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| # BitMEX NinjaTrader Adapter | ||
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| NinjaTrader supports third-party plugins to integrate market data with their desktop software | ||
| platform. | ||
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| 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. | ||
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| - [Installation](#installation) | ||
| - [Usage](#usage) | ||
| * [Connecting](#connecting) | ||
| * [BitMEX data](#bitmex-data) | ||
| + [Live quotes](#live-quotes) | ||
| + [Order book](#order-book) | ||
| + [Historical quotes](#historical-quotes) | ||
| - [Notes on charting](#notes-on-charting) | ||
| + [News](#news) | ||
| + [Hotlists](#hotlists) | ||
| + [Strategy Analyzer](#strategy-analyzer) | ||
| - [Uninstallation](#uninstallation) | ||
| - [Troubleshooting](#troubleshooting) | ||
| * [No Market Data](#no-market-data) | ||
| * [Empty Chart](#empty-chart) | ||
| - [Developers](#developers) | ||
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| ## Installation | ||
| - Download the latest [NinjaTrader-BitMEX Release](https://github.com/BitMEX/ninjatrader-bitmex/releases) | ||
| - Launch NinjaTrader | ||
| - From the menu, select Tools > Import > NinjaScript Add-On | ||
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| - Select the zip file downloaded in step 1 | ||
| - Restart NinjaTrader | ||
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| ## Usage | ||
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| ### Connecting | ||
| 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. | ||
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| 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. | ||
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| A username and password **are required by NinjaTrader**, but are not used by BitMEX. You can set any | ||
| values, for example "test" and "test". | ||
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| 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. | ||
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| ### BitMEX data | ||
| BitMEX offers several types of data for NinjaTrader research. The following items are available: | ||
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| - Live quotes | ||
| - Order book | ||
| - Historical quotes | ||
| - News | ||
| - Hotlist | ||
| - Strategy Analyzer | ||
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| To view any of the above, you need to connect NinjaTrader to BitMEX's data feed. | ||
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| 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". | ||
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| > Note: NinjaTrader does not support all of BitMEX's contract names. | ||
| > NinjaTrader does not support numbers in symbol names, so for futures like `XBTZ17`, you | ||
| need to use the format SYMBOL MM-YY, where MM and YY are the two-digit month and year the | ||
| contract expires. The year is the two digits at the end of the BitMEX symbol, 2017 in the case of | ||
| `XBTZ17`. The month is designated by the letter immediately before the year, Z in this case. For | ||
| a list of month codes, see [BitMEX's futures documentation.](https://www.bitmex.com/app/futuresGuideExamples#Futures-Month-Codes) | ||
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| > For relisting futures such as ETC7D, replace the suffix with "WKLY" for weekly futures or "DLY" | ||
| for daily futures. For example, ETC7D becomes ETCWKLY. | ||
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| #### Live quotes | ||
| To view live quotes 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. | ||
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| #### Order book | ||
| 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. | ||
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| #### Historical quotes | ||
| To plot past BitMEX data, from the menu select New > Chart. In the window that appears, enter | ||
| your symbol and hit enter. | ||
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| 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. | ||
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| You can choose the date range in the Time Frame section of the Properties pane. | ||
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| ##### Notes on charting | ||
| 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. | ||
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| 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. | ||
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| To turn off this behavior, go to Tools > Options > Market Data and set Global Merge Policy to Do | ||
| Not Merge. | ||
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| #### News | ||
| To view news items from BitMEX, from the top menu select New > News. Items will be automatically | ||
| streamed from BitMEX. | ||
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| #### Hotlists | ||
| 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. | ||
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| To view the BitMEX hotlist, in the menu select New > Hot List Analyzer. In the window that appears, | ||
| select Highest Turnover from the dropdown. | ||
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| #### Strategy Analyzer | ||
| 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. | ||
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| ## Uninstallation | ||
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| 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. | ||
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| ## Troubleshooting | ||
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| ### No Market Data | ||
| If you're not receiving data in any windows, double check your BitMEX connection is configured | ||
| correctly and you are connected. | ||
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| ### Empty Chart | ||
| 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. |