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Historical data requests from Interactive Brokers for NT8

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    Historical data requests from Interactive Brokers for NT8

    Hello,

    I have the problem that NT8 builds charts very slowly when connected to IB as datafeed. Sometimes, the chart even freezes (while bid/ask quotes are shown in NT8 in real-time). I have read that there are also other problems with historical data requests from IB into NT8. So my question is whether I should stop using historical data request and instead choose the option "Record live data as historical" (Tools=>Options=>Market Data=>"Record live data as historical"). If I do this, do I also have to uncheck "Get data from server"?
    I just need intraday data that starts at the US RTH. So I would simply fill in the instrument list in the market analyzer and have NT8 collect real-time data supplied by IB and then use this real-time data as historical. If I click then on an instrument in the instrument list, it would show the chart based on the data collected. Is this correct? What is the downisde of having NT8 collecting rea-time data from IB without historical data requests?

    Many thanks for feedback in advance!


    #2
    Technically I believe you can do it, but keep in mind that IB realtime data is low quality, their feed is aggregated and somewhat incomplete. If you let run a chart with realtime data from IB, and then refresh it with IB historical data after some time, almost all bars will slightly change.

    Comment


      #3
      Hello electronicsnake1,

      Thank you for your inquiry.

      If you disable 'Get data from server' and enable 'record live data as historical', this will stop retrieving historical data from their servers and populate charts with data that you had recorded and saved to your PC in real-time. If you do this, it's important to understand that only data for instruments that are open in a data receiving window will record and, should you close the window, lose connection, and the instrument be removed or changed on that window, the data will not be recorded during that time.

      You can also read more about Interactive Broker's historical data limitations at the following publicly available link;

      https://interactivebrokers.github.io...mitations.html

      If you decide to keep the historical data functionality on for this provider, you mostly just want to make sure that you are following these limitations in order to avoid throttling. It's important to keep each historical data request under a few thousand bars at the most.

      Please let us know if we may assist you any further.
      Zachary S.NinjaTrader Customer Service

      Comment

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