Data prior to 2009

[sodaboy]

Hello - I just installed NT and configured it as per tutorial to interact with my IB account.

I have plotted a few charts - and have noticed that no matter the timeframe or the symbol used - I get data from 2009 onwards... i.e. I cannot plot data prior to 1/1/2009.

Is there a setting I need to adjust to access such data? I did all the settings as per online instructions.

Thanks
soda

[NinjaTrader_Jason]

Hello soda,

What instrument and interval do you have selected in the chart?

What begin and end dates are used in the Format Data Series window when you create the chart?

In addition, please right click in the chart and select 'Reload Historical Data'. Check if all requested will be loaded in the chart.

[sodaboy]

Hi Jason,

For example,
Type: Index
Name: SP500
Interval Settings: 1 Day
Chart Template: None
Days Back: 600

When I click on OK - a chart is generated, but the earliest data point is 31/12/2008. When I click on reload historical data, I get the same outcome.

I have tried a number of instruments, including currencies, futures and stocks.

Thanks for your help.

[NinjaTrader_Jason]

Could this be a limitation of your IB subscription?

Are you able to create charts with historical data before 2009 in TWS?

[sodaboy]

Yes I'm able to view data back to 2004 in my IB TWS...

Could it be a setting I missed when setting up the account? I double-checked everything...

[NinjaTrader_Jason]

I cannot think of a setting in the connection that could affect this.

Are you connecting to a demo, paper or live IB connection?

What happens if you create a daily AAPL chart for two years?

[sodaboy]

Hi Jason,

No luck.

I tried both my paper and live IB account.

However, when I just noticed that when I enter my username and password into NT - NT connects to IB - but the username/password I entered doesn't seem to matter (i.e. I entered a false username and password, and it still connected to Interactive Brokers).

So I don't know if it is actually recognising my account - however the data values seem correct and live - but my IB username/password seem to not be important.

[NinjaTrader_Jason]

Incorrect username and password information do not allow me to connect on my end.

Do you see any error messages under the Log-tab?

If not, I suggest to contact IB as well and check if they can provide any clarification why the requested historical data is not retrieved.

[sodaboy]

If I connect to my IB account first - and then start up NT - it will connect to the IB account no matter what the user/pass in the NT settings.

If I connect to NT and call up the IB connection - it will run IBTWS with the user/pass given - and in that case the user/pass is relevant.

In any case - I am not able to see prior to beginning of 2009. It just seems strange that exactly 1/1/2009 is given as a cutoff. I'll try see with IB guys whether something is not set up properly and will post back.

Please let me know if you figure something out your side.
Thanks.

[sodaboy]

I found this on the IB website:

Historical Data Limitations

Historical data requests are subject to the following limitations:

• <LI class=p-Bullet>Historical data requests can go back one full calendar year.
• Each request is restricted to duration and bar size values that return no more than 2000 bars (2000 bars per request).

All of the API technologies support historical data requests. However, requesting the same historical data in a short period of time can cause extra load on the backend and subsequently cause pacing violations. The error code and message that indicates a pacing violation is:
162 - Historical Market Data Service error message: Historical data request pacing violation
The following conditions can cause a pacing violation:

• <LI class=p-Bullet>Making identical historical data requests within 15 seconds;
• Making six or more historical data requests for the same Contract, Exchange and Tick Type within two seconds.

Also, observe the following limitation when requesting historical data:

• Do not make more than 60 historical data requests in any ten-minute period.

----------------

Does this mean that there is no way to backtest using IB/NT for a period spanning more than a year?

[NinjaTrader_Jason]

You could request each year in a separate chart. Once the historical data is loaded, subsequently perform a backtest.

[sodaboy]

Tried that but doesn't seem to work - seems that 2009 onwards is the only data available. I will contact IB and post the findings.
Thanks

[sodaboy]

This is my chat with technical support at IB --- by the way they are useless...

ChatSys: This chat is associated with ticket #224114. Please record this number for use in future inquiries. You are currently in room 'Technical Assistance'.
Raymund: Hello, I am Technical specialist. How may I help you?
soda: Hi Raymund, I just spoke to Rico - I'd need some help with API and NinjaTrader - can you help me?
Raymund: okay
soda: I have been using IB for a few months now - and have installed NT only this morning. I am interested in exploring NT capabilities. I followed the NT installation/integration instructions for IB-TWS and did everything correctly. However, when I try to plot, for example, a daily SP500 chart in NT for a 2 year period... it only plots from 1 January 2009 onwards.
soda: my question is - can I generate charts that span prior to 2009 in NT?
Raymund: no
soda: so i cannot do any backward testing to beyond 1/1/2009? is there a plan to change or adjust this?
Raymund: Historical data requests can go back one full calendar year.
soda: so lets say on 10 January 2010 - I will be able to go back only to 1 January 2010? 10 days?
soda: because at the moment I can only go back to 1 January 2009 - and not full year to 28 November 2008.
soda: Hi Raymund you still there?
Raymund: Today is Nov 27, 2009
Raymund: you can only go back to Nov 27, 2008
soda: but that is the problem - the charts inside ninjatrader only go back to 1/1/2009.
Raymund: If today is January 1, 2010, you can only go back to January 1, 2009
soda: i understand that - but when i plotted AAPL or SPX or SPY or anything else inside ninjatrader, it gave me datapoints from 1/1/2009 until today.
soda: that is not a full calendar year
soda: so my question is - is there a setting that I need to adjust to go back full year - as opposed to the beginning of the year.
Raymund: no
Raymund: you need consult with Ninja Trader, it is feasible that they adjust the range or the duration.

----

Speaking to IB is like speaking to a wall... a very thick wall... I think this might be the last straw that makes me migrate over to TradeStation... I mean if a person cannot realise that a full year is from 28Nov2008 to 27Nov2009... he should not be working with numbers.

Anyway - just a heads up - IB + NT... not very useful for historical backtesting. Not NT's fault - interface and capabilities look great. Too bad my broker is not worth the commission.

[NinjaTrader_Jason]

I tested the AAPL and data started 11/28/2008 on my end, see screenshot.

What happens if you right click in the chart and select 'Reload Historical Data'. Does it then load data, starting November?

[sodaboy]

Hi Jason,

Thanks for all your effort and help. When I try to replicate the exact same diagram - I end up with my first data point being 2 January 2009.

Can I ask - what steps do you make when generating a chart - could you outline these step by step.

Thanks again,
Soda