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Ib Feed For Tick Charts
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Originally posted by vikingdj View PostDoes anyone know is there any comparable chart for a 2500 tick chart since IB doesnt have tick feed. Can I use volume charts with IB?
Go to Tools --> Options --> Data --> Store real time bar data.
See this link for more information: http://www.ninjatrader-support.com/H...deV6/Data.htmlRay S.NinjaTrader Customer Service
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IB does have tick data but it's not accurate; I believe they send 'tick' data about every 0.2-0.3 seconds. Certainly their 3- and 5-minute data charts can be extremely inaccurate.
I've never checked if their end of day volume totals are correct but suspect not.
Eric
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Typically volume charts built with R/T IB data are fairly close to other services.- IB does send it's R/T feed in .2 sec snapshots
- It will aggregate all the ticks into this snapshot. For example .. if there were 5 trades during this .2 sec period, IB will report this as 1 tick
- However the volume for all 5 trades will be reported accurately.
The real problem is when you need historical backfill. NOTHING matches what IB does with it's RT stream.... even IB's own backfill/historical service reports it differently.
This will really mess up tick charts, but volume charts are less affected.
I use IB for my R/T feed and OTfeed or IQfeed for historical backfill and the volume charts are close enough for my style of trading.
Be aware that Ninja has a terrible habit of reloading historical data when it doesn't need to, and wiping out your carefully collected R/T data.
No other charting program does this, and I really hope they fix it in NT7
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