Run strategy on account A but connection B

[AntiMatter]

I want the strategy to send orders to IB, but use data from IQFeed. The problem I have is that IB have a data limitation, which occasionally I violate.

Thanks.

[NinjaTrader_Matthew]

Hello AntiMatter,

Thank you for your post.

You will be able to pull data from IQFeed and execute to IB depending on the order you connect.

When connecting to data provider and your broker, you have some options. The first option would be best in your case, however I'm offering examples of all your options.

1. Connect to data provider first then to your broker. This setup will get all live and historical data from your data provider, and still allow you to execute trades to your broker.

2. Or, connect to your broker first, then to your data provider, with historical data disabled on your broker. This will allow you to get live data from your broker, and all historical data from your data provider, and will also use your data provider as a backup.

3. Or, connect to your broker first, then to your data provider, with historical data enabled on your broker. This will get live data and any available historical data from your broker, and will allow you to use your data provider for historical data not offered by your broker, and will also use data provider as a backup.

More on this topic at: http://www.ninjatrader.com/support/h...onnections.htm

Please let me know if you need further assistance.

[AntiMatter]

Hi,

Thanks for the help. The problem I have is that I am running a Strategy that is subscribed to a large number of instruments. Thus the strategy can hit the historical data limitations of Interactive Brokers.

I have NT connected to both IQFeed and then IB (as in your suggestion 1 above). However, as far as I understand, a strategy will only receive data through the connection on which it is trading. Is there any way around this problem?

[NinjaTrader_Matthew]

AntiMatter,

Your strategy will receive data from the first data connection if that asset is supported by the connection.

For example, if you were trading the ES 09-11 live through your IB connection, as long as you make sure to connect to IQFeed as the primary connection, the data you receive will come from IQFeed, but the orders will be submitted to the IB account.

If you would like to test this, please connect to 1) IQFeed and then 2) IB and open a tick chart. Even though you do not get historical tick data from IB, you will notice that you receive historical tick data from the IQFeed connection as this is the primary data connection.

Please let me know if you need further clarification.

[AntiMatter]

Hmmn, I'm just a bit concerned for a couple of reasons:


1) In the "Strategies" tab of the control center it states: "connection: Interactive brokers"

2) When running the strategy on many multiple instruments, I get the popup warning from IB: "The maximum number of ticker has been exceeded. There are some tickers for which market data will not be displayed. "

[NinjaTrader_Kyle]

Hi AntiMatter,

Which connection order are you using when this occurs? Do you connect first to IB or first to IQ?

[AntiMatter]

In NT, i first connect to IQ, then IB. I then start my strategy, which states it is connected to IB.

[NinjaTrader_Matthew]

AntiMatter,

If IQFeed is connected first, this will be the connection your charts and real-time use for data.

However, since you are running a strategy on the IB connection, there is also a data connection to IB that is opened. If you're connecting to IQFeed first, this data connection for IB is not used unless a trade is needed on your strategy.

With this setup, it would be expected to see a data connection to IB from the strategies tab, however I can ensure you that your charts and strategies are not using this IB connection until you place a trade.

[AntiMatter]

Thanks for the reassurances.

However, despite the fact that I am connecting to IQ first, and the strategy has taken no trades, I still *constantly* get the warning when running the strategy: "The maximum number of ticker has been exceeded"

This suggest that NT is requesting data from IB.....? A bit confused!

[NinjaTrader_Matthew]

AntiMatter,

Please go to Tools--> Account Connections--> Highlight your IB Connection and select Change.

On the connection screen which says "Historical Data" please set this to "Disabled, I will use another connection for historical data".

Then finish the wizard.

Please let me know if you see further errors with this setup.