I'd like to have a simple connector/bridge built between NinjaTrader 7 (NT7) and CityIndex API (CIAPI). Normal practice would probably be to build it in C# but I'd prefer it in Python, using web2py if possible. There is an incomplete Python version of the CIAPI library at http://code.google.com/p/ciapi/ Docs on the NT7 side are at... http://www.ninjatrader.com/support/helpGuides/nt7/dll_interface.htm?zoom_highlightsub=ntdirect and there are various URLs for the CityIndex API docs but you could start at: https://ciapipreprod.cityindextest9.co.uk/ciapi.docs/ and at: https://ciapipreprod.cityindextest9.co.uk/ciapi.docs/#content.concepts The solution may involve using a local FIX server, such as the one available at http://www.quickfixengine.org/
The purpose of this bridge is to allow trades to be placed using a UI other than the one provided by CityIndex; I would prefer to use NT7 as my UI. I've tried to keep this message as brief as possible. More detail available upon request. I estimate the work would take 7 to 10 days.
