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NT8 support for IBs Tick-by-Tick Historical Market Data

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    #16
    Yes. Requires complete re-write of our IB adapter and all the risks associated with a complete re-write to support that feature.
    BrettNinjaTrader Product Management

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      #17
      Hello Brett,

      if not implemented yet, please add my vote on SFT-2837.
      I need historical tick data for correct volume profile calculations.

      Best regards,
      Johnny

      Comment


        #18
        Hello,
        please add my vote on SFT-2837

        Comment


          #19
          Johnny90 , guidoisot - I've added your votes to SFT-2837.
          Patrick G.NinjaTrader Customer Service

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            #20
            thanks.
            as this thread is about historical tick data, I would like to ask whether it is possible to add a further feature allowing to use up to yesterday's historical tick data compatible with NT8 purchased by third partt providers, which I understand are offered at an affordable price. I am currently using a few market analyzers templates for parsing about a dozen instruments, ... my data feed is one minute from IB, just for a few days of history every time I load the platform it takes a very long time to load all the data. If a new feature allowed NT8 to pick data from IB data feed just for the current day and to pick the historical data up to previous day as downloaded from a third party provider, I suppose the process would be much faster and perhaps would also help, those who get data from IB, for a better use of all NT order flow new indicators which are accessible only by license holders.
            I hope all this makes some sense.
            Thanks.
            Last edited by guidoisot; 10-10-2019, 07:09 AM.

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              #21
              Thanks for the suggestion.

              I have submitted this as a feature request to the Development Team. The internal tracking number for your feature request is SFT-4172 . Please reference this internal tracking number if you ever have questions regarding this feature request.

              When a feature request is implemented, you'll find it in the release notes:

              http://ninjatrader.com/support/helpG...ease_notes.htm

              As a side note, Interactive Brokers themselves recommends using a different data feed. Here is a link to their documentation:Instead of trying to bend the Interactive Brokers feed to meet your needs, the best solution may be to obtain a supplementary data feed that meets your trading needs out of the box. Kinetick might be one such provider that does not have these limitations. Here is a link with more information about all of our supported data providers:
              Last edited by NinjaTrader_PatrickG; 10-17-2019, 06:16 AM.
              Patrick G.NinjaTrader Customer Service

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                #22
                Thank you.
                Actually I did not write clearly what I meant. I was thinking to using market replay tick data, as I undersand these tick data can be purchased for just about 40/50 $/year.
                So the request I meant was about allowing the use of market replay tick data as historical tick data, ( .... at least for license holders! and/or for a few main instruments).
                Last edited by guidoisot; 10-14-2019, 04:22 AM.

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                  #23
                  Thanks for the clarification. Again, this would be a work-around for a data feed that would be more complicated that simply using a data feed that supplies all the data you need.

                  With that said, I have submitted this as a feature request to the Development Team. The internal tracking number for your feature request is SFT-4308. Please reference this internal tracking number if you ever have questions regarding this feature request.

                  When a feature request is implemented, you'll find it in the release notes:

                  http://ninjatrader.com/support/helpG...ease_notes.htm

                  Thanks in advance for your patience.

                  Last edited by NinjaTrader_PatrickG; 10-17-2019, 07:32 AM.
                  Patrick G.NinjaTrader Customer Service

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                    #24
                    Hi Patrick,

                    I would add my endorsment to the request guidoisot just requested. Thanks.

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                      #25
                      Please add my vote - Whilst I'm not really in need ot the tick byt tick data, it would be a nice to have, and if you are re-writing it, surely, options support etc would be part of the re-write, so anything that spurs on a re-do of the ib connector to support all the new features would be a significant step forward IMO.

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                        #26
                        afoschini , pjsmith - I've added your votes to SFT-4308
                        Patrick G.NinjaTrader Customer Service

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