I was really looking for something that would just plug into NT... but I'd give that some thought. The specs they call out on the website for it are pretty seXy. Do you know: a) what the API looks like (anything C#?), b) how much it costs, approximately? I know these are questions for their sales team, but I hate to waste their (or my) time if we aren't a match.
Oh I see. They probably are of the "Open Tick" variety of data feed. Either DTN/IQ Feed or eSignal would be better than what you are working with right now in that case.
Hey Heech, this is mgbloomfield from NinjaTrader forum I was curious about NxCore and C#, too. NxCore itself is written in C++ (as it should be for performance). According to this article, NxCore has a C# wrapper, so it should work very well. http://www.nanex.net/NxCore/NxCore_UserReview.htm The NxCore API... http://nxcoreapi.com/
Could I get you to elaborate on what that means? How do you distinguish/classify between the "varieties" of data feeds... and in what way is IQ Feed or eSignal "better"? Fewer drop-offs, or should I expect quicker ticks period? I was a little thrown off by the fact IQ Feed requires me installing a client in addition to Ninjatrader. I (naively) assumed this meant I'd be getting slower ticks, since there's the overhead of another client in there. But anyways... is there basically consensus out there that eSignal is "better" than Barchart if price is a secondary consideration..? If so, time to make a change.
Hey there! Cool, cool. Do you have any ideas on pricing? I really don't need "whole market" feeds. I'm going to be focused on my 50-100 symbols, and that's really it. So I'm wondering if this will really out-perform versus eSignal.. On the plus side, integrating NxCore API with my NinjaTrader strategy should be extremely trivial. I'll even leave OnBarUpdate() unmodified, and just replace OnMarketData() with whatever equivalent from the NxCore API.
The API is quite nice and pricing is variable, but from the last I heard starts out at around $500/mo.
Nice idea... How about this idea -- Create a standalone application that retrieves data from NxCore and populates/updates your local database (MS SQL, MySQL, Access, etc). Store raw data and calculated data (e.g. 20 Period Avg). Use OnBarUpdate() or OnMarketData() to pull your data from your database. Then, use the data within your NinjaTrader strategy. The nice thing about this idea is -- You can backtest your NxCore data, although NxCore probably has capabilities for retrieving historical data.
I will also say Barchart has given me some bad historical data... a bar with a spurious trade from god knows where. I'm sure all data feeds has that issue... but I just noticed it very prominently on a recent day with Barchart. Maybe I should just fire up an eSignal account and give it a shot. By the way, eSignal's sales department is pretty horrible. Their website sales form is broken, and couldn't get through by phone.
Did you look at IQFeed (www.IQFeed.net)? They have an API, too. I have OpenTick (good grief) but I've been seriously considering IQFeed.
With IQFeed wouldn't even need to worry about the API! Feeds right into NT. My only concern is about the need for another client... I mean, really? I wonder what that does to performance. But I do plan on looking closer.