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Practical problem when downloading only IB data for stocks

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    Practical problem when downloading only IB data for stocks

    Hi NT.

    I need to update always my charts with the original intraday IB data for my stocks and Etf. The practical problem is since I have to save this data as historical, I need to have an opened chart for each instrument, so as you can imagine, if I had a list with 50 instruments, it'd be 50 charts in a workspace. I'm aware that NT should be capable depending on your hardware specs, still I wonder if NT is able to manage this. Otherwise, perhaps create several Workspaces? Any suggestions?

    Thanks

    #2
    Originally posted by pstrusi View Post
    Hi NT.

    I need to update always my charts with the original intraday IB data for my stocks and Etf. The practical problem is since I have to save this data as historical, I need to have an opened chart for each instrument, so as you can imagine, if I had a list with 50 instruments, it'd be 50 charts in a workspace. I'm aware that NT should be capable depending on your hardware specs, still I wonder if NT is able to manage this. Otherwise, perhaps create several Workspaces? Any suggestions?

    Thanks
    Put the instruments that you want to be updated in realtime, into ONE, single, Market Analyzer window. Link that Market Analyzer window to chart(s), and you can even scroll through the instruments and see how the price acts on the chart(s).

    You do not need to keep multiple charts open, each with one instrument, just so that you can get updates.
    Last edited by koganam; 06-23-2019, 09:51 AM. Reason: Corrected grammar.

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      #3
      Thank you very much Koganam for your wise suggestion. As I always I appreciate your good will in this forum helping us out.

      Kind regards!

      Comment


        #4
        Once again Koganam, thanks. All these years developing strategies kept me away to be aware of this powerful feature for massive data.
        I imagine that if I ran an automated strategy, its positions will feed the Market Analyzer as it was a regular discretionary trade.

        By the way, I imagine that you're aware of the issue in the simulator when you're running several different assets class live data simulations with Sim101 account. At the beginning, it seems ok, but eventually, several orders got rejected without any logical reason. I imagine that this issue actually does not happen with your real broker account cause it's not a Sim101 account. But I wonder, if you had the need to solve this issue for simulations. If you have any ideas, I'd be glad to read.
        Thanks!

        Comment


          #5
          Originally posted by koganam View Post

          Put the instruments that you want to be updated in realtime, into ONE, single, Market Analyzer window. Link that Market Analyzer window to chart(s), and you can even scroll through the instruments and see how the price acts on the chart(s).

          You do not need to keep multiple charts open, each with one instrument, just so that you can get updates.
          Koganam, I've set my workspace as you suggested, pretty handy, one market analyzer window with its linked chart to easily chart any picked instrument, however, I've realized that in spite of I've selected: "Get data from server ( if available )" and "Save chart data as historical" if you don't have an active chart of that instrument, the tick historical data from the broker might not be downloaded into NT database ever, so my opened question to NT support team and Koganam:

          Is there any way or set, that allows downloading all window market analyzer instruments's historical tick data from IB, without having multiple charts ?

          Thanks!

          Comment


            #6
            Originally posted by pstrusi View Post

            Koganam, I've set my workspace as you suggested, pretty handy, one market analyzer window with its linked chart to easily chart any picked instrument, however, I've realized that in spite of I've selected: "Get data from server ( if available )" and "Save chart data as historical" if you don't have an active chart of that instrument, the tick historical data from the broker might not be downloaded into NT database ever, so my opened question to NT support team and Koganam:

            Is there any way or set, that allows downloading all window market analyzer instruments's historical tick data from IB, without having multiple charts ?

            Thanks!
            Not from IB.

            Comment


              #7
              Originally posted by pstrusi View Post
              Thank you very much Koganam for your wise filezilla uc browser rufussuggestion. As I always I appreciate your good will in this forum helping us out.

              Kind regards!
              if I had a list with 50 instruments, it'd be 50 charts in a workspace. I'm aware that NT should be capable depending on your hardware specs, still I wonder if NT is able to manage this. Otherwise, perhaps create several Workspaces? Any suggestions?
              Last edited by WAILITA; 08-08-2019, 02:09 PM.

              Comment


                #8
                Originally posted by WAILITA View Post

                if I had a list with 50 instruments, it'd be 50 charts in a workspace. I'm aware that NT should be capable depending on your hardware specs, still I wonder if NT is able to manage this. Otherwise, perhaps create several Workspaces? Any suggestions?
                It could be any number of charts that you want to use: as few as ONE. You just have to link the Market Analyzer to the chart(s) as you wish.

                That was clearly stated in my original response to the OP.

                Comment


                  #9
                  Originally posted by koganam View Post

                  It could be any number of charts that you want to use: as few as ONE. You just have to link the Market Analyzer to the chart(s) as you wish.

                  That was clearly stated in my original response to the OP.
                  But that's not exactly accurate, cause in the moment you change the instrument, tick data stops to download into the database and this is a problem if you work with InteractiveBrokers.The only way I've found to download tick data in a passive way ( not on active chart ) is if you run some strategy based on tick data. As long the strategy runs, you're sure that tick data flows into NT database.

                  Comment


                    #10
                    From our perspective, the best solution would be to obtain a feed that provides NinjaTrader with historical tick data (like Kinetick). Unfortunately, due to limitations of the Interactive Brokers API, it is not feasible to request historical tick data from Interactive Brokers:

                    https://interactivebrokers.github.io...lity&gsc.tab=0

                    Please see the "Understanding the data provided by your connectivity provider" section of the link below for information about what supported data providers supply to NinjaTrader 7:

                    https://ninjatrader.com/support/help...rical_data.htm


                    With that said, only chart data would be saved when 'save chart data as historical' is enabled, so the Market Analyzer solution proposed would not work in NinjaTrader 7 (this does work in NinjaTrader 8). Multiple charts or multiple symbols in the same chart would be the only built-in work-around for recording tick data from Interactive Brokers in NinjaTrader 7.
                    Patrick G.NinjaTrader Customer Service

                    Comment


                      #11
                      Patrick, so if I understand what you say, in NinjaTrader8, if I have the Market Analyzer Windows with 50 symbols, and one linked tick data chart, every symbol will have saved its tick data all time even when its chart is not selected ?
                      Thanks

                      Comment


                        #12
                        A chart is not necessary to accomplish recording tick data. Only the Market Analyzer is needed.
                        Patrick G.NinjaTrader Customer Service

                        Comment


                          #13
                          Thanks for that info, very useful indeed

                          Comment


                            #14
                            Originally posted by pstrusi View Post

                            But that's not exactly accurate, cause in the moment you change the instrument, tick data stops to download into the database and this is a problem if you work with InteractiveBrokers.The only way I've found to download tick data in a passive way ( not on active chart ) is if you run some strategy based on tick data. As long the strategy runs, you're sure that tick data flows into NT database.
                            That is an IB problem, not a NT problem, and certainly not a problem when one uses sensible data providers.

                            Comment


                              #15
                              Originally posted by koganam View Post

                              That is an IB problem, not a NT problem, and certainly not a problem when one uses sensible data providers.
                              Interactive Brokers or IB, actually DOES send real-time tick data that NT7 is able to save it into the database under certain conditions. The only problem with IB is there's NOT historical tick data in case you needed to download old data..
                              Ninjatrader7 only can save tick data from IB, if you have an active chart or a strategy running on it. Fortunately, Ninjatrader8 seems to be able to download all tickdata from IB with just the Market Analyzer Window.

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