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Old 07-17-2017, 11:34 AM   #1
frankduc
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Hi,

Can we download tick data from IB?
I tried but its not working.

Frank
ty
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Old 07-17-2017, 11:44 AM   #2
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Hello Frank,

Interactive Brokers does not supply historical tick data into NinjaTrader.

Many Interactive Brokers users subscribe to Kinetick to receive historical tick data.

http://kinetick.com/

You can contact the Kinetick support team at support@kinetick.com
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Old 07-17-2017, 12:55 PM   #3
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There's something i dont understand.

If i use IB TWS API Excel DDL i can download 1, 3, 60 seconds data.
In NT chart i can set a 10 or 60 seconds chart.

But i cant retrieve that range of data in historical data because the only interval possible is tick and minute.
If IB have seconds data available why NT dont offer that data range?

Thank you
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Old 07-17-2017, 12:59 PM   #4
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Hello Frank,

Interactive Brokers only supplies real time tick data in NinjaTrader.

What version of NinjaTrader are you using? You can check under Help -> About (Example: 7.0.1000.X or 8.0.X.0)

What instrument (and expiry if applicable) have you selected?

Do you receive an error on screen? Are there errors on the Log tab of the Control Center? If so, what do these errors report?
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Old 07-17-2017, 01:05 PM   #5
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8.0.7.0

ok i understand that explain why the api still make me wait for friday tick data. It will probably never process. Its ESU7.

Thank you for your time
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Old 07-18-2017, 05:54 AM   #6
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I got a chart from yesterday ES 09-17 but tick data dont appear in the historical data.

It was data for about an hour and i was expecting the data to be there in the historical data next to minute.

Why its not there? Next to last there is only minute.
When kinetick say end of day data do they also mean tick data as well?

Thank you
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Old 07-18-2017, 06:11 AM   #7
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Hello frankduc,

Interactive Brokers does not supply historical tick data in NinjaTrader.

You will not be able to receive historical tick data from IB in NinjaTrader.

To receive intra day data from Kinetick you will need to subscribe to a Kinetick account.

https://kinetick.com/Subscribe
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Old 07-18-2017, 06:31 AM   #8
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You are not reading what im saying.

Im not trying to download historical data.

I receive tick data live but it doesnt show in the historical data window. It should at least keep the data in storage. The daily data i receive while NT is online.

It was the case before why the data is lost when i close NT and why its not stored in hist data?
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Old 07-18-2017, 06:40 AM   #9
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Hello frankduc,

To save real time data to your PC to be used as historical data later you will need to go to the Control Center > Tools > Options > Market Data, check the box 'Record live data as historical' and press OK.
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