Detect if Provider has Historical Tick Data

[zextra]

Detect if Provider has Historical Tick Data

Is there a way in NinjaScript to detect if the connected data feed has historical tick data? I need to be able to this in order to know if I can load cumulative delta in the indicator or not.

[NinjaTrader_AlanP]

Hello zextra,

Thank you for your note.

There is no supported method to check if the provider connected to provides historical tick data, however this may be possible.

You could create a list of providers and whether or not they provide historical tick data, and reference this list in your script. The following link details which providers provide which times of data.

https://ninjatrader.com/support/helpGuides/nt8/en-us/?data_by_provider.htm

Below would be an example of how to create list of a custom object type. In your case your custom object would be the providers name and a bool for whether or not they provide the data, rather than the date and holiday as in the example.

Holiday Tomorrow Indicator

https://ninjatrader.com/support/forum/local_links.php?action=sendtofriend&catid=7&linkid=977

Please let us know if you need further assistance.

[zextra]

How can I check which data provider is connected?

[NinjaTrader_AlanP]

Hello zextra,

The attached screen shot would print the current connection.

See the following section of our helpguide,

https://ninjatrader.com/support/helpGuides/nt8/en-us/?connection_class.htm

Please let us know if you need further assistance.

[zextra]

This doesn't work reliably. If I change my connection name to say "My Connection", then it prints

Connection: My Connection

So, I don't know which data provider it is. Please advise

[NinjaTrader_AlanP]

Hello zextra,

You could try BrandName rather than Name for the account connection.

See the attached screen shot.

See Brandname,

https://ninjatrader.com/support/helpGuides/nt8/en-us/?connectoptions.htm

Please let us know if you need further assistance.

[zextra]

This still doesn't work reliably. For example, how can you tell if a Kinetick connection is end of day data only or has tick data

[NinjaTrader_AlanP]

Hello zextra,

What you're attempting to do may be possible however would be unsupported. I will submit a feature request on your behalf for this.

In post #2 I describe making a list and assigning which providers offer tick data and which do not. This would be unsupported but the approach I'd use.

In the support department at NinjaTrader we do not create, debug, or modify code for our clients. This is so that we can maintain a high level of service for all of our clients.

You can also contact a professional NinjaScript Consultants who would be eager to create or modify a script at your request or assist you with your script. Please let me know if you would like our business development follow up with you with a list of professional NinjaScript Consultants who would be happy to create this script or any others at your request.

Please let us know if you need further assistance.

[zextra]

Yes, that would be great to have to feature to determine if the connected data feed has tick data. I don't need a NinjaScript Consultant, I am an experienced programmer and this looks to be the case where it is currently impossible to program what is desired, so I will wait for the feature request to be completed.

[zextra]

Has this feature request been completed?

[NinjaTrader_Jim]

Hello zextra,

You're interest is being tracked internally with the ticket ID SFT-3238. The ID number for this ticket will be noted in the Release Notes page of the help guide if it gets implemented. We collect interest in feature requests before determining if the feature should be implemented. For that reason we cannot offer an ETA or promise of fulfillment. As of now, there is only one vote to drive interest behind this feature and the feature has not been implemented.

If there is anything else we can do to assist, please let us know.

[zextra]

Has anything been done about this?

[NinjaTrader_Jim]

Hello zextra,

Thanks for your message.

We collect interest in votes before determining if a feature should be implemented. There is currently one vote for SFT-3238 and the feature has not been implemented.

In the meantime, you could consider to make a BarsRequest for single tick data, and if you find that the data is not retrieved, you can alert the user that the data is not available.

More information on BarsRequest can be found here - https://ninjatrader.com/support/help...arsrequest.htm

Please let us know if there is anything else we can do to help.