NinjaTrader supports third-party plugins to integrate market data with their desktop software platform.
BitMEX offers access live market data. The BitMEX plugin does not support trading or any transactions. It only provides market data for research and testing purposes.
- Download the latest NinjaTrader-BitMEX Release
- Launch NinjaTrader 8
- From the menu, select Tools > Import > NinjaScript Add-On
- Select the zip file downloaded in step 1
- Restart NinjaTrader
Once your plugin is installed, you need to set up the connection to BitMEX. This only needs to be done once. Launch NinjaTrader, and from the menu select Connections > Configure.
You should see an entry in the Available pane for BitMEX. Select it and click Add in the Configured pane. You can name the connection if you wish in the Properties pane.
A username and password are required by NinjaTrader, but are not used by BitMEX. You can set any values, for example "test" and "test".
Click OK to save your connection and exit. Now when you click on the Connections menu item, you should see an option for BitMEX. Click on it to connect.
BitMEX offers several types of data for NinjaTrader research. The following items are available:
- Live quotes
- Order book
- Historical quotes
- News
- Hotlist
- Strategy Analyzer
To view any of the above, you need to connect NinjaTrader to BitMEX's data feed.
NinjaTrader allows creating lists of instruments. To create a list for BitMEX instruments, in the menu go to Tools > Instrument Lists. In the left pane of the dialog, click Add and type the name of your list. Instruments can then be added to the list by name. Available BitMEX instruments can be viewed by opening Tools > Instruments and filtering by "BitMEX".
To view live bid/ask data for any symbol traded on BitMEX, click on New in the menu and select Basic Entry or Market Analyzer. For Basic Entry, simply enter your symbol in the Instrument box. For Market Analyzer, right click in the window and select Add Symbol. Multiple symbols can be added in this way.
To view the order book for a symbol traded on BitMEX, click on New in the menu and select Level II. Right click in the window that appears and select Instruments > the symbol you are interested in. The window does not need to be refreshed, updates will automatically be streamed from BitMEX.
To plot historical tick data from BitMEX, select New > Chart from the top menu. In the window that appears, type your symbol and hit enter.
Data can be viewed in 1 minute or 1 day bins. To select bin size, go to the properties pane, go to the Data Series section and choose Minute or Day in the Type dropdown.
You can choose the date range in the Time Frame section of the Properties pane.
Volume can be plotted in parallel with price data. To do so, right click on the chart and select "Indicators" or hit Ctrl-I. In the list of available indicators, select "VOL" and click Add.
BitMEX API requests are rate limited. If you specify a very wide date range, it may take a long time for the data to be returned.
For futures instruments, NinjaTrader overrides the symbol entered in NinjaTrader's UI and substitutes another month based on your date range. This can result in NinjaTrader fetching the wrong symbol, or returning no data for your query.
To turn off this behavior, go to Tools > Options > Market Data and set Global Merge Policy to Do Not Merge.
To view news items from BitMEX, from the top menu select New > News. Items will be automatically streamed from BitMEX.
Hotlists are a set of related instruments, for example highest volume or biggest percentage gainers. BitMEX currently supports one hotlist, the instruments with the greatest turnover for the last 24 hours.
To view the BitMEX hotlist, in the menu select New > Hot List Analyzer. In the window that appears, select Highest Turnover from the dropdown.
To run a strategy analysis, from the top menu select New > Strategy Analyzer. Select the instrument, strategy type, and time frame you want and click Run.
To remove the BitMEX plugin from NinjaTrader, go to Tools > Remove NinjaScript Assembly.
Remove both BitmexConnect and websocket-sharp. It takes a few seconds to remove each;
wait for the first to finish before removing the second.
If you're not receiving data in any windows, double check your BitMEX connection is configured correctly and you are connected.
If you're charting prices for a futures contract, check the setting in Tools > Options > Market Data. The setting for Global Merge Policy should be Do Not Merge.