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tick data - esignal on demand as IB external server?

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    tick data - esignal on demand as IB external server?

    hello,

    i am looking into trading es futures using volume charts in ninjatrader with kwikpop (you had a webinar a few days ago with them).

    i have been reading various sources and have come across this:
    "Tick data volume indicators that use the IB data feed for NT will not work properly. The IB data feed is not complete and only reports about one third of all ticks. This works fine for minute or hourly bars but is worthless for tick charts or calculating volume traded at bid or the ask".

    since then, i have bought "esignal on demand for futures trading" - and tried to connect this feed to NT. however, i was unable to do so because apparently "esignal on demand" cannot be used with 3rd party software such as NT - only with brokers such as IB. So direct NT-EsignalOnDemand connection was impossible - my workaround was to try connecting NT to EsignalOnDemand VIA IB as follows:

    1. I set up a connection in NT to my IB account - by selecting:
    - connection name: IB futures
    - provider: InteractiveBrokers
    - backup datafeed: <none>
    - HISTORICAL DATA: USE EXTERNAL SERVERS (FUTURES ONLY)
    2. Then I connected to this feed in IB - everything loads up.
    3. I start my Esignal program and connect to NT - everything there loads up.
    4. And finally i start using my volume "strategy" indicators... e.g. kwikpop or others based on tick data...

    Now everything seems OK with the above for me - but I cannot check whether the data fed into NT via IB via the external Esignal server --- is complete.

    Am I still getting the incomplete tick data?

    I don't think so because when I call up a 10 day 7500 volume chart - it loads up... and before I had Esignal it wouldn't... so I'm guessing the communication between NT and Esignal On Demand is there... via IB.

    Please if anyone has any info as to whether this is complete data - and whether this is a working option for trading ES by volume - via NT and IB... let me know. I'd rather know its not fully functional and then I'd upgrade to Esignal Premier or something like that... but I'd like to keep my costs down as much as possible.

    So in conclusion the question is:
    - Will I get complete tick/volume data for indicators(strategies) feeding off of an Interactive Brokers connection that uses Historical Data from an external server (Esignal On Demand)?

    Thanks in advance,
    Soda

    #2
    Hello SodaBoy,

    Thank you for your post.

    Somone will get back to you Monday regarding your connection setup.
    Ryan M.NinjaTrader Customer Service

    Comment


      #3
      Hello Soda,

      Unfortunately historical tick data is not supported with IB as per the link below.
      http://www.ninjatrader-support.com/H...ricalData.html

      I am not familiar with the eSignal onDemand connection through IB. I am not sure if it will work as you expect. However, I suggest to create a chart in TWS and check if the chart resembles the same chart in NinjaTrader.

      Perhaps address your inquiry to IB as well. Check if they can clarify if tick based data is as you expect when using such a connection.
      JasonNinjaTrader Customer Service

      Comment


        #4
        Thanks for the reply guys - I contacted IB but I doubt they will be able to shed any more light as they are unfortunately rarely helpful.

        I have done the following:

        I found some tick charts around the web and tried to replicate these using the method I outlined here - and it seems that the method works - i.e. the charts are the same - look the same and have the same tick counts... I have done this with 5 different charts from different sites and with different data... and it works.

        My only doubt now is whether it is only the historical data that is accurate - i.e. "old" data... or whether the live data that is fed to NT via IB is accurate as well... I am not sure about this but I believe it is fine...

        If anyone else can contribute anything more concrete that would be great.

        Thanks,
        Soda

        Comment


          #5
          Hello Soda,

          I see, good to hear it is in synch with the sources you compared.

          Real-time data should be accurate as well. Perhaps you can test the same way as you did with historical data?
          JasonNinjaTrader Customer Service

          Comment

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