NI with Kinetic (EOD) and TWS

[aavevo]

Hi,

My aim is to run an EOD strategy.

I bought a Ninja Trader licence (so not using the Global Simulation Mode).
I am connected to Kinetic (free EOD).
I am also connected to Interactive Brokers > to send orders to IB TWS.

Can a strategy be run and executed in a live environment using Kinetic free EOD data ?
Or - does one need to actually subcribe to real time data (even if my strategy is EOD) ?
(if the answer to the latter is yes, this poses an issue, because Kinetic doesnt have realtime data for ICE futures).

The kinetic feed is a historical data feed, While IB has real-time pricing.

[NinjaTrader_ChelseaB]

Hello aavevo,

No, the Kinetick End Of Day (Free) connection does not provide real-time data which is required to place orders on the NinjaTrader platform.

This would require a subscription to the real-time data from Kinetick.

However, you can use the real time data from Interactive Brokers to place orders and the historical minute and daily data from IB to populate charts.

[aavevo]

Thank you for the response.

Understood.
One the reasons I opted for Kinetic (free EOD) is because they provide "merged backadjusted data"... but upon further inspection, it looks like merging futures contracts and backadjusting them seems to be handled by Ninja Trader (Options > Market Data > Global Merge Policy).

1) Am I correct is saying that if IB provides daily data historically..... Ninja Trader will "merge and backadjust" the IB data too (based on my Options > Market Data > Global Merge Policy) ?

2) Or does the data vendor need to meet some kind of requirement for Ninja Trader to be able to "merge and backadjusted" their data (in the same way you do for Kinetic) ?

[NinjaTrader_ChelseaB]

Hello aavevo,

NinjaTrader will automatically merge and back adjust data from Interactive Brokers as long as the global merge policy and the merge policy of the instrument are both set to MergeBackAdjusted.

[aavevo]

NT with Kinetic (EOD) and TWS

Thanks for your help.

I have a live production account with IB.
However, at the moment iam connected to their Paper Trading account (NT <> IB TWS) in order to test everything before migrating to their live account.

I have turned off the Kinetic connection,
set IB to my default connection on startup (Connection > My Interactive brokers)
set IB to preferred connection in Historical Data & Realtick data (Tools > Options > Market Data)

I restart both NT and IB TWS.
IB automatically connects on start up and shows the Green connected circle.

However... I dont see any data in my charts... They just say "Loading..."
am i missing something ? If i disable Kinetic, and ensure IB is connected, shouldnt the realtime and historical data flow into NT8 ?

The shows seem to show iam succesfully connnected:

Time Category Message
05/06/2016 20:24:24 Connection My Interactive Brokers: Primary connection=Connected, Price feed=Connected

Time Category Message
05/06/2016 20:24:23 Connection My Interactive Brokers: Primary connection=Connecting, Price feed=Connecting

Please advise, thank you

[NinjaTrader_ChelseaB]

Hi aavevo,

Are you receiving live quotes in TWS for this instrument?

Are any error messages appearing in the Log tab of the Control Center when loading the chart?

May I have a screenshot of the instrument settings? (I would like to see the exchange checked as well as the symbol mapping for the instrument)

To send a screenshot with Windows 7 or newer I would recommend using Window's Snipping Tool.

Click here for instructions

Alternatively to send a screenshot press Alt + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CTRL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment.

Click here for detailed instruction

[aavevo]

Thanks, this is now working as expected.
I am seeing realtime and historical prices for the market where i subscribe to IB data.

I did this on a Sunday, so did not expect to see live prices, but DID expect to see historical prices (charts).

On a related note..have a look at the attached YM 06-16 chart.
I am connected to IB data, the chart looks fine in my TWS, but you can see the bad data point here which is screwing up the chart.

Does this issue lie with IB or TWS ? (nothing showing in the logs)

Do you have any measure in place to 'identify' these bad points before we do ?

[NinjaTrader_ChelseaB]

Hi aavevo,

We are seeing some slow download times with IB, but we are seeing that it does eventually load.

I've erased my historical data in NinjaTrader 8 and then re-downloaded to ensure that I was getting fresh data and it does appear correct.

Attached is a screenshot.

Please right-click your chart and select Reload All Historical Data.

If the chart is not corrected after re-downloading the data, please send an email to platformsupport [at] ninjatrader [dot] com so that we may schedule a call to assist. In the email include a link to this forum thread.