LOL more IB data questions!!!

[mainstream]

I can back fill my Quotetracker software with ticks and volume from Interactive Brokers. (ES, ZB, YM, NQ)

Why can't I backfill ticks and volume on Ninjatrader?

Inquiring minds want to know

PS looking forward to my Christmas present of V.7.0 of the NINJA. Any chance Christmas comes early?

[NinjaTrader_Jason]

Hi mainstream,

Unfortunately we experienced limitations on interfacing with IB TWS which would not allow us to properly provide the tick data in NT to a quality you could expect. However, we still have this issue on our list of future considerations.

The beta version of NinjaTrader 7 will be released the first quarter of 2009.

[nboyp]

Just a gentle business heads up. Without a quality, problem free broker connection & data feed (as you cant trade without matching broker data) NT has no value, thats why you give it away free without a connection ... correct? Therefore its up to you guys to really get on top of these broker problems fast, as you cant claim that they are 'partners'. Without 'partners' you have no commercial proposition ..... its self fulfilling.

regards

[NinjaTrader_Ray]

Just a gentle business heads up. Without a quality, problem free broker connection & data feed (as you cant trade without matching broker data) NT has no value, thats why you give it away free without a connection ... correct? Therefore its up to you guys to really get on top of these broker problems fast, as you cant claim that they are 'partners'. Without 'partners' you have no commercial proposition ..... its self fulfilling.

regards

Let me clarify Jason's response.

IB does not support historical tick data thus we cannot support something that does not exist. Other vendors have workaround this IB limitation by subsituting IB's historical "seconds" based historical data for tick data. Some users are willing to accept this or do not even know that is what is happening. We have chosen to not take this approach since we feel its not accurate. NT7 will not change in this respect.

[kenz987]

"NT7 will not change in this respect." - too bad - why not give us the option - I use the 1-second data and find it very useful, but getting it loaded is a pain.

[mainstream]

Two cents and Heiken Ashi for one second bars

What I find interesting is that in futures trading, the TICK data flow of ZEN FIRE, occasionally when at a new high or a new low is reached, or the order flow and price prints increase substantially, NINJA doesn't plot until seconds after actual price prints, and I'm left with a noticeable LAG in the DOM and the CHART. But I see a fill in my account... I haven't noticed that with the IB data, I see the DOM cycle the BID/ASKS and LAST prints.

On big news events, however, all bets are off for both data providers...

Have you tried opening the one second bar chart without being connected, then apply Heiken Ashi, it makes the data easier to view, then connect to IB.

[NinjaTrader_Jason]

Hello mainstream,

Please take a look at the following link which will provide you helpful tips to improve the performance of NinjaTrader.

http://www.ninjatrader-support.com/HelpGuideV6/PerformanceTips1.html

In addition, a high speed internet connection is preferable, especially during high volatility.