Ninjatrader connectivity

Market data, Trading, Technical support, Features requests, etc
jmoney
Posts: 6
Joined: Sat Dec 28, 2019 2:44 am

Ninjatrader connectivity

Post by jmoney » Sat Dec 28, 2019 2:47 am

I'm trying to confirm that we can trade directly from bookmap charts with a ninjatrader/brokerage account.  I understand their feed is limited unless switching to rithmic, but i need to be able to use the cross instrument feature, and all transactions run through NT* and their brokerage.

Sandra
Posts: 22
Joined: Wed Dec 12, 2018 12:37 pm
Has thanked: 1 time

Re: Ninjatrader connectivity

Post by Sandra » Sat Dec 28, 2019 1:11 pm

Hi! Bookmap supports NinjaTrader connectivity through the indicator as well. But you'll be able to run the same feed(if it is supported by Bookmap) on NT and Bookmap simultaneously. And it is possible to place and execute orders on Bookmap through the Ninja account and to see the full depth of Rithmic data.

Svyatoslav
Site Admin
Posts: 41
Joined: Mon Jun 11, 2018 11:44 am
Has thanked: 1 time
Been thanked: 3 times

Re: Ninjatrader connectivity

Post by Svyatoslav » Sat Dec 28, 2019 4:30 pm

Hi. Let me add to Sandra's response.
As you correctly mentioned, quality of data received via Bookmap<->Ninja integration is pretty limited. So while you can run it via indicator as ninja data + ninja trading, it will negatively affect data quality.
The solution that you seem to be suggesting (Rithmic data + Ninja trading) is not currently supported out of the box. However we provide an API that should allow you to implement such cross-trading in version 7.1, see "Data editor module" section at https://github.com/BookmapAPI/DemoStrategies - idea would be that you'd have to reroute downstream order events so those are actually going to different provider (NT instead of Rithmic) and then duplicate or rewrite upstream order events (so you see the orders on Rithmic and Ninja or just on Rithmic).

jmoney
Posts: 6
Joined: Sat Dec 28, 2019 2:44 am

Re: Ninjatrader connectivity

Post by jmoney » Sat Dec 28, 2019 8:48 pm

would this solution work If I were to simply use the DXfeed already supported and cross instrument link to standard ninja continuum?

For example, run dxfeed for /es but cross instrument to ninja /mes for order execution through bookmap?


Also, I should add, ninja can switch my data to rithmic so I wouldn't need two different streams.  I would rather use dxfeed as my data, but executions happen through ninjatrader, via orders placed on bookmap.

Svyatoslav
Site Admin
Posts: 41
Joined: Mon Jun 11, 2018 11:44 am
Has thanked: 1 time
Been thanked: 3 times

Re: Ninjatrader connectivity

Post by Svyatoslav » Sun Dec 29, 2019 10:01 am

Unfortunately currently supported cross platform trading is only for some pairs, like DX-IB and DX-TS, so it wouldn't help. Cross-instrument trading functionality (which is like ES-MES) is only working within the same platform. So built-in functionality would not help, at this stage.

About connecting NT to Rithmic and then streaming data to Bookmap via indicator - it will work, but data quality and performance will be degraded comparing to direct Bookmap<->Rithmic connection due to both the integration itself being not exactly perfect and extra conversions that data goes through while passing through Ninja. One of the notable things is that order-by-order data, allowing some more advanced indicators to work, will not be received by Bookmap unless direct connection is used.

jmoney
Posts: 6
Joined: Sat Dec 28, 2019 2:44 am

Re: Ninjatrader connectivity

Post by jmoney » Sun Dec 29, 2019 11:50 am

Understood, I will look for a new broker until you can get futures working with IB and dxfeed.  If there is an ETA on that please let us know  :D

Post Reply