run strategies, sometimes NT8 assign connection from CQG to EURUSD, where data is unavailable. How can I control connection assignment? Can I assign type of connection to strategy in NT8 user interface? If not, is it possible to code it?
For example:
6e, GC, ES linked with CQG connection
EURUSD, GBPUSD - linked with FXCM

I know that instead of EURUSD I can use 6e but need this for testing purposes.

Thanks in advance for support.
KingElephant

[NinjaTrader_Jason]

Hello KingElephant,

You can select preferred connections per instrument type and realtime/historical data. You can find these settings at Control Center-->Tools-->Options-->Market data. So you would select your CQG connection for futures (realtime & historical) and FXCM for forex (realtime & historical).

Let me know if this will not work for you.

[KingElephant]

Looks that it could help but I have only default connection types to pick up. So, CQG, FXCM, NinjaTrader FXCM.
I can't assign named and defined on my own: KingE_CQG and KingE_FXCM.

I tried CQG for Futures and FXCM or Ninjatrader FXCM for Forex and CFD but it didn't help.
The first connection I enable is prefered one for all instruments.
I discovered that when I connect with KingE_CQG and then KingE_FXCM all instruments try to use CQG data.

Any other ideas ?

Thanks,
KingElephant

[NinjaTrader_Jason]

Did you create your FXCM connection for "NinjaTrader FXCM" or "FXCM"?

So am I correct that you do not receive any forex realtime data with your current connection sequence - CQG first and FXCM second?

Did you disconnect/re-connect your connections after configuring the preferred connections in the Options menu?

[KingElephant]

Hi Jason

I've created FXCM connection and marked demo checkbox.
Login details to FXCM I got from NinjaTrader web site (live demo).

When I run two connections and type symbol (EURUSD, 6e etc) I'am able to load real time FX charts and futures from CQG as well (or even CFD when use @ symbol at the beginning)

I've tried restart connections but it didn't help.

Thanks,
KingElephant

[NinjaTrader_Jason]

Please note that CQG does not support any realtime data for forex instruments in NinjaTrader. The realtime data you receive in charts with forex instruments selected comes from FXCM. As long as FXCM is selected as preferred source for realtime forex data, you receive realtime forex data from FXCM regardless of what connection sequence is used.

[KingElephant]

That's clear.

I use CQG for futures only and FXCM for FX.
Looks like NT8 is unable to recognize connection type, even when I set up prefered.

How can I solve that, because half of my strategies are for futures ?

Maybe could I define connection type for each instrument or group of them?

Thanks,
KingElephant

[NinjaTrader_Jason]

You can disregard the Connection column in the Control Center-->Strategies-tab. It shows the first connected connection. It does not mean your futures strategies receive realtime data from FXCM. FXCM does not provide futures data. If the futures strategies would receive realtime data from FXCM, they could not calculate their conditions and submit orders.

[KingElephant]

So, you mean that while strategy is running "Connection" column indicate first connection, which may works properly but the name of connection could be wrong.

How can I test/check if my EURUSD strategy is analyzing data from FXCM and 6E is taking data from CQG ?
Is there any log for that ?

Thanks,
KingElephant

[NinjaTrader_Jason]

I suggest to add the strategies on the Sim101 account and check if they submit orders. If so, futures strategies receive realtime data from CQG and forex strategies receive realtime data from FXCM.

If your strategy takes a long time to submit orders, I suggest to add 2 instances of the Sample MA cross over strategy. One for EURUSD and one for 6E 12-17. Apply them on 10 Tick bars with Fast set to 3 and Slow set to 6. Set Calculate on 'On each tick'. Check if the strategies submit orders.

[KingElephant]

It works as you suggested.
Thanks Jason.

P.S. Would be great to update NT8 by "Connection name" change, because it's misleading