Multiple Connections
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NinjaTrader supports multiple simultaneous connections to different connectivity providers and in some cases, to the same connectivity provider allowing you to:



Primary and Secondary Data Feeds

You may or may not want to use your brokers data feed as your primary data feed. For example, you may want to use eSignal as your primary data feed and your broker as back up. If this is the case, connect to eSignal first and then establish your broker connection. Whenever you request data for a particular market, NinjaTrader will request data from the eSignal connection first and then your broker connection second if a market data request fails from eSignal. During the connection creation process, you also have the ability to assign a back up data feed connection. By doing so, you tell NinjaTrader to fail over to the back up data feed if the primary feed is disconnected. This will only work if the back up data feed connection is live.



Connection Order is Significant

If you are establishing multiple connections that overlap in their provided market data services, the connection order you establish is critical. NinjaTrader will check for required market data services in the order your connections are established.


For example:


BrokerA - Provides real-time market and historical data
BrokerB - Provides only real-time market data


If you connect to BrokerA first and BrokerB second, when requesting market data NinjaTrader will request the data stream for both real-time and historical data from BrokerA even if you trade against BrokerB. It is possible you want to use the real-time market data from BrokerB (you perceive it to be faster) then you should connect to BrokerB first and BrokerA second. What about historical data? No problem since NinjaTrader is smart enough to realize that although it uses BrokerB for real-time data it will request historical data from BrokerA.