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NT8 support for IBs Tick-by-Tick Historical Market Data
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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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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:
As a side note, Interactive Brokers themselves recommends using a different data feed. Here is a link to their documentation:- https://interactivebrokers.github.io...lity&gsc.tab=0
- Specifically: "...If your trading strategy's market data requirements are not met by our market data services please consider contacting a specialised provider.".
Last edited by NinjaTrader_PatrickG; 10-17-2019, 06:16 AM.
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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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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
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Yes. Requires complete re-write of our IB adapter and all the risks associated with a complete re-write to support that feature.
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Originally posted by NinjaTrader_Brett View Post.........This is something we could consider with a next major version of NinjaTrader
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We're focusing on linked account support and updating to a newly recommended real-time data feed API and some additional bug fixes. Unfortunately we don't have any near term plans for the items on the your list at this time, we did look into historical tick data support however per my previous post this is not possible at this time.
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Hi Brett
Glad to hear that updates relating to IB API is coming. In the forum, there are other requests regarding IB API listed below. Are any of these features request plan for implementation in upcoming release(s)?
1. Historical tick data
2. Server side bracket order https://ninjatrader.com/support/foru...ad.php?t=94152
3. Adaptive Algo orders https://ninjatrader.com/support/foru...d.php?t=110202
4. IB order types access https://ninjatrader.com/support/foru...ad.php?t=94337
5. Direct access to IP ABI via Ninjascript https://ninjatrader.com/support/foru...d.php?t=104085
Besides, would like to request for "Direct access to IP ABI via Ninjascript" feature in the next major version of NT to enable a more comprehensive utilization and customization of NT with IB.
Thank you.
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I have an update available, we reviewed updating the NinjaTrader supported API version to a level high enough to support historical tick data from IB. Unfortunately this API upgrade is a significant update requiring changes to how the NinjaTrader adapter is written in every single aspect. This is a significant change requiring beta testing and basically starting with a fresh connection for IB. This is something we could consider with a next major version of NinjaTrader but not something we could introduce anytime in the near term.
We will be in general launching some updates to the IB API in the next coming release(s). Stay tuned and watch release notes for when these will be announced.
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Hello guidoisot,
I've added your vote as well.
Thanks for your input.
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Please add my vote for SFT-2837 - IBs Tick Historical Market Data
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Hello 3lliot,
I've added your vote. Thanks for your feedback on this.
Some of our clients choose to record tick data from real-time data and leave NT running at all times. Tools > Options > Market data > Real-time > Enable market recording of playback.
Below is a public link to the help guide.
I'm not certain on this, but my understanding from our clients is that the IB Gateway doesn't have a forced logout every 24 hours, but does log out during weekend maintenance and requires manually logging in.
Some of our clients supplement with Kinetick.
Below is a public link to Kinetick.
Last edited by NinjaTrader_ChelseaB; 09-19-2018, 07:31 AM.
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Please also add my vote for SFT-2837 - IBs Tick Historical Market Data.
In the meantime, how do people with IB accounts backtest their NT strategies? do they download historical data from another provider?
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