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Automated Trading Support for automated trading systems using NinjaScript. Support for our ATI (Automated Trading Interface) used to link an external application such as TradeStation and eSignal to NinjaTrader.

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Old 04-16-2011, 08:17 AM   #1
Atomic
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Default NtDirect and IOG

I have been using the NtDirect.dll to supply the data feed to the NT platform and for development of strategies using the NtDirect related functions. To make the data feed work, you must have IOG enabled, which I completely understand. However, if the market data is supplied directly to the NT platform instead of from TradeStation, then will the functions work with IOG turned off? This would help the performance of my code in live trading because my orders only need to be sent end of bar. Thanks.
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Old 04-16-2011, 02:39 PM   #2
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Atomic, I am not familiar with the IOG acronym. Can you please clarify what that stands for? Is it a TradeStation function for "intrabar order generation"? I will answer your question based on that.

If TradeStation is sending orders to NinjaTrader based on its own calculations, you can probably turn IOG off, so the orders are sent at the end of the bar. NtDirect doesn't really care about market data, it will send orders if you (or TS) tells it to send orders.

Either way, you should be sure to test your new configuration on a sim account before going back to live trading.

Please let me know if this doesn't answer your question.
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Old 04-16-2011, 04:33 PM   #3
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Your understand of IOG is correct. Thank you for answering my question.
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