Bugs with IB delayed market feeds

[Profitmake]

NinjaTrader complains that "requested market data is not subscribed" while I'm entitled to receive delayed market data on that market.

When would NinjaTrader fix this bug so we can plot charts with delayed data in NinjaTrader?

From TWS Release Notes:

Receive Delayed Market Data

Customers now have the option to receive delayed market data for exchanges and instruments for which they do not current hold market data subscriptions. The Market Data Request Error window, which displays when the user attempts to add a ticker without having subscribed to market data, now includes two checkboxes at the bottom of the window. Check Receive available delayed market data to use delayed data (if available) for the specific instrument. Additionally check Automatically receive delayed market data when available to use available delayed data automatically whenever you add a ticker to your trading page on an exchange for which you do not hold a market data subscription. The trading window highlights tickers that use delayed data in yellow for easy identification.

To modify delayed data settings, in Global Configuration select Display then select Ticker Row. Click the Reset Delayed Market Data Subscription button and check or uncheck the above options to reflect your delayed data preferences.

[NinjaTrader_Kyle]

Hello Profitmake,

Thank you for your post.

Unfortunately, this is expected behavior currently. I will, however, forward your request on to my development team for further consideration.

[Profitmake]

Very quick in response.

Another charting software is supporting this. I hope you too.

This is great for testing new markets, to see if you can explore new trading opportunities. I don't want to be committed into the market unless I'm fully prepared.

By the way could NinjaTrader handle IB chart file (*.def) ( File >> Save Chart... )? If not, are you aware of any third-party tools which can convert IB chart file so I can import into NinjaTrader?

[NinjaTrader_Kyle]

Hi Profitmake,

I am not completely familiar with the .def file. Would this be chart settings?

[Profitmake]

Hi Profitmake,

I am not completely familiar with the .def file. Would this be chart settings?

See attachment for example.
It's simply a native market data format used by IB.

Let me know if there is any tool which can extract data from IB and import it into NinjaTrader.

[NinjaTrader_Kyle]

Hi Profitmake,

Thank you for the clarification!

Unfortunately, I know of no tool that would extract this data and put it in the correct format for import in to NinjaTrader.

For more information about importing data in NT 7, please take the following steps:
Select a NT 7 window, then click F1 on your keyboard to load the Help Guide.
In the Help Guide, navigate to the following path: Historical Data > Import.

[Profitmake]

Hi Profitmake,

Thank you for the clarification!

Unfortunately, I know of no tool that would extract this data and put it in the correct format for import in to NinjaTrader.

I would like to clarify in case of misunderstanding that it doesn't have to be from the def file. I accept any solution or workaround which can extract data from IB and then put it into NinjaTrader. Let's be creative and think about it. I think it shouldn't be too hard. The data is already there. There must be some way which can do it, isn't it?

Hmm... hmm...

[NinjaTrader_Kyle]

Hi Profitmake,

Unfortunately, I have no recommendations as to how to extract the data from IB.

To import the data, you will need to follow the procedure outlined in the Historical Data > Import section of our Help Guide after making sure the data itself fits the format described there within.

[NinjaTrader_Kyle]

Hi Profitmake,

In post number one of this thread, you posted a portion of the release notes for TWS 900.6:

"Customers now have the option to receive delayed market data for exchanges and instruments for which they do not current hold market data subscriptions. The Market Data Request Error window, which displays when the user attempts to add a ticker without having subscribed to market data, now includes two checkboxes at the bottom of the window. Check Receive available delayed market data to use delayed data (if available) for the specific instrument. Additionally check Automatically receive delayed market data when available to use available delayed data automatically whenever you add a ticker to your trading page on an exchange for which you do not hold a market data subscription. The trading window highlights tickers that use delayed data in yellow for easy identification. To modify delayed data settings, in Global Configuration select Display then select Ticker Row. Click the Reset Delayed Market Data Subscription button and check or uncheck the above options to reflect your delayed data preferences."

In further testing on our end, we see no such check boxes. (see attached)


Can you clarify for us how this should function within TWS?

[Profitmake]

Follow exactly what I did.

1. Upgrade to the latest version:

http://www.interactivebrokers.com.hk/en/p.php?f=tws&p=n&ib_entity=llc

2. Type "AAIF" in underlying column in the main TWS window.

3. The system will popup a menu. Select "stock".

4. IB should complain about market data request error. You should see this dialog:


Please tell me if you encounter any problem.

[Profitmake]

Next

1. Open a chart for "AAIF".

2. IB should complain about historical data query error and show this dialog:

[NinjaTrader_JoshP]

Hi Profitmake,

We will get back to you at a later point in time. Thank you.

[NinjaTrader_Dierk]

IB support informed me that their delayed data would not be available at the API level and for that matter NT could not support it.