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03-12-2008, 02:56 AM
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#1 |
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Member
Join Date: Feb 2008
Location: Singapore
Posts: 30
Thanks: 0
Thanked 2 times in 1 post
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External data feeder that read from NT export files and esignal replay file
For NT indicators and strategies development purpose, I have created an app to feed data into NinjaTrader from various historical replay data format. Currently it can read:
- NinjaTrader Tick Format - NinjaTrader Minute Bars Format - NinjaTrader Daily Bars Format - eSignal Tick Replay File (EPF) Since NT forum does not allow uploading of exe, I have uploaded it to a file hoster. You may download it from http://www.driveway.com/n4o2c9z8k3 Please take a look at the Readme.txt for more info. Hope it is useful for some of you. 
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03-12-2008, 03:11 AM
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#2 |
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NinjaTrader Product Manager
Join Date: May 2007
Location: Denver, CO
Posts: 17,458
Thanks: 1
Thanked 106 times in 70 posts
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Nifty! Thanks!
Josh
NinjaTrader Customer Service |
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04-02-2008, 04:53 AM
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#3 |
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Member
Join Date: Feb 2008
Location: Singapore
Posts: 30
Thanks: 0
Thanked 2 times in 1 post
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v1.2 with bid/ask support
I have updated my NTDataFeeder now with bid/ask support
For eSignal Tick Replay File (EPF), it will replay the quote data in the file For NinjaTrader Tick/Minute/Daily Format, 1 bid and 1 ask will be submitted for every tick You may download it from http://algo-traders.blogspot.com/201...atafeeder.html Please take a look at the Readme.txt for more info. Note: Feeding NT min and daily files still doesn't work correctly as NT is ignoring the timestamp that the app is submitting.
Last edited by VitaminC; 07-04-2010 at 09:41 AM.
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