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IB intraday history from 2009 year and NJ 8

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    IB intraday history from 2009 year and NJ 8

    Dear NJ8 designer.

    Interactive Brokers, now have intraday history from 2009 year for US, European stock's.

    How download this history, if your program reject download history after "pacing violation", and not return download data after this restriction end ?

    I about elementary functionality in Historical Data tools.
    Attached Files
    Last edited by TCust; 09-24-2015, 07:18 PM.

    #2
    I believe that serious developers need to save money and time trader.

    Or do you think that the external DataFeed with cost $ 600-1000 per year, per trader, the best solution for this simple problem, the fact that you can free download one time from your broker ?

    I visualize your functionality IB adapter in Attachment for some traders, and this only one year
    Attached Files
    Last edited by TCust; 09-24-2015, 09:00 PM.

    Comment


      #3
      Hello TCust,

      I will follow up with Product Management on this item.

      Comment


        #4
        TCust,

        We discussed this prior with you here: http://ninjatrader.com/support/forum...ad.php?t=55450

        Let my know if you have any questions.

        Comment


          #5
          Hello Brett

          How I download 5 years intraday data in Ninja ?

          1. I change period on 8 month
          2. Download this block data
          3. Wait "pacing violation end" 10 min
          4. I change next period on 8 month
          5. Download this block data
          6. Wait "pacing violation end" 10 min
          .... 10 time repeat

          How I download this data in Multicharts, Amibroker, SierraChart
          1. I open Chart with full period and all data download.

          I understand that you have Kinetik and not wont elementary fix IB adapter, but Interactive Brokers one biggest broker in world, and many traders use Ninja with IB and trade US, European and Asian exchange. Clear charts with rejected ticker's nice your sales in future and comfort use your platform with IB.

          And I not write that you use incorrect market data for direct route tickers ( bid/ask) , use SMART data, this is fantastic for electronic trading platform, and for trader who use direct exchange |ISLAND or |NYSE

          Comment


            #6
            You would need to download it block by block as you described. NinjaTrader does not have a download scheduler feature for IB. We did make improvements from NT7 to NT8 where we will hit the pacing violation in less circumstances so we are better off then NT7 here. However you still could run into it when downloading a lot of data at one time.There are no plans to change this in the near term.

            Comment


              #7
              ....
              ....
              while ( CheckBox.AdapterSetting.DownloadAllData == true && IB.Status == PacingViolation )
              {
              Timer( 60 second );
              }
              ....
              Download Data
              ....
              ....

              Really big problem Brett ?

              Comment


                #8
                As explained prior we would not want to introduce that logic and the actual wait time is upwards of 10 minutes. Waiting 10+ minutes for data is a bad user experience as such we do not implement the timer approach and prefer the error out approach.

                Comment


                  #9
                  IB intraday history important for FX traders

                  Hi,

                  frankly, even though I've been happy with NT so far, NT's handling of IB's historical data feed has me seriously thinking of changing my trading platform, at least for FX. I use Kinetick for data backup and also for historical data, but for my FX trading, I'm really unhappy with their historical data. FX data unfortunately are largely broker dependent, and as Kinetick's FX data are supplied by FXCM, there are huge discrepancies between their data and IB's, leading to unreliable backtests. In case anyone should argue why don't I trade FX through FXCM: that's not an option, for various reasons.

                  Comment


                    #10
                    Hello duckthwaider,

                    Thank you for your kind words on NinjaTrader 8.

                    Keep in mind that Forex data is provided from different market providers for most data feed providers. So it is possible to see differences in historical data from one provider to the next.

                    Comment


                      #11
                      Hello Patrick,

                      that precisely is the point I've tried to make: different FX providers provide different data; and if you cannot download the provider's data history because of NT restrictions, your backtests are going to be flawed or even useless. So what solution do you suggest : switch to a trading platform that will let me download data from IB ?

                      Kind regards
                      Joerg

                      Comment


                        #12
                        Just to close this out for now:

                        1. Data restrictions are by design of the IB API as described here: https://www.interactivebrokers.com/e...imitations.htm
                        2. Other platforms have built in tools to circumvent the IB API restrictions which result in data being queued to be downloaded - sometimes 10 minutes
                        3. We will consider adding this option for a future release of NinjaTrader
                        MatthewNinjaTrader Product Management

                        Comment


                          #13
                          Thank you Matthew, from all IB traders !

                          Comment

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