Real Time Data Now / Nest Trader to Amibroker, Fcharts

[Snake.Head]

@TB

source code?

Have you graduated to Forex and NT ? NT users will have a party.

Edit- I don't understand how do you use archive to backfill if there is network loss for say 10 minutes?

Haha
@TB @Josh1
NT has an issue with quotes, each succeeding one has to have a timestamp bigger than the preceding. Unlike amibroker which will import quotes with any timestamp and then put them in serial order, NT just refuses to import data when a preceding time stamp is bigger than the following one.

 

[TracerBullet]

can we use both amibroker And NinjaTrader feed in single time with this utility

Just copy paste into two folders and run both separately. I can allow both with small code change, but i dont think there is usecase for it.

@TB

source code?

Have you graduated to Forex and NT ? NT users will have a party.

Edit- I don't understand how do you use archive to backfill if there is network loss for say 10 minutes?

1) Will update git over weekend as need to login to linux. This is just test build to fix bugs. NT code was very simple and SH needed it. i wanted to check if its feasible.

2) I dont maintain all ticks after backfill. 1 min bars from backfill will only be upto last minute. Using only that will lead to some loss ( recent ticks in last minute). tick archive is used only for recent ticks. This allows $TICMODE 1 - no delete needed.

Haha
@TB @Josh1
NT has an issue with quotes, each succeeding one has to have a timestamp bigger than the preceding. Unlike amibroker which will import quotes with any timestamp and then put them in serial order, NT just refuses to import data when a preceding time stamp is bigger than the following one.

We can just sort data before backfill. I already do that in my tool as $TICKMODE 1 backfill needs same. But you said it failed even when they were in order. Anyway, NT backfill is for future - not now (although josh might try in his ... ).

 

[josh1]

Haha
@TB @Josh1
NT has an issue with quotes, each succeeding one has to have a timestamp bigger than the preceding. Unlike amibroker which will import quotes with any timestamp and then put them in serial order, NT just refuses to import data when a preceding time stamp is bigger than the following one.

That is not a problem with my version of RTDMan. If I get code from TB I shall incorporate it.

 

[Snake.Head]

@Josh1 @TracerBullet
I will PM both of you by tonight...

 

[sikandar]

Initial Support for NinjaTrader in RTDMan build here. In settings set

Client=NT

There is also another new setting "Archive=true" that toggles saving tick data. Can turn it off.

@Snakehead - have tested for 2 scrips for few mins. Test it. May need to create symbol first in NT.

Thanks for new initiative.It is help full to all those who use NT with tracking
2 to 5 scrips. Can Bid and Ask is included in settings instead of vol OI etc.which is very help full.
here is link to use ntdirect.dll http://trade29.com/using-ntdirect-dll-and-externaldatafeed-ninjatrader-7/

 

[Snake.Head]

seeing different how price is print on ninjatrader and amibroker.
This today data from nest backfill into amibroker then export thru afl into NT format
Amibroker take time stamp like 9.15.59
9.16.59
NinjaTrader take time stamp like 9.15
9.16
One sec should not print differently with that much.
Check today chart March 21 on both platform

I will post realtime data compare of both amibroker and ninjatrader from RTD later

 

[josh1]

@Snake.head

You can make Amibroker to take time stamp as 9:15:00 9:16:00

Tools -- Preferences -- Intraday -- Start Time of Interval (recommended)

 

[Snake.Head]

@Snake.head

You can make Amibroker to take time stamp as 9:15:00 9:16:00

Tools -- Preferences -- Intraday -- Start Time of Interval (recommended)

Already done that

@josh1 @TracerBullet
Few bugs which i notice
See many small difference in chart on realtime RTD feed on both.
But those small difference are bit concern like vol difference,tail bear amibroker then bull bar on NT
Little price gaps.
once TB upload source code,hope few more people can come forward into development.
Below screenshot

Edit
I notice their is option to set tick size in ninjatrader when we create instruments earlier i didn't notice and it was set default value 0.1 now have set Nse 0.05.

 

[TracerBullet]

git will be updated this week.

Maybe there is some alignment difference - Will have to compare how AB and NT create Bars. Bar-by bar difference will be there if bar intervals dont match.

Only concern will be if there is difference in price extreme. Compare the extremes ( could be different bars ) and check if prices are same. Aggregate volume for few bars and check if its same. Volume could have shifted between bars ...

Anyway, later on, we will also send live ticks to Amibroker and Ninja Trader instead of 1 second delay.

 

[TracerBullet]

Here you go, git updated ...