Data Feed Monitor

Updated:
Oct 22, 2015 1:00 PM File - Setting and Display of NT Priority removed from Indicator

Updated:
Oct 9, 2015 7:10 AM File - Show and plot NonLast and Lost volume information
Updated: Jun 8, 2015 2:40 PM File Text - Local clock adjustment removed. Not needed when using Dimension 4, as suggested by eDanny
Updated: Jun 7, 2015 6:10 PM File Text - Local clock adjustment value reset to zero on first bar of session.
Updated: Apr 1, 2015 10:55 AM File - Time Formatting
Updated: Mar 30, 2015 1:10 AM File - Show Most Negative ages.
Updated: Mar 19, 2015 11:05 AM File - Rearranged lines to shorten. Added Session Max Age.
Updated: Mar 18, 2015 7:12 PM File - Fixed alert overwrite.
Updated: Mar 18, 2015 12:15 PM File - Added Instrument Name to plot title.
Updated: Mar 18, 2015 8:50 AM File and Text - Parameter update.

Plotting - Information being plotted. One of three Indicator plots can be selected:
Maximum_Data_Age_Per_Second,
Maximum_Data_Exchange_Sent_Per_Second, and Maximum_Data_Locally_Processed_Per_Second

Author: James R. Walker

Setting the local computer's clock and keeping its time accurate: The Indicators DataFeedMonitor, LEDOnMarketDataLast, and LEDOnMarketDataBidAsk do calculations based on the current time from the local computer's clock.

This Indicator measures and plots the age of data from any Real-Time Data provider that has a Native (exchange provided) Timestamp. For a comparison of providers see NinjaTrader Help Topic: Historical & Real-Time Data. Check column Real-Time Timestamp if you are not using Continuum or Rithmic. It must be Native to measure age.

This Indicator will create three Alerts based on parameters:
Fast Market Alert - An alert when exchange is reporting information that is this specified seconds old.
No Live BidAsk Alert - An alert when no Bid/Ask seen in specified number of seconds.
No Live Trade Alert - An alert when no Live Trade seen in specified number seconds.

This Indicator ensures that NT has High Process Priority.

Parameters:
AlertMsgColor - Drawn Alert Message Color. Default=Firebrick. It shows up well on White and Black backgrounds.
AlternateColor - Color used to draw dynamic text on chart. Default=Firebrick. It shows up well on White and Black backgrounds.
FastMarketSeconds - Create an alert when exchange is reporting information that is this many seconds old. Default=15. Default is not a recommended value. Change to what you consider a fast market.
HideIndicatorName - Prevent display of indicator's name at top of chart. Default=False
LinesLeftBelow - This parameter allows text shown to be moved up and down. Increase value if overwriting text from other Indicators. Decrease to remove blank lines below text. Default is 1;
NoLiveBidAskSeconds - No Bid/Ask seen in this many seconds alert. Default=15. Default is not a recommended value. Change to value you like.
NoLiveTradeSeconds - No Live Trade seen in this many seconds alert. Default=15. Default is not a recommended value. Change to value you like.
Note - Optional information that will print before the text written to chart and Output window.
Plotting - Information being plotted. One of five Indicator plots can be selected:
Maximum_Data_Age_Per_Second
MostNegative_Data_Age_Per_Second
Maximum_Data_Exchange_Sent_Per_Second
Maximum_Data_Locally_Processed_Per_Second
NonLast_and_Lost_Total

PrintDailyData - When True Exchange provided Daily High, Low, and Volume Printed to Output Window. Default=False. If True then Daily Data printed even if PrintDisplayedInfo=False. Exchange sends Daily Volume after each trade. Exchange only sends Daily Highs and Lows after new one occurs.
PrintDisplayedInfo - When new max delays occurs, Print displayed info to Output Window? Default=False. If you will be looking at the Output Window then change this parameter to True.
ShowAllMessages - Force all messages to be shown on chart. Default is false.
TextColor - Color used to draw static text on chart. Default=LimeGreen. It shows up well on White and Black backgrounds.

Created By Jim W.
NinjaTrader Version 7
File Size 24.4 KB
Create Date 02/03/2015
# of Downloads 550

Importing to NinjaTrader 7 is Easy!

To import your 3rd party app or add-on to NinjaTrader, simply follow these 3 steps:

  1. Download the app or add-on file to your desktop
  2. From the NinjaTrader Control Center window, select the menu File > Utilities > Import NinjaScript
  3. Select the downloaded file from your desktop

Questions?

Visit the NinjaScript File Sharing discussion in the NinjaTrader user forum to interact with fellow traders and the NinjaTrader support team.