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Data merge

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    Data merge

    Hi,

    We've got ten years of minute data loaded for OEX, and a connection to IB.

    IB will download the most recent data, however, if the dataseries' "days to load" is set to a large number, it will attempt to get all the data from IB, rather than its history.

    When disconnected from IB, all data displays correctly. When connected charting fails as IB will not supply that much data.

    Is there a way to connect to IB and merge the historical with the current IB real time or minute data, while still displaying the merged historical data as we can do when disconnected?

    The global merge policy has been tried with mergenonbackadjusted and nomerge. The data series merge policy is set to use global policy.

    Thanks,
    B.

    #2
    Hello B,

    Yes, please disable historical data as per the IB connection. Please go to Control Center-->Tools-->Account Connections, highlight your IB connection and click Change. Click Next and disable historical data. Finish the connection. Historical data will not be loaded from IB - only real-time data.

    You can save all real-time data you receive in charts by enabling 'Save chart data as historical' at Control Center-->Tools-->Options-->Data-tab. This way you can combine the historical data you already have present with real-time data from IB
    JasonNinjaTrader Customer Service

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      #3
      Thanks for the information.

      Is there a way to download missing historical data from IB to fill in recent gaps?

      For example, the machine goes down for an hour, and we'd like to download IB data for that hour rather than disabling all historical data from the provider.

      Thanks for your help,
      B.

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        #4
        Hello B,

        You would enable historical data for the IB connection again. Re-connect IB. Create a chart that does not request 10 years of data, but only enough data to fill the gaps.

        It is also possible to download the missing data at Control Center-->Tools-->Historical Data Manager-->Edit-tab.
        JasonNinjaTrader Customer Service

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          #5
          Thanks for your help.

          Comment

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