dxFeed has programmed our own data feed plug-in for the NinjaTrader platform. The standalone plug-in installer is being distributed by dxFeed via our website. You can download it below or on the “Payment complete” page right after purchasing the subscription.
Accessing symbols in native NinjaTrader windows
Accessing symbols in dxFeed plugin windows
To configure the connection in the NinjaTrader application, please follow these instructions:
Make sure you are running the latest version of the NinjaTrader application (8.0.26 or newer). You can download it on the NinjaTrader website.
Download the dxFeed data feed plug-in (32-bit and 64-bit versions use the same plugin): dxFeed NinjaTrader data Plug-in.
Make sure your NinjaTrader platform is closed, then run the downloaded plug-in installer and follow the installation wizard.
After the plug-in is installed, run NinjaTrader.
In NinjaTrader go to Connections → “configure”. It is located at the top panel of the Control Center window.
Choose dxFeed from the Available list, and press “add”.
Type in your dxFeed account Login (User name) and Password received via email upon the subscription purchase.
Make sure that Production is selected in the Connection dropdown, and click OK.
Click Connections located at the top panel of the Control Center window and select the name of the connection that you set up to connect (My dxFeed by default). A successful connection will be indicated by a green light on the bottom-left of the main window.
In order to view dxFeed data in native NinjaTrader windows, the symbols first have to be added to the Instruments database. Here is how you can do that:
Go to New → dxFeed Connector.
Click the Load button below the Exchanges field to display all symbols available via your subscription.
To add the required symbol from the appeared list type its name in the Find field select the required symbol and click the >> button to add symbol to the NT Symbols field.
Also, you can load all symbols that are available via your subscriptions. To do so in the appeared list of symbols select any symbol and press ctrl+a to select all symbols, then click the >> button to add the symbols to NT Symbols field.
For Options there is a separate Load button in the dxFeed Connector window below the Options panel. There is no need to Load options to access them in the Option Chain window. The Options panel is needed to view option contracts in separate windows such as Chart or T&S.
Now you can access data in native NinjaTrader windows. dxFeed symbols in the Instruments database will have the "_DXFEED" postfix.
dxFeed has developed two custom windows for viewing Level 2 data, serving as a helpful tool for enhanced insight into market activity. They can be located in the dropdown menu by going to New at the top panel of the Control Center.
Data in dxFeed DOM and dxFeed DOM Heatmap windows can be accessed without first adding the symbols to the Instruments database. Simply type in the name of the symbol in the Search bar and select it from the dropdown menu.
dxFeed DOM window allows accessing Level 2 data on stocks in a classical Order Book format. Go to Settings in the window to regulate the number of displayed levels of depth.
dxFeed DOM Heatmap window provides a liquidity map across three color schemes - Monochrome, Bichrome and Heatmap, to accommodate for different modes of analysis. Go to Settings in the window to switch between the color schemes and to regulate the number of displayed levels of depth.
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