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Question about Ninja, IQFeed and IB TWS

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    Question about Ninja, IQFeed and IB TWS

    Hi all, this is my first post although I'm using NinjaTrader since some month and I read often this forum where I find a lot of usefull information.
    I'm scripting a strategy and I thank all of Ninja team as you have done a great software that works very well and with a very good way to script and customize it.
    There are only some question I have about the configuration of the data feed provider and the broker connection.
    At this time my configuration is as follow :

    First connection : IQ Feed (for Realtime and Historical data, without backup connection)
    Second connection : Interactive Broker (for placing orders, without backup connection and not connected to IB server for historical data).
    I have a strategy that should work and elaborate indicator using IQ Feed data and then place orders on my IB account but in the script I do not manage in any way the connection I have to use.

    question 1 : (testing with my IB paper account). Looking at the strategy summary line in control center window, I see that the strategy is using account DUxxxxx and the connection is "myTWS Paper". I want to be sure that this information does not mean that the strategy is using the realtime data of the TWS connection instead of the IQ Feed data. (As for what I understood this should not be the case, as IQFeed is the first connected provider and all the strategy should be using its data).
    If I have misunderstood, please tell me what to do in order to let the DUxxxx account work with IQFeed data.

    question 2 : In many post and in installation instruction, I read that NinjaTrader should work with a particular version of standalone TWS and IQFeed Client that are not the latest version. What happen if I use the latest version of both software? Now I'm using the latest version and seems to me that there are no issue.

    thanks in advance for your support!

    regards

    Renato.

    #2
    Hello Nevada,

    Thanks for your post and welcome to the NinjaTrader forums!

    So for your question 1 you have the right answer. No matter what account you are trading to, real-time data is going to come from the first connection that is connected that has the data.

    This means if you connect to IQFeed first and then Interactive Brokers second, all of your real-time data is going to come from IQFeed.

    Lets say you have Zen-Fire connected first (which only supports futures) and Interactive Brokers connected second. In this case all future data will come from Zen-Fire and all equity, index, and forex data will come from Interactive Brokers.


    For question 2, NinjaTrader has not had a chance to fully test these new API's. This means that while its possible they may work just fine, we are not supporting them until we have been able to fully test the API for the newest versions.

    This means if you have any issues, the first thing we will have you do is roll-back to the supported version. If you are not experiencing any issues, feel free to use the newest versions at your own risk.

    Let me know if I can be of any further assistance for you.
    Chelsea B.NinjaTrader Customer Service

    Comment


      #3
      Perfect, thanks a lot for your fast answer.
      Question 1 was the most important and I feel better now after your answer.
      About question 2, at the moment I will proceed with the latest version of TWS and IQFeed Client as I'm not experiencing any issue.

      Maybe I will come back next days with other questions as I'm near the day I will start using Ninja and my strategy on real market and I have to understand some other few things just to be sure to have a stable system.

      Thanks again.

      Renato.

      Comment

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