Getting RTD Up & running for feeding quote data from Nest/Now to Ninja Trader

[zoheb]

Creating a new thread so anyone wanting to use Nest/Now with Ninja Trader can do so using RTD. Will keep updating this first post here, with any corrections/updates anyone may find works better for them with regard to RTD with Nest/Now. Do vote in the poll above after you try out the following. Thank you & Good Luck !!!

 

Read this post incase you wish to know why I recommend RTD over NestGoesNinja:

http://indo-investasi.com/showthread.php/27667-Any-options-for-NT7-datafeed-for-NSE-India?p=425903&viewfull=1#post425903

 

• Ensure Ninja Trader is correctly set-up. This is most critical & the cause for most seen issues.
  
  • Enable ‘AT Interface’ in File menu
    
  • Setup symbols correctly in the Instruments Manager. Incase you trade Futures, add symbols to Instrument Manager as ‘Stock’, not ‘Futures'
    

  [*] Ensure Nest Terminal is installed in a folder in the root of C drive (not in Program Files)

  [*] Ensure Nest PLUS is also installed and your broker has activated RTD (they may know it only as 'Link to Excel' option in Nest Terminal). Select all symbols in market watch & paste into excel only to test RTD is enabled. If the quotes update in excel then RTD is enabled by your broker (you will not require excel any more for this activity), else call them to activate.

  [*] Create a 5MB ramdrive after installing Ramdisk (freeware version, 7.1MB):

  • Download RamDisk Freeware from:

    http://memory.dataram.com/products-and-services/software/ramdisk

    . Choose the 'Freeware' option towards the bottom of the page.
    
  • Install the downloaded file
    
  • Open RamDisk Configuration (there will be a shortcut on your desktop after installation)
    
  • In setting select the following: When I click start, "create a new FAT disk" using "5" of xx MB; "Label it" "RamDisk" and "do not create" a TEMP directory; When I make changes to the files on the disk, "do not save them". Next Click "Start RAMDisk" button.
    
  • Go to explorer > computer > manage > storage > disk management & change drive letter of 'ramdisk' to 'R'
    

  [*] Install RTD as instructed in the video. Most issues relate to very trivial column order settings or a required column missing. Follow the videos to every itsy-bitsy minor detail & it will work - it is always lack of attention to MINOR details that causes problem. Latest installation files & video can be found here:

  https://www.dropbox.com/sh/uzbjo9hxvff85ab/AACWzUdAjCgbyo9INwSWmlAGa?dl=0

  [*] Ensure RTDMan.ini in the RTD program folder in C: (has to be in C drive) matches as given below. Manually edit with notepad (not ms word) if not. Do not copy paste from below as I have added some comments below.

  [*] Don't use the RTD GUI settings dialog to make any changes.

  [*] Backup a working copy of RTDMan.ini, just incase you accidentally access the setting thru the RTD GUI & overwrite the working RTDMan.ini

   

[NestTrader]
Title=Welcome
CSVFolder=[b][color="#FF0000"]R:\RTD\[/color][/b]
Future=
Datatable=5
Pluschart=No
Terminal=[b][color="#FF0000"]Nest[/color][/b] [b][i](will be different if using Now)[/i][/b]
DeleteQuote=No
VWAPTry=3
MinData=No
BarPeriod=0
RTDHide=Don't Hide
UpdateRTD=No
Preserve=[color="#FF0000"][b]4[/b][/color] [i][b](must match number of scrips below)[/b][/i]
Version=Above
BidAskRates=Yes
BidAskQty=Yes

[RTDMan]
RTDServerProgID=Nest.ScripRTD
CSVFolderPath=[color="#FF0000"][b]R:\RTD\[/b][/color] (configure freeware ramdisk as instructed in how-to / video)
BarPeriod=0
RequestRefresh=0
BellWaitTime=30
Client=NT
RefreshPeriod=250
Archive=true
ViewTicData=0
ViewRawData=0
ViewBarData=0
ViewNTData=0
Scrip[b][color="#FF0000"]1[/color][/b]=[color="#FF0000"][b]cde[/b][/color]_[b][color="#FF0000"]fo[/color][/b]|USDINR[color="#FF0000"][b]16[/b][/color][b][color="#FF0000"]OCT[/color][/b]FUT;USDINR_[b][color="#FF0000"]F1[/color][/b];LTP;LTT;Volume Traded Today;Open Interest;;Bid Rate;Ask Rate;Bid Qty;Ask Qty
Scrip[b][color="#FF0000"]2[/color][/b]=[b][color="#FF0000"]mcx[/color][/b]_fo|CRUDEOILM16OCTFUT;CRUDEOILM_F1;LTP;LTT;Volume Traded Today;Open Interest;;Bid Rate;Ask Rate;Bid Qty;Ask Qty
Scrip[b][color="#FF0000"]3[/color][/b]=[b][color="#FF0000"]nse[/color][/b]_fo|NIFTY16OCTFUT;NIFTY_F2;LTP;LTT;Volume Traded Today;Open Interest;;Bid Rate;Ask Rate;Bid Qty;Ask Qty
Scrip[color="#FF0000"][b]4[/b][/color]=[b][color="#FF0000"]nse[/color][/b]_fo|BANKNIFTY16OCTFUT;BANKNIFTY_F1;LTP;LTT;Volume Traded Today;Open Interest;;Bid Rate;Ask Rate;Bid Qty;Ask Qty

 

 

• Make all the changes as indicated above (in red), customise it to your required symbol. 'fo' is for futures, use what you trade instead.
  
• In USDINR16OCTFUT, 16 is the 2-digit year, and OCT is the 3 character month
  
• I suffix my symbols in Ninja Trader with '_F1', '_F2' for tracking multiple contracts of each symbol, you can use whatever you have defined in your NinjaTrader Instrument Manager.
  
• Incase you add more symbols, change the Scrip# accordingly (it must be in ascending order) and update the preserve setting above accordingly. Do likewise incase you want to track lesser symbols
  

 

Daily Morning before Market Opens:

 

1. Run Ninja Trader (not as admin)
   
   • Connect to External Data from File Menu
     

[*] Run Nest Terminal (not as admin)

[*] Run RTD (AS ADMIN)

[*] Click on Start RTD on the Neon Green Toolbar which pops-up on starting RTD

[*] Do not use the RTD GUI for any settings, manually edit RTDMan.ini with notepad. Only use the start, stop, exit & backfill buttons on the GUI.

 

Backfill:

 

Backfill thru RTD is a pain in the a** if you try to use the GUI backfill settings. It will mess up your running quote data feed if not correctly done. I suggest you do the following for backfill:

1. Don't bother with Backfill settings
   
2. Ensure Nest Terminal and Nest Plus are running
   
3. Click on the Backfill button in the RTD neon green toolbar
   
4. Enter Backfill Time (Market Start & End time). If you trade multiple markets like stocks, currencies & commodities, enter 8:55 AM for start time & 23:59 PM for end time
   
5. Select Nest Plus as source
   
6. Select Backfill date. it is important here not to exceed the number of historical quote data Nest Plus holds. Mostly less than 22 days. So 15 days prior should be a safe selection. Ideally backfill every night or weekend.
   
7. Select required symbols from the list. Don't worry about changing the names or renaming it
   
8. Run the backfill & wait
   
9. The backfill will output as separate text files into the R:\RTD folder. Please note these will get deleted when Ramdisk shuts down (when you shutdown or restart your computer). So please import the files before shutting down or rebooting your computer.
   
10. Fire up file explorer and go to R:\RTD folder and rename the text files to match the instrument name in Ninja Trader
    
11. Go to Ninja Trade & import the renamed files into Ninja Trader
    
12. 
    

 

FAQs:

 

• Why should I use RTD and not NestGoesNinja? While NestGoesNinja was the first utility for this purpose, and extremely successful & popular, it's developer (popularly known as yusi) has permanently discontinued the project. RTD is an open source free alternative which has been developed by the Indian trading community and is extremely stable and is being actively developed and supported. Any major updates to Nest/NestPlus/Now will render the current & last available version of NestGoesNinja unusable.
  
• Which version of Excel is best suited ? Excel is only required to test if RTD is enabled by your broker in your Nest/Now Terminal. Once it is established that RTD is enabled and streaming quotes into any excel spreadsheet, excel can be shutdown and will not be ever required for this activity.
  
• Is it necessary to use RamDisk ? No it isn't mandatory but it is simpler and highly recommended to just use the RamDisk. RTD needs to store & refresh hundreds of real-time quotes someplace extremely fast and you will need to point it somewhere for that. During period of high trading activity, especially during volatility, you will find it affects the speed of chart updates. This applies even if you have an SSD hard disk. If you still don't want to use the RamDisk, you will have to update RTDMan.ini accordingly and point RTD to a folder on your harddisk (eg: c:\rtd_1.40\alt_ramdisk\) and change all reference from 'R:\RTD\' to 'c:\rtd_1.40\alt_ramdisk\' in RTDMan.ini.
  
• Where can I download a required file from? Links/locations for all required files are provided above (highlighted with blue text) in the how-to.
  

 

Disclaimer: I am not the developer of any of the above applications, hence am limited in my ability to support any issues with these applications. I do not use this anymore, so will not be able to be of much support if the above does not work for you. But since I have tested and used it as detailed above, I can confirm it works.

Edited October 3, 2016 by zoheb
added ramdisk installation instructions & added FAQ section

[⭐ Nihilistic]

Which version of Excel is best suited, Zoheb?

 

Best,

R

[zoheb]

Which version of Excel is best suited, Zoheb?

 

Best,

R

 

You don't need excel for this activity except for testing if RTD is enabled in Nest/Now by your broker (mostly is). Any excel will do for this one time activity

Edited October 2, 2016 by zoheb

[⭐ Nihilistic]

I'm running Win 10 with Office 16. When you said the Excel Snapshot in NEST should be activated by broker, I thought the terminal has to output the data to excel and excel feeds NT. My bad, didn't understand the literature properly. Thanks for this thread. I will try these steps out and let you know.

[marketrulez]

Zoheb, let me ask where I had issues last time (as far as I remember), is it mandatory to install RamDisk, even if you have SSD drive for RTD to work?

[zoheb]

Zoheb, let me ask where I had issues last time (as far as I remember), is it mandatory to install RamDisk, even if you have SSD drive for RTD to work?

 

You just need a negligible 5MB of RAM for RAMDisk. It is critical for the speed of data being held & fed to Ninja. Also Ramdisk is free (for our requirements) and an extremely stable product.

 

RAM is a thousand to million times faster. SSD typically has a random access time of around 100 microseconds, SATA3 only has upto 6gb/s of bandwidth. RAM access times is a few nanoseconds, proximity to the CPU is also a factor in the speed of RAM. Hence computers with SSD still have RAM instead of using SSD for it's main memory requirements ;)

 

There is also a lot of architectural as well as usage differences... hope this helps.

 

What was the issue you had? Do you need any help installing & configuring Ramdisk ? It's a very small 7.1MB download & hardly takes a minute to configure.

Edited October 2, 2016 by zoheb

[zoheb]

I'm running Win 10 with Office 16. When you said the Excel Snapshot in NEST should be activated by broker, I thought the terminal has to output the data to excel and excel feeds NT. My bad, didn't understand the literature properly. Thanks for this thread. I will try these steps out and let you know.

 

Thanks for your feedback. Have accordingly updated the language in the how-to for more clarity. Hope that helps.

[marketrulez]

You just need a negligible 5MB of RAM for RAMDisk. It is critical for the speed of data being held & fed to Ninja. Also Ramdisk is free (for our requirements) and an extremely stable product.

 

RAM is a thousand to million times faster. SSD typically has a random access time of around 100 microseconds, SATA3 only has upto 6gb/s of bandwidth. RAM access times is a few nanoseconds, proximity to the CPU is also a factor in the speed of RAM. Hence computers with SSD still have RAM instead of using SSD for it's main memory requirements ;)

 

There is also a lot of architectural as well as usage differences... hope this helps.

 

What was the issue you had? Do you need any help installing & configuring Ramdisk ? It's a very small 7.1MB download & hardly takes a minute to configure.

 

Yeah, while installing I checked about RAMDisk and saw that there is no difference between RAMDisk and what I have Samsung EVO SSD with RAPID mode enabled (RAPID mode is more or less is same as RAMDisk), let me give another try, I have the installer already, if I get stuck will ask for your help.

 

BTW, its good to see you are helping out people here in getting RTD installed, appreciate it buddy!!

[Theoatrader]

Is it necessary to install RAMDISK for RTD ?

[zoheb]

Is it necessary to install RAMDISK for RTD ?

 

No it isn't, but will affect the speed of chart updates. RTD needs to store & refresh hundreds of real-time quotes someplace extremely fast and you will need to point it somewhere for that.

 

If you don't want to use the ramdisk, then you will have to point it to a folder on your harddisk (eg: c:\rtd_1.40\alt_ramdisk\) and update RTDMan.ini accordingly. Change all reference from 'R:\RTD\' to 'c:\rtd_1.40\alt_ramdisk\'. But trust me it is simpler and highly recommended to just use the ramdisk. It is not such a big deal to be a deal breaker.

Edited October 2, 2016 by zoheb

[zoheb]

Yeah, while installing I checked about RAMDisk and saw that there is no difference between RAMDisk and what I have Samsung EVO SSD with RAPID mode enabled (RAPID mode is more or less is same as RAMDisk), let me give another try, I have the installer already, if I get stuck will ask for your help.

 

BTW, its good to see you are helping out people here in getting RTD installed, appreciate it buddy!!

 

Try without the Ramdisk, and see whether you are happy with the data feed to your charts. It is not that it will not work, but you will definitely see a significant difference if you use ramdisk especially if you use more than one symbol and more than one chart for each.

 

But unless you try both option you will not experience the difference, no? Choose what works for you, GL

[Theoatrader]

Can u give the link to get RAMDISK and guide me how to install

[zoheb]

Can u give the link to get RAMDISK and guide me how to install

 

RamDisk download link location is already in my how-to above. Choose the Freeware option towards the bottom of the page.

 

Please read thru the full how-to once.

 

Installation is also shown in the videos available in the dropbox link (also in how-to) and is fairly straight-forward.

 

Have since added RamDisk installation instructions to my how-to above

 

Incase you run in to problems, feel free to ask here

Edited October 2, 2016 by zoheb
added RamDisk installation instructions line

[Theoatrader]

 

Can u guide me for different settings in RAMDISK. i have installed it

[zoheb]

 

Can u guide me for different settings in RAMDISK. i have installed it

 

Already answered in my how-to in the first post above. See below line "Create a 5MB ramdrive after installing Ramdisk (freeware version, 7.1MB): "

[zoheb]

Already answered in my how-to in the first post above. See below line "Create a 5MB ramdrive after installing Ramdisk (freeware version, 7.1MB): "

 

Quoting from the how-to:

 

In setting select the following: When I click start, "create a new FAT disk" using "5" of xx MB; "Label it" "RamDisk" and "do not create" a TEMP directory; When I make changes to the files on the disk, "do not save them". Next Click "Start RAMDisk" button.

Go to explorer > computer > manage > storage > disk management & change drive letter of 'ramdisk' to 'R'

 

 

You will need to carefully read the how-to and follow EACH & EVERY step without missing even one. Most issues are because some trivial detail is missed.

 

These utilities (RTD & NestGoesNinja) have been created by their developers from a pure personal 'utility' perspective to meet a need of theirs and hence is not built to be intuitive for a user as should be. The challenge is to think like them and configure without missing even one crazy step ;)

Edited October 2, 2016 by zoheb

[marketrulez]

You mentioned as you no longer use this? What is your source for the data?

[zoheb]

You mentioned as you no longer use this? What is your source for the data?

 

I trade futures on the NYMEX. But I do fire up Nest occasionally when I wish to see how the Indian markets are doing, which is when I use RTD with Nest. I did check it out friday to prepare this how-to.

[zoheb]

You mentioned as you no longer use this? What is your source for the data?

 

I trade futures on the NYMEX. But I do fire up Nest occasionally when I wish to see how the Indian markets are doing, which is when I use RTD with Nest. I did check it out friday to prepare this how-to.

[marketrulez]

Thanks Zoheb. For me NesttoNT not working as the backfill is failing, RT is fine, without backfill it will be difficult.

 

I will give another try to install RTD and if any questions or issues will ask you here.

[zoheb]

Thanks Zoheb. For me NesttoNT not working as the backfill is failing, RT is fine, without backfill it will be difficult.

 

I will give another try to install RTD and if any questions or issues will ask you here.

 

Feel free, good luck with that :)

[⭐ klhk]

Thanks zoheb for your step-by-step guide! even though i don't know anything about the indian market nor trade in it, i do appreciate your efforts to put together the guide to help others who need it. great job!

[zoheb]

Thanks zoheb for your step-by-step guide! even though i don't know anything about the indian market nor trade in it, i do appreciate your efforts to put together the guide to help others who need it. great job!

 

Thank you Klhk. Neither do I trade Indian Markets anymore ;)

[oapfx]

With this tool can I get the future data 6E, 6A, ES mini, etc?

 

Thanks

[zoheb]

With this tool can I get the future data 6E, 6A, ES mini, etc?

 

Thanks

 

This tool is only for streaming data from Now / Nest trader to Ninja Trader / AmiBroker.

 

Can be used for any instrument that can be traded using Now / Nest trader terminals.

 

Since "future data 6E, 6A, ES mini" (as far as i know) cannot be traded through Now / Nest, the answer to your query is NO.