IB history Tick Data

[ghtrader]

In Sierra and Ensign Chart, once the IB is connected, we can get several days of tick data. While, In NT, it looks I can only show the current tick data, is there any way I can retreive some day's tick data to use? I'm looking for Forex tick data to use, Thanks.

[NinjaTrader_ChristopherS]

Hello ghtrader,

IB does not supply historical tick data in NinjaTrader. To receive historical tick data you will need to connect to a data provider that supplies historical tick data.

You can save incoming chart data on your PC to be used as historical data later. You can do this by going to the Control Center > Tools > Optioins > Data tab, checking the box 'Save chart data as historical' and pressing OK.

Below is a link to the Historical and Real Time Data section of our help guide. Please see the Understanding the data provided by your connectivity provider subsection for a list of our connectivity providers and what they support.
http://www.ninjatrader.com/support/h...rical_data.htm

[wzero]

I have Ninjatrader 7 and MC 9 installed on my same computer use IB as only date feed. MC9 can load a lot of tick data history but Ninjatrader does not. This means IB TWS API data feed does support tick history. The tick data loaded is not recorded because the computer was not on for that period. Another way to distinguish between recorded and loaded forex history data is that loaded IB forex history data does not have volumes, but recorded data does have volume data.

[NinjaTrader_ZachS]

Hello wzero,

Thank you for your post.

I'm not sure if I fully understand what you mean. IB does not provide historical tick data through the API. If you have historical tick data, this must have been cached from loading the data with a different data provider. There would be no way to tell, other than the fact that this provider does not offer this type of data through NinjaTrader.

Does this answer your question?

I look forward to your reply.

[wzero]

I also believed IB API does not provide historical tick data before I have tried MC9 on IB connection. I have said how to distinguish between recorded and loaded IB forex data in my last post. For double/triple confirm is I checked the log file it does say loading tick history data from IB successfully.

[wzero]

The below is cut from MC9 log file. "IDEALPRO" refers to IB forex exchange, The log does say XX quotes was downloaded and it's tick data, isn't it? If MC9 wasn't using backdoor I believe IB does provide historical tick data.

---------------------
[10/15/2014 09:26:37] Data request for AUD.USD IDEALPRO CASH USD 1 Tick Ask [ 10/14/2014 21:12:00.000 - 10/14/2014 21:45:20.000 ] (Id= 1000494)
[10/15/2014 09:26:38] Sending AUD.USD 1 Tick Ask history to data server: 14293 quotes downloaded (Id= AUD.USD;A;TICK;1;IDEALPRO;CASH;USD
[10/15/2014 09:26:39] Data request for AUD.USD IDEALPRO CASH USD 1 Tick Ask [ 10/14/2014 20:23:41.000 - 10/14/2014 20:57:01.000 ] (Id= 1000496)
[10/15/2014 09:26:39] Data request for AUD.USD IDEALPRO CASH USD 1 Tick Ask [ 10/14/2014 19:50:21.000 - 10/14/2014 20:23:41.000 ] (Id= 1000501)
[10/15/2014 09:26:40] Sending AUD.USD 1 Tick Ask history to data server: 4178 quotes downloaded (Id= AUD.USD;A;TICK;1;IDEALPRO;CASH;USD
[10/15/2014 09:26:40] Sending AUD.USD 1 Tick Ask history to data server: 347 quotes downloaded (Id= AUD.USD;A;TICK;1;IDEALPRO;CASH;USD
[10/15/2014 09:26:40] Sending AUD.USD 1 Tick Ask history to data server: 233 quotes downloaded (Id= AUD.USD;A;TICK;1;IDEALPRO;CASH;USD
[10/15/2014 09:26:40] Data request for AUD.USD IDEALPRO CASH USD 1 Tick Ask [ 10/14/2014 19:13:40.000 - 10/14/2014 19:47:00.000 ] (Id= 1000499)
[10/15/2014 09:26:41] Sending AUD.USD 1 Tick Ask history to data server: 69 quotes downloaded (Id= AUD.USD;A;TICK;1;IDEALPRO;CASH;USD
[10/15/2014 09:26:41] Sending AUD.USD 1 Tick Ask history to data server: 463 quotes downloaded (Id= AUD.USD;A;TICK;1;IDEALPRO;CASH;USD

[NinjaTrader_ZachS]

Hello,

Thank you for your response.

I can tell you for a fact that Interactive Brokers does not supply historical tick data through NinjaTrader for any instrument type. This is documented at the link I have provided below. Real-time tick data can be recorded, however. If you were not connected during the time frame that data appears, it must have come from a different source.

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?historical_data.htm

Please let me know if I can be of any further assistance.