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New here - looking for tips

Posted By AP Last Year
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Posted Monday July 31 2017
Hey guys,

I am just getting started with RightEdge. One of my initial goals is to write a plugin for my existing data service provider - Nanex NxCore. I am posting this here to seek some guidance and tips from you all to hopefully speed up my development.

My current system is built on .NET. I built the interface to NxCore and I store all data parsed from NxCore tape files in a SQL Server database at the end of each day. I have about 5 years of data for NYMEX in this database. I am replacing my user-interface with RightEdge because it has become too difficult to maintain now that I am trading more and programming less.

I have gone through the plugin sample source code for IQFeed (thank you very much) and developing a plugin for NxCore seems pretty straight forward.

One of the challenges I see is making all of my data attributes available in RightEdge. I have more attributes associated with each bar than the BarData class members. Right away, I thought I could just extend the BarData class and then cast it to my subclass wherever required. But then I saw the code for real-time data and see how the TickType enum is probably used to update BarData in real-time. So I thought of asking in this forum what the right way to go would be. These additional attributes are used for display on charts and generating trade signals.

Also, I am coming from evaluating another competing software (which I unfortunately purchased without checking basics) so I wanted to ask if negative price values are handled correctly. In my case, this applies to futures spreads that can have negative values if the forward curve is contango. The other software ignored any price values less than 0 which turned out to be a deal breaker.

I would be very grateful for any tips/suggestions/pointers to help with what I am trying to accomplish here.

Thanks in advance for your time,

Edited: Monday July 31 2017 by AP

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