IB Historic Data

[scriabinop23]

OK. Just an update. The update to 6.507 did not fix the problem.

[NinjaTrader_Dierk]

Did you try a complete new DB by deleting/renaming the old one in <my documents>/NinjaTrader6.5/db/NinjaTrader.mdb?

[scriabinop23]

Did you try a complete new DB by deleting/renaming the old one in <my documents>/NinjaTrader6.5/db/NinjaTrader.mdb?

Just did that now; no progress; perhaps you would like to try for yourself with my accounts (paper account and regular account log and perform the same, using 877.5 and 881 .. although for this, i'm using your 877.5 supported version) ? That way you have access to all the logs instantly.

[NinjaTrader_Dierk]

Please send me your live account credentials to dierk AT ninjatrader DOT com. Note: paper trading account is not supported.

[scriabinop23]

Just an update to this thread: No formal support for downloading expired data on IB straight from within Ninjatrader (confirmed). Maybe in 7.0??

BUT, there is an alternative. I found this developer:

http://home.cidadevirtual.pt/jtwsdump/

$69 euros and it pulls all the expired data off of IB you want. Nice design and he even customized it already for ninjatrader users (he's done a format that is ready off the shelf for ninja import).

EDIT: The author of the tool reached out and suggested that he would discontinue the link above and replace it with the following link: http://www.tradingsoftwarelab.com/jtwsdump/

[NinjaTrader_Dierk]

>> no formal support for downloading expired data on IB straight from within Ninjatrader (confirmed)
Acknowledged, we have this on our list for NT7

[Aussie2]

IB Pacing Violations

Not sure whether this issued now resolved, and so make the following comments.

I had success downloading historical data for prior futures contracts from latest versions of IB TWS (ver 881.7) into NinjaTrader (Beta ver 6.5.0.8)

I used Format Data Series to download the historical data into a new chart or existing chart, and was able to download several weeks of minute data every 5 mins without incurring the dreaded IB pacing violation.

However IB pacing violations occurred whenever NT attempted to re-download historical data for periods that had previously been downloaded.

I found the settings used in the NT Format Data Series dialogue crucial. In the Range Settings area of the Format Data Series dialogue I had to use First date and Last date options. If I used the Last date and Days Back option NT would seem to re-download from the current date. Also if I had another chart open to the same instrument then NT would seemed to start to download from the most recent date in either open chart.

Has anyone else noted these peculiarities?

Finally in the NT Control Centre there is a setting at Tools>Options>Data to “Store real time bar data” Should this be ticked when using IB to minimize IB pacing violations? (I recall there is a Help note not to store real time bar data when your data vendor supplies historical data.) I tend to leave this option ticked.

[NinjaTrader_Dierk]

Next NT6.5 will have optimized data queries -> the likelyhood you'll run into the pacing violation queries is reduced. I suggest retesting with next beta.

[wwwmbox]

Please note that the tool jTWSdump mentioned by user scriabinop23 has moved to:

http://www.tradingsoftwarelab.com/jtwsdump/

You can confirm this by visiting the old link while it is still redirecting to the new domain. The old link and the redirection to the new location will be discontinued.

Just an update to this thread: No formal support for downloading expired data on IB straight from within Ninjatrader (confirmed). Maybe in 7.0??

BUT, there is an alternative. I found this developer:

http://home.cidadevirtual.pt/jtwsdump/

$69 euros and it pulls all the expired data off of IB you want. Nice design and he even customized it already for ninjatrader users (he's done a format that is ready off the shelf for ninja import).