Multi Period Indicators & TD Ameritrade

[DionysusToast]

Hi

I have an indicator that does this:

Add(PeriodType.Tick,1);

And then later does this:

Bars.Session.GetNextBeginEnd(DateTime.Now, out sessionBegin, out sessionEnd);
DebugMessages("TD Ameritrade Bars " + Instrument + " Start " + sessionBegin + " Bars " + Closes[1].Count);

If I connect to TDAmeritrade and look at a Futures contract, this works fine. Trouble is, I am doing this for a customer that wants to look at equities and for equities, this always returns:

4/22/2015 1:44:22 PM|1|4|TD Ameritrade Bars EBAY Default Start 4/22/2015 9:30:00 AM Bars 0

So it's as if the new data series always has zero bars for equities but works just fine for futures with TD Ameritrade connections. I tested Kinetick & it's fine for futures & equities.

Any ideas why that may be?

Thanks

Pete

[Calonious]

I think that's because TD Ameritrade doesn't support historical tick data according to the Help Guide link -
http://www.ninjatrader.com/support/h...rical_data.htm

[NinjaTrader_DaveI]

Hello,

One possibility that stands out to me is that the client may not be enabled for tick data for equities in his TD Ameritrade account. Can you ask him to call TD Ameritrade and make sure he is enabled for equities tick data, specifically for use with third-party applications like NinjaTrader?

If he is enabled, please let me know, and I'll dig a bit deeper.

[DionysusToast]

Thanks Dave - I'll have them ask now....

[DionysusToast]

14:11 nim: could you enable my account for tick data for equities for use with third-party applications like NinjaTrader?
14:17 Taylor_CHI: Hello, all accounts already have access to tick data
14:18 nim: So my account is currently enabled for tick data to use with third-part applications?
14:22 Taylor_CHI: ok, sorry, I missed the part about the 3rd party. The feed that provides the data for the third party apps does not provide tick data
nim: Why it works with futures contracts but not equities?
14:30 Taylor_CHI: it shouldnt work with either


lol - OK - that's my answer then!

[sledge]

Hi

I have an indicator that does this:

Add(PeriodType.Tick,1);

And then later does this:

Bars.Session.GetNextBeginEnd(DateTime.Now, out sessionBegin, out sessionEnd);
DebugMessages("TD Ameritrade Bars " + Instrument + " Start " + sessionBegin + " Bars " + Closes[1].Count);

If I connect to TDAmeritrade and look at a Futures contract, this works fine. Trouble is, I am doing this for a customer that wants to look at equities and for equities, this always returns:

4/22/2015 1:44:22 PM|1|4|TD Ameritrade Bars EBAY Default Start 4/22/2015 9:30:00 AM Bars 0

So it's as if the new data series always has zero bars for equities but works just fine for futures with TD Ameritrade connections. I tested Kinetick & it's fine for futures & equities.

Any ideas why that may be?

Thanks

Pete

I haven't followed tda's work with futures contracts in the api in the last couple years. It's up and running?

Tda's ToS application is still not equivalent to the api NT uses.

They are mostly 2 different beasts.