Historical Data from IB

[Lawdawg]

I am having trouble retrieving tick data from Interactive Brokers thru NinjaTrader. I have contacted IB and they indicate that data is available back one calendar year and yet I cannot seem to go back further than 12/08 for futures commodities. NinjaTrader indicates that an "Error - Need to Select an Instrument," when I try to retrieve data prior to 12/08. Anyone know the problem?

[NinjaTrader_Kyle]

Hello Lawdawg,

Thank you for your post and welcome to the NinjaTrader support forum.

Please ensure that you have chosen the correct date for the futures contract. For example, if you wished to receive data from 11/1/2008, you would need to use the 12-08 contract.

[Lawdawg]

Kyle - Thanks for the reply. I tried to create a new chart for CL using 07/08 contract as follows:

File > New > Chart > Format Data Series > CL > 07/08 > Start Date 6/2/2008 > Last Date 6/16/2008

When I hit OK I get a pop-up which says "ERROR - You need to select an instrument"

IB Support indicated that I had access to data for the last calendar year, which should include June 2008.

[NinjaTrader_Kyle]

Hello Lawdawg,

Thank you for your reply.

I was able to replicate this on my end. I will need to forward this on to our development team for further clarification.

Once they have had a chance to review this case, I will respond and present our findings. Thank you for your patience!

Also, please be aware that you will not receive historical tick data from IB as it is not available. For a complete listing of the types of data each provider offers, please see the following link: http://www.ninjatrader-support.com/HelpGuideV6/helpguide.html?HistoricalData

[Lawdawg]

Thanks Kyle. I will check back later this week.

[NinjaTrader_Kyle]

Hi Lawdawg,

Thank you for your patience.

I was able to load CL 07-08 (6/2/08-6/16/08) after adding it to my default list. If I tried to bring it up from the futures list, I received the same error message you described.

Please let me know whether or not this works for you.

[Lawdawg]

Follow-up

Kyle -

Thanks. I have used the Instrument Manager to download data from mid-year 2008. I am still having trouble with GC, HO and SI for 6/08 and 7/08 for May-June 2008. Any thoughts on this? Are you able to download data for these commodities for these months?

[NinjaTrader_Kyle]

Hi Lawdawg,

Thank you for your reply.

I was not able to access any June 2008 data for GC or SI either.

What symbol mapping is listed in the Misc tab for the HO instrument?

[Lawdawg]

I'm not sure where that Misc. tab is located for HO. Can you provide additional info.? Thanks.

[NinjaTrader_Kyle]

Hi Lawdawg,

Thank you for your reply.

Sorry about that, please take the following steps:

From the Control Center, click Tools > Instrument Manager. In the Instrument Manager, select HO and click Edit. In the Instrument editor, navigate to the Misc tab and scroll down. What value is listed next to Interactive Brokers?

[Lawdawg]

HO on the Symbol Map.

[NinjaTrader_Kyle]

Hi Lawdawg,

Thank you for your reply.

Are you using the pre-configured UHO instrument? I was not able to load June 2008 data for that instrument either. I did, however, receive live data for the instrument.

[Lawdawg]

I used the HO that was already loaded in the Instrument Manager. I also am able to receive current HO data. Is there a way that I can put a request in for your software advisors to review GC, SI and HO (June and July contracts) for the months of May and June 2008? It does not appear that any of that historical data will load from mid-May thru June of 2008 for those contracts. Thanks.

[NinjaTrader_Kyle]

Hi Lawdawg,

Thank you for your reply.

NinjaTrader acts like a radio receiver in that it will display only what is provided. I suggest contacting IB to confirm that the data should be available.

[Lawdawg]

Thanks. I assume PATS is Interactive Brokers support?