Are these professional tools because I have been trading a long time and I am struggling to get a result with ATM ie automate exactly the strategys I want Front ends I would like to connect to is Futuresbetting and Trading Technologies which both talk to NT does Smart Quant
Yes it does connect to them, like I said in another post "At the retail level if you can't automate it in smart quant, you ain't gonna automate it" AFAIK, in terms of ATS's at the retail level this is as good as you get. or you can use their institutational platform QuantHouse, but be before to pay an arm and a leg, it costs about $5000 / mo.
Would one of the Quant products allow me to capture all the DOM data for a trading day and look at it concurrently with a chart? I would love to be able to go very slowly and look at all the pulled bids and whatnot... maybe do some math on the bid/ask sizes up and down the ladder, etc... Regarding Ninja being limited, I haven't figured how to capture the DOM data but basically it's C# code, you can do anything the C# language can do, it's just that the Ninja guys only support their own stuff...
They have an EventHandler called OnOrderBookChanged(), which is called EVERYTIME there is a change in the order book. You'll be able to use and collect this type of data real time starting when they release the multiple strat version which I believe is scheduled around xmas.
I am in the same postion but as a tip I would not recommend the ninja script consultants on the ninja website because they have just wasted a month of my time and they in part are the cause of this question and to define wether its the product or just my miss fortune in personnel. To be fair the only one I diddn't use was whitmark
DaVinci, It's been a while since I have used Ninja Trader so I can't really remember specific examples too well, if you do a search you'll find that I have written a LOT on all the automated trading systems. But, if interested in these software programd I guarantee you'll find OQ far easier and cleaner to code in. Ask maxpi, he took the plunge to learn C# bought the software and now loves it Sky