Jump to content

Welcome to the new Traders Laboratory! Please bear with us as we finish the migration over the next few days. If you find any issues, want to leave feedback, get in touch with us, or offer suggestions please post to the Support forum here.

  • Welcome Guests

    Welcome. You are currently viewing the forum as a guest which does not give you access to all the great features at Traders Laboratory such as interacting with members, access to all forums, downloading attachments, and eligibility to win free giveaways. Registration is fast, simple and absolutely free. Create a FREE Traders Laboratory account here.

flyingdutchmen

Ninja Question(s)

Recommended Posts

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

Share this post


Link to post
Share on other sites

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

Share this post


Link to post
Share on other sites

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).

Share this post


Link to post
Share on other sites

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?

Share this post


Link to post
Share on other sites

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 ;)

Share this post


Link to post
Share on other sites

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'

Share this post


Link to post
Share on other sites

[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 ;)

Share this post


Link to post
Share on other sites

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

Share this post


Link to post
Share on other sites

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.

Share this post


Link to post
Share on other sites

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?

Share this post


Link to post
Share on other sites

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.

Share this post


Link to post
Share on other sites

 

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?

Share this post


Link to post
Share on other sites

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 ;)

Share this post


Link to post
Share on other sites
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.

Share this post


Link to post
Share on other sites

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

Share this post


Link to post
Share on other sites

Join the conversation

You can post now and register later. If you have an account, sign in now to post with your account.
Note: Your post will require moderator approval before it will be visible.

Guest
Reply to this topic...

×   Pasted as rich text.   Paste as plain text instead

  Only 75 emoji are allowed.

×   Your link has been automatically embedded.   Display as a link instead

×   Your previous content has been restored.   Clear editor

×   You cannot paste images directly. Upload or insert images from URL.


  • Topics

  • Posts

    • TDUP ThredUp stock, watch for a top of range breakout above 2.94 at https://stockconsultant.com/?TDUP
    • TDUP ThredUp stock, watch for a top of range breakout above 2.94 at https://stockconsultant.com/?TDUP
    • NFLX Netflix stock watch, local support and resistance areas at 838.12 and 880.5 at https://stockconsultant.com/?NFLX
    • Date: 8th April 2025.   Markets Rebound Cautiously as US-China Tariff Tensions Deepen     Global markets staged a tentative recovery on Tuesday following a wave of volatility sparked by escalating trade tensions between the United States and China. The Asia-Pacific region showed signs of stability after a chaotic start to the week—though some pockets remained under pressure. Taiwan’s Taiex dropped 4.4%, dragged lower by losses in tech heavyweight TSMC. The world’s largest chipmaker fell another 4% on Tuesday and has now slumped 13.5% since April 2, when US President Donald Trump first unveiled what he called ‘Liberation Day’ tariffs.   However, broader sentiment across the region turned more positive, with several markets rebounding sharply after Monday’s dramatic sell-offs. Japan’s Nikkei 225 surged over 6% in early trading, rebounding from an 18-month low. South Korea’s Kospi rose marginally, and Australia’s ASX 200 gained 1.9%, driven by strength in mining stocks. Hong Kong’s Hang Seng rose 1.6%, though still far from recovering from Monday’s 13.2% crash—its worst day since the 1997 Asian financial crisis. China’s Shanghai Composite added 0.9%.   In Europe, DAX and FTSE 100 are up more than 1% in opening trade. EU Commission President von der Leyen repeated yesterday that the EU had offered reciprocal zero tariffs on manufactured goods previously and continues to stand by that offer. Others are also trying again to talk to Trump to get some sort of agreement that limits the impact.   Much of the rally appeared to be driven by dip-buying, as well as hopes that the intensifying trade war could still be defused through negotiations.   China Strikes Back: ‘We Will Fight to the End’   Tensions reached a boiling point after Trump threatened to impose an additional 50% tariff on all Chinese imports unless Beijing rolled back its retaliatory measures by April 8. ‘If China does not withdraw its 34% increase above their already long-term trading abuses by tomorrow... the United States will impose additional tariffs on China of 50%,’ Trump declared on social media.   If implemented, the new tariffs would bring total US duties on Chinese goods to a staggering 124%, factoring in the existing 20%, the 34% recently announced, and the proposed 50%.   In response, China’s Ministry of Commerce issued a stern warning, stating: ‘The US threat to escalate tariffs is a mistake on top of a mistake... If the US insists on its own way, China will fight to the end.’ The ministry also called for equal and respectful dialogue, though signs of compromise on either side remain scarce.   Beijing acted quickly to contain a market fallout. State funds intervened to support equities, and the People’s Bank of China set the yuan fixing at its weakest level since September 2023 to boost export competitiveness. Additionally, five-year interest rate swaps in China fell to their lowest levels since 2020, indicating potential for further monetary easing.   Trump Talks Tough on EU Too   Trump’s hardline approach extended beyond China. Speaking at a press conference, he rejected the European Union’s offer to eliminate tariffs on cars and industrial goods, accusing the bloc of ‘being very bad to us.’ He insisted that Europe would need to source its energy from the US, claiming the US could ‘knock off $350 billion in one week.’   The EU, meanwhile, backed away from a proposed 50% retaliatory tariff on American whiskey, opting instead for 25% duties on selected US goods in response to Trump’s steel and aluminium tariffs.     Volatile Wall Street Adds to the Drama   Wall Street experienced wild swings on Monday as investors processed the rapidly evolving trade conflict. The S&P 500 briefly fell 4.7% before rebounding 3.4%, nearly erasing its losses in what could have been its biggest one-day jump in years—if it had held. The Dow Jones Industrial Average sank by as much as 1,700 points early in the day but later climbed nearly 900 points before closing 349 points lower, down 0.9%. The Nasdaq ended up 0.1%.   The brief rally was fueled by a false rumour that Trump was considering a 90-day pause on tariffs—rumours that the White House quickly labelled ‘fake news.’ The market's sharp reaction underscored how desperate investors are for any sign that tensions might ease.   Oil Markets in Focus: Goldman Sachs Revises Forecasts   Crude prices also reflected the uncertainty, with US crude briefly dipping below $60 per barrel for the first time since 2021. As of early Tuesday, Brent crude was trading at $64.72, while WTI hovered around $61.26.   Goldman Sachs, in a note dated April 7, lowered its average price forecasts for Brent and WTI through 2025 and 2026, citing mounting recession risks and the potential for higher-than-expected supply from OPEC+.       Under a base-case scenario where the US avoids a recession and tariffs are reduced significantly before the April 9 implementation date, Goldman sees Brent at $62 per barrel and WTI at $58 by December 2025. These figures fall further to $55 and $51, respectively, by the end of 2026. This outlook also assumes moderate output increases from eight OPEC+ countries, with incremental boosts of 130,000–140,000 barrels per day in June and July.   However, should the US slip into a typical recession and OPEC production aligns with the bank’s baseline assumptions, Brent could retreat to $58 by the end of this year and to $50 by December 2026.   In a more bearish scenario involving a global GDP slowdown and no change to OPEC+ output levels, Brent prices might fall to $54 by year-end and $45 by late 2026. The most extreme projection—based on a simultaneous economic downturn and a full reversal of OPEC+ production cuts—would see Brent plunge to below $40 per barrel by the end of 2026.   Goldman noted that oil prices could outperform forecasts significantly if there was a dramatic shift in tariff policy and a surprise in global demand recovery.   Cautious Optimism, But Warnings Persist   With both Washington and Beijing showing no signs of backing down, markets are likely to remain volatile in the days ahead. Investors now turn their attention to upcoming trade meetings and policy decisions, hoping for clarity in what has become one of the most unpredictable trading environments in recent years.   Always trade with strict risk management. Your capital is the single most important aspect of your trading business.   Please note that times displayed based on local time zone and are from time of writing this report. Click HERE to access the full HFM Economic calendar.   Want to learn to trade and analyse the markets? Join our webinars and get analysis and trading ideas combined with better understanding of how markets work. Click HERE to register for FREE!   Click HERE to READ more Market news.   Andria Pichidi HFMarkets   Disclaimer: This material is provided as a general marketing communication for information purposes only and does not constitute an independent investment research. Nothing in this communication contains, or should be considered as containing, an investment advice or an investment recommendation or a solicitation for the purpose of buying or selling of any financial instrument. All information provided is gathered from reputable sources and any information containing an indication of past performance is not a guarantee or reliable indicator of future performance. Users acknowledge that any investment in Leveraged Products is characterized by a certain degree of uncertainty and that any investment of this nature involves a high level of risk for which the users are solely responsible and liable. We assume no liability for any loss arising from any investment made based on the information provided in this communication. This communication must not be reproduced or further distributed without our prior written permission.
    • CVNA Carvana stock watch, rebound to 166.56 support area at https://stockconsultant.com/?CVNA
×
×
  • Create New...

Important Information

By using this site, you agree to our Terms of Use.