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IB 5 second delay data

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    IB 5 second delay data

    I was reading that IB can provide data with a 5 second delay. This is useful because it ensures the accuracy of the data so you have the exact OHLC. It's useful for people who use say 5 minute and 15 minute charts where accuracy is more important than speed. At the moment I think NinjaTrader uses the live data which means there could be slight inaccuracies if IB misses some ticks or if your computer time is slightly inaccurate. Is it possible to use IB 5 second data?

    #2
    Unfortunately I am not familiar with delayed 5 second IB data. We use the standard IB API. We display data as we receive it from them at whatever frequency interval it is sent.
    RayNinjaTrader Customer Service

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      #3
      Here's some info about them:

      http://www.interactivebrokers.com/en...tes/api9.2.php

      API 9.2 allows clients to subscribe to 5 sec bars. This feature include the following new messages (please note that we use the Java client as an example):

      client -> server:
      • void reqRealTimeBars(int tickerId, Contract contract, int barSize, String whatToShow, boolean useRTH);
      • void cancelRealTimeBars(int tickerId);
      server -> client (callbacks):
      • void realtimeBar(int reqId, long time, double open, double high, double low, double close, long volume, double wap, int count);
      All 3 methods (messages) are very similar to those used for Historical Data queries.

      Notes

      Supported values for "whatToShow" parameter are: "TRADES", "BID", "ASK", "MIDPOINT". The only supported value for barSize is "5". Exceptions will be thrown if any other value is specified. This feature is supported starting with server version 34 (872 release of TWS).

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        #4
        Here's some more info:

        http://www.elitetrader.com/vb/showth...6&pagenumber=5

        Other charting apps like Sierra already have this feature. It's good to have the choice.

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          #5
          Thanks.

          Will add it to our list of possible future enhancements.
          RayNinjaTrader Customer Service

          Comment


            #6
            Update

            I was just wondering if any progress has been made on this. It would be very useful to have this capability in Ninja-trader. I know many people who have switched over to Sierra Chart simply due to this one feature. I'd appreciate it if you could let us know if this is in the works. If not, I'd strongly suggest raising its priority as it would be a great selling point for NT. Thank you.

            Comment


              #7
              Hello,

              This is something that is still on our list to consider for a next major release of NinjaTrader. However this will be still some time away before we look into any IB changes such as this.

              We are aware of the change however at this time we do not support it.

              Let me know if I can answer further questions.
              BrettNinjaTrader Product Management

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