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:
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Make sure you are running the following versions of the NinjaTrader application - 8.0.28.0 or 8.1.1.7 and higher. Both can be downloaded on this page of NinjaTrader website (8.0.28.0 is located under "Prior Releases"): NinjaTrader Download
Note
NinjaTrader versions from 8.1.1.0 to 8.1.1.6 have a known issue, where the custom connection disappears after restart, settings are reset and the connection has to be configured again.
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Download the dxFeed data feed plug-in (32-bit and 64-bit versions use the same plugin): dxFeed NinjaTrader data Plug-in.
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Make sure your NinjaTrader platform is closed, then run the downloaded plug-in installer and follow the installation wizard.
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After the plug-in is installed, run NinjaTrader.
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If you use NinjaTrader version 8.1.1.0 and higher, you need to enable Multi-provider mode in order to have access to dxFeed connection. Go to Tools → Options → General → Multi-provider.
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In NinjaTrader go to Connections → configure. It is located at the top panel of the Control Center window.
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Choose dxFeed from the Available list, and press add.
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Type in your dxFeed account Login (User name) and Password received via email upon the subscription purchase.
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Make sure that Production is selected in the Connection dropdown and click OK.
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Click Connections located at the top panel of the Control Center window and select the name of the connection that you have configured (My dxFeed by default). A successful connection will be indicated by a green light on the bottom-left of the main window and next to the connection name.
In order to view dxFeed data in the native NinjaTrader windows, symbols first have to be added to the Instruments database. Here is how you can do that:
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Go to New → dxFeed Connector.
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Click the Load button below the Exchanges field to display all symbols available via your subscription(s).
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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.
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Also, you can load all symbols that are available via your subscription(s). To do so in the appeared list of symbols select any symbol and press Ctrl+A to select all of them, then click the >> button to add the symbols to NT Symbols field.
Note
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 individual option contracts in separate windows such as Chart or T&S.
If you wish to do so, you need to load the list of all symbols available with your subscription first, as described earlier, then select the required instruments and press Load under Options section.
Now you can access data in native NinjaTrader windows.
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 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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