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

[NinjaTrader_Brett]

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

[Johnny90]

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

[guidoisot]

Hello,
please add my vote on SFT-2837

[NinjaTrader_PatrickG]

Johnny90 , guidoisot - I've added your votes to SFT-2837.

[guidoisot]

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.

[NinjaTrader_PatrickG]

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/helpGuides/nt8/en-us/?release_notes.htm

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.".

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:

• https://ninjatrader.com/support/help...y_provider.htm

[guidoisot]

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).

[NinjaTrader_PatrickG]

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/helpGuides/nt8/en-us/?release_notes.htm

Thanks in advance for your patience.

[afoschini]

Hi Patrick,

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

[pjsmith]

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.

[NinjaTrader_PatrickG]

afoschini , pjsmith - I've added your votes to SFT-4308

[walter739]

Hello, Please add my vote for SFT-2837 - IBs Tick Historical Market Data

[NinjaTrader_PatrickG]

Added. walter739

[suncity93]

Hello, Please add my vote for SFT-2837 - IBs Tick Historical Market Data

[NinjaTrader_PatrickG]

added, suncity93

Future visitors - I will no longer be making confirmation posts for new votes, but will still be adding any new votes.