I need to integrate the Cedro data feed into Ninjatrader taking into consideration wether each tick was either a buy or a sell trade and wether it's a cross-order or not. There's an official plugin for the Ninjatrader from Cedro, but these particularities are not present (as they're not present on any other datafeed either). On the other hand, they do have the datafeed service available for 3rd party applications where such information is present and can be used.
So I need someone to develop an application to work as a middleware between the datafeed and Ninjatrader, in order to receive data from Cedro and stream it to Ninjatrader taking the information of buy and sell volume and cross trades into consideration (cross trades being an on/off filter switch on the application). The application must, of course, receive commands from Ninjatrader on which symbols/instruments to stream.
I also need an indicator to show me the buy volume, the sell volume, and the volume delta per bar (on Renko or minutes) within Ninjatrader. Volume delta is calculated as buy trades minus sell trades. A buy or a sell trade is defined as a trade at the bid or the ask price.
The Cedro feed is able to inform that directly.
Both indicator and datafeed must the able to backfill if a connection problem occurs. I need the connection to work with NT7 and NT8 and have the indicator for both versions as well.
Programmer must have experience with trading software (specifically Ninjatrader) and datafeed integration. I'll test the solution against another trading platform that already has such indicator built in and a proprietary datafeed.
: Programación y TecnologíaSubcategory
: OtrosProject size
: MediumIs this a project or a position?
: ProjectI currently have
: I have the designRequired availability
: As neededAPI Integrations
: Other (Other APIs)