Historical condition failed for IB

[mcosta72]

Hello My Friends,


I know IB does not provide tick by tick or historical data.
Developing a multi-instrument strategy that has:


if(Historical)
return;


Condition never been reached for stocks using IB data. Other data providers are fine.
What am I doing wrong?


Thank you!

[NinjaTrader_JoshG]

Hello mcosta72,
Thanks for your post.

I just have a few questions for you.

1. Are there any errors on the 'Logs' tab of your Control Center?
2. What version of NinjaTrader are you on?
3. Live license or SIM license in NinjaTrader?
4. What version of TWS are you using?
5. Paper account or live account in IB?
6. Are you testing this strategy, in the Strategy Analyzer, live, or in Market Replay?
7. Is your strategy using tick or time based data?
8. What are the other data providers you are comparing the results against?

[mcosta72]

Hi Josh,


Let's get the answers:

1. Are there any errors on the 'Logs' tab of your Control Center? I found one message but I dont think is related to this issue: HMDS data farm connection is broken:ilhmds HDMSDataFarmConnectionBroken
2. What version of NinjaTrader are you on? 7
3. Live license or SIM license in NinjaTrader? Live and running
4. What version of TWS are you using? 960.2g
5. Paper account or live account in IB? LIVE
6. Are you testing this strategy, in the Strategy Analyzer, live, or in Market Replay? LIVE (Sim account)
7. Is your strategy using tick or time based data? TIME
8. What are the other data providers you are comparing the results against? Continuum, I have other NT7 platform running only on futures. The script works fine there.

[NinjaTrader_JoshG]

Can you describe specifically what you are seeing when you test your strategy on Continuum vs IB?

The return statement would make it so that your strategy only ran once your are in a 'live' state. How are you confirming that you never reach a historical state? Prints? What are you expecting to see that is not occurring?

[mcosta72]

Running on IB, I asked to print Time.ToString() and it shows all minutes from the beginning of DayToLoad options. Also, I changed:
if(Historical)
return;


to

if(Historical)
Print(Historical);


and never got any true or false.
In Continuum, it ran as expected, no Prints for minutes.

Do you think it could be related to stocks?
Thanks!

[NinjaTrader_JoshG]

What instrument are we talking about?

Also, my testing ability for IB is limited so I would like to take a look at your log and trace. You can do this by going to the Control Center-> Help-> Mail to Platform Support
Ensuring 'Log and Trace Files' is checked will include these files. This is checked by default.
Please reference this forum post and include RE:JOSH in the subject line.

[mcosta72]

Josh,


Thank yo very much.
I think the problem was in IB connection. I restarted TWS a few times and looks good now.