Connecting Interactive Brokers Futures Data to NeuroShell’s Data Pump
Summary
The document outlines a beginner’s proposed workflow for sending Interactive Brokers futures data into NeuroShell Trader for live use. It describes NeuroShell’s Data Pump as an interface that lets an external application collect data and pass streams into the trading platform. Data can be assigned a ticker and category, and the platform can receive intraday bars as well as other data types. The author is specifically interested in five-minute futures bars and considers using a Node.js wrapper for the broker API to write data to a text file before forwarding it through a custom DLL.
This is a request for development guidance rather than a completed implementation. It provides no working code, API details, connection procedure, file format, or evidence that the proposed file-to-DLL path will work. Its useful takeaway is the separation of responsibilities between broker data collection and the platform’s feed interface; practical reliability, timing, and data-format requirements remain unresolved.
Key ideas
- NeuroShell’s Data Pump allows an external application or library to supply market data to the platform.
- The feed can identify separate streams using ticker and category information.
- The author’s intended use is to deliver five-minute futures bars from Interactive Brokers.
- The proposed Node.js, text-file, and DLL workflow is an idea rather than a demonstrated solution.
Tags
Full text
# Downloading IB futures data and then making a datapump to another program # Downloading IB futures data and then making a datapump to another program I never have programmed before in my life but I wouldn't mind learning if I knew what i needed to do in order to solve my problem. I use neuroshell for day trading and use it extensively for trading futures with IB I use this program https://www.bowfort.com/Products/cartViewItem?sku=NSIBF to feed data from IB to neuroshell so I can use neuroshell in real time. I want to see if I can make this program myself so I do not hve to pay 39.99 a month Neuroshell has a programmable option to make use of a datapump that is built into it. If you knew how use IB's API you could download the data you need and feed it yourself to neuroshell in real time. AndI only want to use 5 minutes bars. This is neuroshell's quote in its documentation NeuroShell Trader includes a feature called the Data Pump Server (DP, or Data Pump) that acts as an intermediary to feed an external data stream into the NST and makes your application or DLL the primary data source. For software developers the DP is available through calls to eight API functions located in the NSTFEED.DLL, distributed with NST. The DataPump requires the user to build his/her own external application or DLL, which will act as a data feed server. The user’s application collects data from the desired source(s) and sends the data to the NSTFEED.DLL. On the other end, NST is switched to receive the data through the Data Pump interface. This is done by selecting the name of your server application or DLL from the Tools -> Data Sources -> Server tab (NST scans the Servers directory beneath its location and adds the available EXEs and DLLs to the Server list). It is possible to transmit not just one, but a number of data streams simultaneously. The user’s application or DLL puts an identification mark on each data stream by assigning it a ticker and category. Tickers, transmitted through the DP, always appear in the data category (in NST) specified by the API call. NST receives data and uses it just as if it were Quote.com, or E-signal, a text file, or any other data source. NST backs up all data received from the DP and other data sources (Quote.com, eSignal, etc.) on the hard disk. Therefore, NST will try to merge previously downloaded data with current requests to minimize data requested. The Data Pump can transmit any kind of data: historical end-of-day (such as daily, weekly, monthly), historical intraday (such as 1-min, 2-min, 5-min, etc.), and historical and real-time tick data. I was wondering how I could setup such a program or dll for neuroshell. I myself was thinking of using Interactive Brokers API addon for NodeJS https://www.npmjs.com/package/ibapi Then. getting node.js to write the 5 minute futures bar to a txt file in a readable format to neuroshell then making a dll that calls the txt file and sends it to neuroshell but as you can see I am such a beginner in this thinking process and wondering about expertise in this development.
Shown in full with attribution under the source's licence. Licence: CC BY-SA 4.0 (Stack Exchange)
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.