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flyingdutchmen

Ninja Question(s)

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ninja newbie with some questions

 

thinking more

serious about api trading lately and just getting litle familiar with ninja/zenfire

 

at the moment i am not able to see daily bars in the chartingplatform,

at least no more then the currentbar and even that one didnt start

from actual market open, but somehow i manage to get 6 days

of hourly data in a chart

i dont realy need to see them but those

bars are needet for calcuation so i would like to know if i have acces to the

o/h/l/c data from those bars

 

maybe there are some limitations on the demo and/or zenfire's data?

 

 

can i program an execution skript that is able to use calcuations on daily o/h/l/c

bars from 5-6 bars ago or do i need an aditional datafeed for it ?

 

how long history of daily bars zenfire normally provides ?

 

my main interest are CME/CBOT commodities and interest rates futures,

what would be the best datafeed for my needs if i need at least 5 daily bars ?

 

i only want ninja as execution platform, backtesting i will stick to

my own software; so no more as a week of daily bars are needet

 

any help is apreciated

Edited by flyingdutchmen

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i was a litle bit confused about the history lenght supplied by zen-fire

 

so i do have a possebility refering to 3 days ago o/h/l/c data by

using 1440 minuts bars

 

thank you that makes sence

maybe not ideal though

 

i will give it a try

 

thx

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In general, as note - all that oddities that you see will not go away, they become more. I disgustingly demanded a refund yesterday for my NT license given that the more serious stuff I do, the more I get demonstrated that - with all respect they deserve - whoever is in charge of quality control at Ninja should sell burgers at McDonalds and not work in IT anymore ever. The lack of daily data (which is terrific in the oversight) as well as a ton of idiocies in API and implementation is ridiculous. Granted, Ninja Trader is among the better platforms. More shocking than anything else.

 

Btw., you all are aware that Zen-Fire is the "data feed that does not exist"? ;) I mean, if you think Zen-Fire is a technology platform, you probably would also see me as car producer if I just change the manufacturer name on cars I sell? Zen-Fire is a simple wrapper around another provider's API and resells that under their own name. Their API is seriously limited compared to the real deal - probably the reason that Ninja itself does not use the official Zen-Fire API but the one provided by the real technology provider. There is nothing particular great thing about Zen-Fire that you can not get from half a dozen clearing firms if you know what to ask about ;)

 

If you do API programming, I can only sugggest you do the same- stay away from Zen-Fire and use their backend with the "real" api from their technology provider. Not only does this make you more independant, you also get a lot more and cleaner functionality (among them for example audit trails to ask for the history of fills should you experience a down time, and risk allowances of your account). The real API also has (limited) functionality to request historical data (same day only at the moment, but I was told they work on expanding that - not only to go 3 years back, but also considering covering bid/ask - which is tremendously important on some rarely traded instruments where bid and ask still move).

 

If you only need daily bars, you can easily go with somehting like eoddata.com - pretty cheap compared to real time data providers. You may also check out google financial API's (free), even for intra day data (though not in extreme granularity, but a lot better than daily bars).

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thats a horror story NetTecture

the missing of historical data is what keeping me away sofar from NT,

i dont want to store historical data somewere but be able to open a chart

and view the historical data and the life data at one glimp even if it means

at higher fees/rates.

the charting looks terible. why is it that many people swear on ZenFire's

data and call it to be

much better better for api trading then for example tradestation?

ist is only the better funtionality of level2 and times+sales where tradestation

pretty much fales with their snap-shot data? i wunder what makes NT a

better suitable platform for api then ts?

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As was said, get another data feed. THat said, they are all limited. There is none offering you full historical feeds - which makes backtesting strategies a little pointless as you can not use filters based on level 2 quote "quality" (i.e. stay out if there is not enough depth, like around major news, when the market gets super-think in some instruments).

 

People loving NInja are mostly not exactly good programmers. TradStation set the bar terribly low, and Ninja tries to stay that low - they seriously abuse the .NET programming model in order to allow a "function like" approach to defining indicators. This is maybe fine for people coming from TS etc., but I sadly earned my life as application architect. I see all the problems of their approach ;)

 

As I have personalyl never really used TS for extensive periods, no comment on that from me ;)

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Zenfire is an order execution and real time pricing engine, arguably one of the best. As has been pointed out historical data is provided by Ninja themselves.

 

For a platform that is robust and well architected you might want to give NeoTicker a look. Having said that the API takes a bit (lot) of getting used to. The platform is really petty neat for anything that is 'heavy duty'

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[Qute]Zenfire is an order execution and real time pricing engine, arguably one of the best[/Quote]

 

Wrong. Totally wrong. Zen-Fire is a marketing name for a much more common platform that is developped and maintained by another company. Whoever uses Zen-Fire is buying a repackaged product ;) In fact, Zen-Fire has a weaker API than the original product, because whoever made the API Decided to drop a significant part of the functionality. This is extremely obvious in NInja-Trader which is NOT USING THE ZEN-FIRE API. No joke - if you get the API and look at Ninja you find out they... do not use it. They use the "real deal".

 

Rithmic has a great platform, in use by quite a lot more brokers. That Mirus and others decided to wrap it under a different name. From my experiences, they add pretty much nothing to it (as in: no additional functionality).

 

So, technically, anyone using the Zen-Fire API is doing a stupid thing because he limits himself to ONE Rithmic system (because the Zen-Fire API has all the connections hardcoded), while using the real API he could connect quit a lot more different brokers ;)

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Right totaly right. It is completely academic whether it is a marketing name, re-packaged, gift wrapped or served in old newspaper that does not detract from it's primary function. We seem to be talking apples and oranges. Your comments are directed at the API (I presume the Ninjatrader API? from your comments it does not seem like you are writing to the ZenFire API) mine are directed at the order execution and pricing platform. If you compare it side by side with other leading platforms (TT for example, which used to hold the crown) it compares very favourably. If you want the timeliest data and fastest order execution it is hard to beat.

 

I too dislike the NinjaTrader architecture and API but that is not my point. I am confused why you blame the Zenfire API for NinjaTraders shortcomings? Are you getting confused, do you mean that NinjaTrader wraps ZenFire's API in a wrapper? What is this 'common platform' you are talking about?

Edited by BlowFish

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Actually no.

 

But if you use the REAL api, then you can do a LOT more than what the ZenFire API Exposes. THIS is what I blame them for. I actually use the ZenFire API myself. It - sorry - is as bad as the NInja API. Beginner mistakes partially - for example exception handling.

 

If you drop it and use the REAL api (i.e. the one desigend for the technology - a C++ lib file, which incidentially is also what is used to build the official zen fire API), you get a lot more functionality:

 

Examples:

 

* Subscription to exchanges

* Risk analysis information from the backend

* Requests for limited historical data (same day), which still comes in handy when you have to reset routers etc.

 

And in fact a lot more. Basically, Zen-Fire is RIthmic repackaged, and when writing the Zen-Fire API they "forgot" a lot of the nice features of the platform.

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I still think we are talking about apples and oranges. :) So you where using Ninja but wrote your own code to interface with Zenfire? Wow that sounds like a real pain in the a***. I wonder what drew you to NT in the first place? It sounds as if you might be going for full automation? That certainly is an area where retail is not well served. Did you ever look at NeoTicker?

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Actually no, I do not use Ninja with my own code. I use both, NT and my own code side by side on different accounts ;)

 

I work on getting NInja totally out.

 

I STARTED by using the Zen-Fire API directly, but realized it takes a little longer than I want to be able to do all things, so I now run NinjaTrader on a separate account side by side. Great for manual order entry etc. I tried programming, but it did not work out.

 

From the account number actually I realized that NInjaTrader is NOT using the Zen-Fire API - and by that time I actually already had access to the REAL api to the Zen-Fire system, which is basically the Rithmic API, which I am now putting into my code. I realized that, btw., bcause the account number that Ninja Trader gave me includes the clearing group, while I could not get the same out of the Zen-Fire API by any means - the API cuts the string, it seems. On top, NInja Trader does not have the Zen-Fire api dll anywhere ;) Guess what - they wrap the Rithmic api themselves, too.

 

My main complaint with Zen-Fire was historic information access. Not like "ok, i need the last 3 weeks" but as in "my internet was down 10 minutes, what fills exactly id i get when and what ticks happened". Zen-Fire has no API to get historical audit info or even 10minute historical quotes. The "real" zen fire API (i.e. bythe producers of the system - which is more widely used than you think, btw.) has. I can ask for all EXECUTIONS back, I can ask for tick data back (one day at the moment, but they plan to expand that).

 

NeoTicker was not on my desk. TickZoom was (discarded), OpenTrader is. I do a lot of automatism stuff at the moment. Just looked at NeoTicker, and the website is as non-informative as possible.

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NeoTicker was not on my desk. TickZoom was (discarded), OpenTrader is. I do a lot of automatism stuff at the moment. Just looked at NeoTicker, and the website is as non-informative as possible.

 

You have to drill down quite a way to find stuff and even then it is written as 'yeah you can do xxxxx' rather than 'this is how you do xxxx'. There are some interesting things in the blogs too. If you email them with a list if things that you need they are (or used to be) pretty good at responding. I have not used it for a long time and have no affiliation btw :)

 

What's your plan now carry on working on R | API?

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Pretty ridiculous from NeoTicker. Especially in regards to automated trading quite a lot of important questions are the "how". Like - what language. I take more than 5 minutes trying to find out the basics, it shows me it is not a worthy product. They do not care enough ;)

 

My plans for now are easy:

 

* Go on direct trading with NinjaTrader Direct Edition (free from Mirus for my account).

* Automate my trading and data collection using R Api to work against Zen-Fire.

 

The whole thing may turn into an open source and/or closed source framework/product. Not sure.

 

That being said: I am very gratefull to the people at Rithmic. Top notch support. Their API (c++ hardcore, so to say) has some rough edges, but they help me a lot. I am currently busy wrapping that API up in a Managed C++ library for my own use in a C# application ;)

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Pretty ridiculous from NeoTicker. Especially in regards to automated trading quite a lot of important questions are the "how". Like - what language. I take more than 5 minutes trying to find out the basics, it shows me it is not a worthy product. They do not care enough ;)

 

My plans for now are easy:

 

* Go on direct trading with NinjaTrader Direct Edition (free from Mirus for my account).

* Automate my trading and data collection using R Api to work against Zen-Fire.

 

The whole thing may turn into an open source and/or closed source framework/product. Not sure.

 

That being said: I am very gratefull to the people at Rithmic. Top notch support. Their API (c++ hardcore, so to say) has some rough edges, but they help me a lot. I am currently busy wrapping that API up in a Managed C++ library for my own use in a C# application ;)

 

Well good luck to you keep us posted how its going.

 

Incidentally You can use pretty much any language with NT mind you its really its the API thats important, NeoTicker can be difficult but it does expose most of its guts through it.

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Hi Guys,

 

How can I get two indexes on same chart? Like NQ + X; not at the bottom like volume bars but at the top with NQ bars.

 

X = tickq;another index; etc;

 

Thanks.

 

Ninja + Mirus

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