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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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#1 |
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Senior Member
Join Date: Feb 2010
Posts: 128
Thanks: 0
Thanked 0 times in 0 posts
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Hi there!
please I'm doing some tests to the API of AT Interface while connected to IB and I don't get any quotes (Bid, Ask, Last) with MarketData function, but if I try with the simulated data feed connection then all works well and I get the quotes. Do you know which can be the problem regarding the IB connection? Thanks in advance |
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#2 |
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NinjaTrader Customer Service
Join Date: Sep 2009
Location: Denver, CO
Posts: 8,117
Thanks: 249
Thanked 418 times in 415 posts
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Hello JoanNT,
Are you enabled for this data through IB? What happens when you select this instrument in the control center? Are bid / ask / last available there?
Ryan M
NinjaTrader Customer Service |
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#3 |
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Senior Member
Join Date: Feb 2010
Posts: 128
Thanks: 0
Thanked 0 times in 0 posts
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When I select the instrument "ES 03-11" in control center I can see the bid, ask and last quotes.
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#4 |
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NinjaTrader Customer Service
Join Date: Sep 2009
Location: Denver, CO
Posts: 8,117
Thanks: 249
Thanked 418 times in 415 posts
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Did you first use SubscribeMarketData(string instrument) ?
What is the result of calling this? Starts a market data stream for the specific instrument. Call the MarketData() function to retrieve prices. Make sure you call the UnSubscribeMarketData() function to close the data stream. A return value of 0 indicates success and -1 indicates an error. http://www.ninjatrader.com/support/h...sub=MarketData
Ryan M
NinjaTrader Customer Service |
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#5 |
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Senior Member
Join Date: Feb 2010
Posts: 128
Thanks: 0
Thanked 0 times in 0 posts
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Hi Ryan,
Did you first use SubscribeMarketData(string instrument) ? Yes, with "ES 03-11" as instrument What is the result of calling this? the result is zero, in both connections, then the result is right After this I use the MarketData() function to retrieve prices. This works on the simulated data feed connection but not for IB connection, this is my problem, do you know any issue to fix this? thanks again |
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#6 |
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Senior Member
Join Date: Feb 2010
Posts: 128
Thanks: 0
Thanked 0 times in 0 posts
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I dont know if this could be important to solve this issue I have:
I've added the reference DLL from C:\Program files\NinjaTrader 7\bin\NinjaTrader.Client.dll I was trying to reference the NTDirect.dll located in the C:\WINDOWS\system32 folder but I got an error from Visual Studio 2010... and this works fine with simulated data feed connection but not for IB, is this helpful? Thanks againg |
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#7 |
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NinjaTrader Customer Service
Join Date: Sep 2009
Location: Denver, CO
Posts: 8,117
Thanks: 249
Thanked 418 times in 415 posts
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I'm not sure why it's not working for you. I'd be happy to take a look my end to compare. You can share here or send to support@ninjatrader.com. Would need everything required to run your custom app as well.
Ryan M
NinjaTrader Customer Service |
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#8 |
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Senior Member
Join Date: Feb 2010
Posts: 128
Thanks: 0
Thanked 0 times in 0 posts
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I've just sent an email.
Thanks |
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#9 |
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NinjaTrader Customer Service
Join Date: Sep 2008
Location: Germany
Posts: 22,395
Thanks: 252
Thanked 968 times in 951 posts
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Thanks - we'll look for it and get back to you.
Bertrand
NinjaTrader Customer Service |
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