Market data being data generated by the market itself. At the lowest level individual transactions and orderbook updates. But the software will need to be able to import less granular data too (such as OHLC time bars). All my real-time trading is done by a suite of custom applications utilising proprietary algos. I want to use this application simply as a visual aid to allow me to overlay different drawings (e.g. entries, exits, significant price levels, price/time projections, diagnostic data) generated by my simulation software. I want to eyeball the outputs overlaid on price/time charts. I'm currently doing it by hooking into the NT API but it is very messy. NT isn't a great piece of software and was never designed for this use case. For instance, there is no way for me to squeeze my tick data from CME Datamine into NT. Yeah, NT is the best option I've found, but it's far from ideal. For instance, I run my data through my simulation software and it generates a load of significant price level data. It can spit it out in any manner I choose, but for example lets say it uses timestamp anchors (rather than a specific transaction) and JSON: "price": "100.00" "startTimestamp": "2019-01-01 12:00:00.000" "endTimestamp": "2019-01-01 15:00:00.000" I want to visualise that line (along with many others) overlaid on a chart in multiple timeframes. I might also want to specify the colour of the line depending on its significance. Doing that and anchoring the line to NT Market Replay data is actually a lot of ballache. You can load any data you like from any source and try to overlay it on NT charts. But it's really akin to bashing a square brick through a round hole.
Sounds interesting. Is it possible that what you want to do is so specific/tailored to your own needs that you should consider creating something from scratch to accomplish this? Not sure what budget you have, but if you have deep pockets, maybe pay someone to code this for you. Anyway, please keep us posted if you find something and good luck on this project. Regards.
Possibly. But it runs fairly close to the basic functionality of most trading screens which expose an API, hence why I asked about existing products. You are right though, it might be just a little too far from the commercial offerings. I could code it myself, but GUI work isn't my speciality (I'm a straight number crunching algo guy). Might be worth commissioning someone. Will let you know what I decide. All the best!
If you're willing to experiment and try to get it done cheaply, you could put up an offer on UpWork. I've had some luck there myself, but as often is the case, one needs to pay up if one wants stellar work/quality. Might even be that someone knows about something that suits your requirements. Likewise!