tick charts

[imagineer]

Hello,

I am using IB as data provider. When I pulled out a 1000 tick chart of ES 09-2010 of yesterday (6/16/10), there were only 20 bars from 9:30 to 4:00 ET. I suspect it is not quite right. Is it possible that IB doesn't provide tick by tick data so that the tick chart is not reliable. The data provider matrix page indicates that IB doesn't not support historical tick data. Does it also mean it does not provide reliable real-time tick data so the tick chart may look fishy?
Thx.

[NinjaTrader_Kyle]

Hi imagineer,

Thanks for your post.

Since IB does not provide historical tick data, only tick data from the times you were connected and viewing an instrument in a tick based interval would be available.

Real-time tick data would not be effected by this.

[shadowfax]

Hi Kyle - does the same apply to Range charts as well?

[NinjaTrader_Chip]

Hello shadowfax,

Range Bars are build using Tick data. If the provider does not support historical tick data then you would only be able to plot data from the time you were logged on.

Please let me know if I can answer any additional questions.

[shadowfax]

Thanks for quick reply. Is there no way to import tick data from IB? I am using range charts on forex almost exclusively, and this is a problem if one first opens the chart and the indicators are out of whack due to incomplete historical data.
I have eSignal but the forex data is not the same.

[NinjaTrader_Chip]

Hello shadowfax,

This is not currently possible since Interactive Brokers does not support historical tick data.

Since you have eSignal you can connect NinjaTrader to both since NinjaTrader supports multiple simultaneous connections to different connectivity providers.

Primary and Secondary Data Feeds:
You may or may not want to use your brokers data feed as your primary data feed. For example, you may want to use eSignal as your primary data feed and your broker as back up. If this is the case, connect to eSignal first and then establish your broker connection. Whenever you request data for a particular market, NinjaTrader will request data from the eSignal connection first and then your broker connection second if a market data request fails from eSignal. During the connection creation process, you also have the ability to assign a back up data feed connection. By doing so, you tell NinjaTrader to fail over to the back up data feed if the primary feed is disconnected. This will only work if the back-up data feed connection is live.

When connecting to more than one provider, connection order is significant. Please see this discussion in our Help Guide & let us know if you have any questions:

http://www.ninjatrader-support.com/HelpGuideV6/helpguide.html?MultipleConnections1