No tick charts when using IB data feed?

[bequant]

Hi,

I just started using the free version of NT. I configured Interactive Brokers as a data provider. It all works well except that I cannot create tick charts or range charts. These chart styles are not on the drop-down list for char types. The instrument I used to test was the E-mini SP 500 futures contracts.

Is this a limitation of the free version or an issue with the IB data feed?

Thanks.

Bequant

[NinjaTrader_PatrickH]

Hello Bequant,

Thank you for your post and welcome to the NinjaTrader Support Forum.

The drop down menu on the charts will only include Minute and Daily intervals. However, this is not a limitation of the free version or an item concerning connection to Interactive Brokers.

To change your chart to a range or tick chart: right click in your chart > select Data Series > left click on the Type field > left click on the drop down menu arrow > select Tick or Range > enter the value you wish in the Value field > OK.

For information on working with price data please visit the following link: http://www.ninjatrader.com/support/h...price_data.htm

For a video of our Charting level 1 webinar please visit the following link: http://youtu.be/DBuD2Lps46s

Please let me know if I may be of further assistance.

[bequant]

Thanks for the help.

I tried selecting tick chart and range chart. The charts did not plot anything. They load data only when time based types are selected. For non time based types, a blank chart is displayed.

I must have missed soemthing.

Thanks again!

[NinjaTrader_PatrickH]

Hello Bequant,

Thank you for your response.

Unfortunately, this is expected as Interactive Brokers does not supply historical tick data which is the underlying data type for the Tick and Range charts.

For information on the data supplied by your connectivity provider please visit the following link: http://www.ninjatrader.com/support/h...rical_data.htm

You can enable NinjaTrader to save chart data as historical. This will save the data you view in your charts as historical data. To enable this options please go to Tools > Options > Data > enable the option for "Save chart data as historical" > OK.

If you would like to supplement your data feed with a data provider that offers historical data at a minimum, and for all instruments Kinetick offers:

• 120 calendar days of historical Tick data (for building tick based charts, such as range and volume)
• 2 years of historical Minute data
• 10 years of historical Daily data
• For more commonly traded symbols it is likely that more extensive historical data will be available, as well.

Please visit the Kinetick website for more information: http://www.kinetick.com/

Please let me know if I may be of further assistance.

[bequant]

Thanks again.

For time based charts, the charts do not display live data. They display data up to last Friday's close. The DOM shows the live quotes though. I am using the default settings in Session Manager, which is 24/7.

I also tried using TradeStation as a data provider but got the same problem as with IB. Non time based charts display nothing. TradeStation itself has tick data. Does it not pass to NT?

I am exploring the possibility to switch from TradeStation to NT because I think the programming aspects of NT are better than that of TradeStation. So far, it does not look promising to me.

[NinjaTrader_PatrickH]

Hello Bequant,

Thank you for your response.

Regarding the time based charts that do show data but do not move when connected to Interactive Broker. The Session Manager is a tool used to create and edit Session Templates, assigning a Session Template in the Session Manager will not assign the Session Template to a chart.

To assign a Session Template to a chart; right click in your Chart > select Data Series > change the Session Template to 'Default 24/7' > OK. Do you see the data now?

TradeStation does not pass historical tick data to NinjaTrader unfortunately. For information on the data supplied by your connectivity provider please visit the following link: http://www.ninjatrader.com/support/h...rical_data.htm

Please let me know if I may be of further assistance.

[bequant]

Thank you very much for all the help you have provided. The live data problem has been fixed by following your instructions.

The 5 minute chart for ES JUN-12 shows a gap that does no exit in IB or TradeStation. See the attached image.

[NinjaTrader_PatrickH]

Hello Bequant,

Thank you for your response.

Please right click in your chart > select Data Series > and then change the Session Template to 'Default 24/7' > OK. Do you see the data that is shown for a 5 minute chart in Interactive Brokers?

I look forward to assisting you further.

[bequant]

I did that and that fixed the problem.

I was reporting a different problem in the last message: the chart show gaps that do not exist in native IB charts.

[NinjaTrader_PatrickH]

Hello Bequant,

Thank you for your response.

Are you describing the gap in the chart form the close on 5/25 to the open on 5/27?

If you can provide a screenshot of the IB chart and the NinjaTrader chart, I can investigate this matter further.

[bequant]

No, I was not talking about the gap between 5/25 and 5/27. I was talking about the gap between price 1321 and 1325 in the Sunday May 27 session in the NT 5 minute chart. The chart was attached in the first attachment. I attached the native IB chart for the same instrument and same time period. The real data has no gaps between 1321 and 1325 this afternoon.

Please compare the two charts and see the difference.

[NinjaTrader_Brett]

Hello,

I would expect charts between TWS and NT to match consiodering same settings used.and you are connected to only this provider.

If you connect to IB and right click on the chart->Reload all Historical Data.

Does the gap still persist with on IB connection(I know you mentioned you are using TS as well?)

If so I will test it on my side.

-Brett

[bequant]

The "Reload Historical Data" menu item is greyed out when IB or TRadeStation is used.

I tried both connections. Now I see two gaps: between 5/27 and 5/28; 5/28 and 5/29.

A screenshot is attached.

It displays a gap between sessions even the price ranges are overlapping between them.

[NinjaTrader_Brett]

Hello,

Thanks for that we have identified the problem.

Right now you are not getting any historical data since the reload historical data is greyed out. Are you connecting to only IB if not try this is the option still greyed out?

If it is, is this a demo IB account as historical data with IB tends to only be available on live accounts.

If it is a live account is historical data enabled on the IB connection?

Please confirm you have historical data enabled with the steps I have provided below.
• Disconnect
• Tools
• Account Connections
• Select your connection
• Change
• Next
• Historical Data-->Enabled
• Next
• Next Finish
• Reconnect


-Brett

[bequant]

This is a live IB account. Enabling historical data fixed the problem.

Thanks!