Historical and live data with 2 connections...

[Trader_55]

I have a live feed with Zen-Fire, and also an IQFeed connection. The situation is as follows:

My IQFeed connection has live quotes for CME futures, but not ICE/NYBOT or EUREX. My Zen-Fire connection has live quotes for everything, but does not supply historical data for HG (copper) and BRN (Brent Crude).

I'd like to set things up so I can get live quotes, AND full historical data for all contracts.

If I connect to IQFeed first, this is a problem since it will take all data from that connection first and ignore the Zen-Fire data for all contracts, even ICE/NYBOT and EUREX contracts. This means I can't see live data for those exchanges.

On the other hand if I connect to Zen-Fire first, I can get live quotes, but I am wondering if it will automatically default to the NT historical data servers even for those contracts which I don't have data for (in other words, HG and BRN). This would be a problem since I can't see data for those. (Can you confirm if this is the way it works?)

So I guess I am wondering: is there some way to do this so I can get all contracts fully supplied with historical AND live data? And if not, can you please change your code? There is no sense in supplying delayed data from IQFeed if there is a live Zen-Fire connection that can show live quotes. The code should detect what connections are active, and whether or not the data is delayed or not (if that is possible). If the data is delayed, it should start requesting quotes from the second (live) connection. I hope I have explained this properly...

[NinjaTrader_Matthew]

You can connect to your broker first, then to IQfeed, 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 IQfeed for historical data not offered by your broker, and will also use IQfeed as a backup.

To disable historical data on your broker connection, please go to Tools--> Account Connections--> highlight your Zen-Fire connection and select "Change". From the connection Wizard, please set the 'Historical data' option to 'Disabled, I will use another connection for historical data'

[Trader_55]

You can connect to your broker first, then to IQfeed, 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 IQfeed for historical data not offered by your broker, and will also use IQfeed as a backup.

To disable historical data on your broker connection, please go to Tools--> Account Connections--> highlight your Zen-Fire connection and select "Change". From the connection Wizard, please set the 'Historical data' option to 'Disabled, I will use another connection for historical data'

Excellent, thanks! That's exactly what I was looking for... I was thinking that it should work that way, but I seem to recall it not doing that properly one time I tried it... maybe I was mistaken. I will try it again...

[Trader_55]

To disable historical data on your broker connection, please go to Tools--> Account Connections--> highlight your Zen-Fire connection and select "Change". From the connection Wizard, please set the 'Historical data' option to 'Disabled, I will use another connection for historical data'

Actually I just thought of another question: if I do this (disable NT server historical data and use IQfeed), and then I request data from IQFeed for a connection that is delayed, am I actually going to see the latest data from the previous 15 min? It doesn't seem like I would... seems like I could request everything up to the latest quote minus 15 mins, but not beyond that.

Of course, if I connected and to Zen-Fire then waited 15 minutes, then I assume that the Zen-Fire connection would collect 15 minutes worth of data, and then a request to IQfeed would collect everything from the delay point to however far back you request, essentially making a complete data set up to the current time. Does it work this way?

[NinjaTrader_Matthew]

If the historical data is delayed, then it will be delayed in that case. You would be missing about 15 minutes, but it can be reloaded later.