Stream real-time data from NinjaTrader to an Excel worksheet using RTD functions

[Lancer]

Feature request: Add RTD (real time data) functionality to enable NinjaTrader to stream real-time quote, position, and account data to cells in an Excel worksheet using simple RTD formulas.



For example, the thinkorswim (aka "tos") platform uses Excel's RTD functionality to stream real-time quote and position data to Excel for over 100 defined data fields. In Excel, a cell formula to stream the real-time BID data field is =RTD("tos.rtd",,"BID",A10), where A10 is the example cell containing the instrument symbol. A cell formula to stream the average price of a position is =RTD("tos.rtd",,"AV_TRADE_PRICE",A10). For open profit/loss: =RTD("tos.rtd",,"P_L_OPEN",A10). For open profit/loss percent: =RTD("tos.rtd",,"P_L_PERCENT",A10). And so on, for over 100 defined data fields.


More info on how this works:
https://www.lockeinyoursuccess.com/c...l-part-1-of-4/
https://www.stock-data-solutions.com...es-tos-rtd.htm
Video: https://www.youtube.com/watch?v=TWdOYvN9eIs

[NinjaTrader_PatrickH]

Hello Lancer,

Thank you for your post.

I will forward your request to our development team.

Please let me know if I may be of further assistance.

[NinjaTrader_PatrickH]

Hello Lancer,

Thank you for your patience.

This feature request has been assigned the internal tracking id of SFT-3364.

Please let me know if you have any questions.

[Lancer]

Thanks PatrickH.


NT users, if feeding real-time quote, position, and account data to Excel using simple RTD formulas would be helpful to you as well, please add your vote for this feature request.

[sajosh]

Hi Lancer,


Why not get Excel to go straight to the provider (without NT in the middle)?


There's a script (in this forum) to export data. Perhaps you can modify it to stream to Excel.


I export to MySQL.

[Lancer]

sajosh, if not NT as the common element, I don't believe there is one single provider for all quote, position, and account data, and that would not be the same for all users. I have no idea how to cobble that together.



There are other more complicated and uncertain workarounds no doubt, but RTD is the simple, complete, and preferred solution. Anyone able to write or copy a simple Excel formula in a worksheet cell can instantly feed real-time quote, position, and account data to Excel, with no other coding or technical understanding required.

[Rossmore]

I agree with Lancer.

NT's built-in indicators save a ton of time, compared to syncing Excel directly to a data source and running a vast amount of formulas for indicators.

It would be incredibly helpful if NT could feed prices and indicators to Excel, so that Excel could simply run calculations.

[Shanbdit66]

Has an RTD solution become available in the mean time?
It seems like a pretty standard feature request for a trading app

[NinjaTrader_Jim]

Welcome to the forums Shanbdit66!

This functionality is not provided out of box, but you could consider adding functionality to a script so it can integrate directly with Excel. A script was posted here for NinjaTrader 7 and a conversion for NinjaTrader 8 can be found on our User App Share. This conversion is provided as is and is not an officially supported script.

https://ninjatraderecosystem.com/user-app-share-download/excel8/

The NinjaTrader Ecosystem website is for educational and informational purposes only and should not be considered a solicitation to buy or sell a futures contract or make any other type of investment decision. The add-ons listed on this website are not to be considered a recommendation and it is the reader's responsibility to evaluate any product, service, or company. NinjaTrader Ecosystem LLC is not responsible for the accuracy or content of any product, service or company linked to on this website.

I have also added votes for you and Rossmore.

We look forward to assisting.

[Lancer]

In addition to all the other data field possibilities, NinjaTrader RTD functionality with data fields for Risk per column headings of the ever-changing ninjatrader_futures_contract_details.pdf (Tools>Risk>Margin-Per-Instrument) would be real useful.

With NinjaTrader RTD functionality, in Excel a cell formula to stream the real-time Initial Margin data field could be =RTD("NT.RTD",,"INI_MARGIN",A10), where A10 is the example cell containing the instrument symbol. For Intraday Margin, =RTD("NT.RTD",,"INT_MARGIN",A10). For Maintenance Margin, =RTD("NT.RTD",,"MNT_MARGIN",A10). For Position Limit =RTD("NT.RTD",,"POS_LIMIT",A10), and so on.

Going on 4 years since assignment of internal tracking ID SFT-3364, how is development of NinjaTrader's RTD functionality coming along?

[NinjaTrader_Jim]

Hello Lancer,

Many other factors need to be considered, and we cannot deliver on every request. Although a feature may have been requested several years in the past, other features and development tasks may take precedence.

I don't have any other news to share for SFT-3364, the request is still pending.

Feature Request Disclaimer

We receive many requests and cannot reasonably implement all requested features or changes. Interest is tracked internally and if enough interest is tracked, it would be weighed against how feasible it would be to make those changes to consider implementing. As such we cannot offer an ETA or promise of fulfillment.

When new features are implemented, they will be listed in the Release Notes page of the Help Guide. The ID number will be different than the internal feature request tracking ID, but the description of the feature will let you know if that feature has been implemented.

Release Notes - https://ninjatrader.com/support/help...ease_notes.htm

[Lancer]

Going on 5 years since assignment of internal tracking ID SFT-3364, how is development of NinjaTrader's RTD functionality coming along?

[NinjaTrader_Clayton]

Hello Lancer,

Thank you for the message.

The information my colleague provided is still true and will remain true. Any time a new version of NinjaTrader is released, you are welcome to read through the release notes and check if your feature request was included. If not, then you would have to keep waiting.

As NinjaTrader_Jim said:

Many other factors need to be considered, and we cannot deliver on every request. Although a feature may have been requested several years in the past, other features and development tasks may take precedence.

We don't have any other news to share for SFT-3364, the request is still pending.

Feature Request Disclaimer

We receive many requests and cannot reasonably implement all requested features or changes. Interest is tracked internally and if enough interest is tracked, it would be weighed against how feasible it would be to make those changes to consider implementing. As such we cannot offer an ETA or promise of fulfillment.

When new features are implemented, they will be listed in the Release Notes page of the Help Guide. The ID number will be different than the internal feature request tracking ID, but the description of the feature will let you know if that feature has been implemented.

Release Notes - https://ninjatrader.com/support/help...ease_notes.htm

[IanS00]

Adding my vote for this functionality.

[NinjaTrader_Clayton]

Hello IanS00,

Thank you for the message.

We have added your vote to this feature request.

When new features are implemented, they will be listed in the Release Notes page of the Help Guide. The ID number will be different than the internal feature request tracking ID, but the description of the feature will let you know if that feature has been implemented.

Release Notes - https://ninjatrader.com/support/help...ease_notes.htm