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Feed to differ from transaction broker ?

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    Feed to differ from transaction broker ?

    OK, here is the situation. I need to use Gain for my feed as my strat's are backtested on Gain's tick data and run on tick data.

    I need to send the orders to IB as they offer good spreads and pricing etc (certainly better than Gain) but the tick data is totally different.

    Normally you can just open Gain's connection first and then IB's second and get the feed from Gain and the order to IB. But you can't, becuase IB need a special exchange for the currency symbol to work with their system (IdealPro) and then Gain won't recognise that symbol for the data and won't load it !

    Is there an application that will work with Ninja's API and can send the order to TWS (using Ideal Pro).

    I've spend so much time on this, it seems like such an easy idea, but it isn't. I've tried an online trading system service that promises to sync accounts, and results have been very poor, infact it has left an open position this weekend, lucky I caught it and manually closed it using TWS.

    Any ideas ? It seems so strange to me that brokers don't offer histrorical tick data, (like several years) for back testing.

    Maybe someone knows of a decent ECN Forex broker that offers historic tick data aswell. Even dedicated feeds like the IQ feeds only offer a couple of months of tick data, which is next to useless for backtesting.

    thx
    Steve

    #2
    Hi Steve,

    Thank you for your post.

    As you are aware the issue with the different exchanges can not be overcome within NinjaTrader. With forex I would recommend doing it in this manner since the forex market isn't centralized and each feed relays data in a unique manner.

    The other thing about IB is that they do not offer tick data, such that a ticket equals a set number of trades at a set price. IB's granular data equivalent is sub-second data, which they refer to as tick data.

    As for your other questions I would see if other users have their own opinions on a possible work around, or other brokers with forex tick.
    Ryan O.NinjaTrader Customer Service

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