Announcement
Collapse
No announcement yet.
Partner 728x90
Collapse
NinjaTrader
NT8 support for IBs Tick-by-Tick Historical Market Data
Collapse
X
-
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.
Comment
-
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.
- Likes 1
Comment
-
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.
Comment
-
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:
Thanks in advance for your patience.
Last edited by NinjaTrader_PatrickG; 10-17-2019, 07:32 AM.
- Likes 1
Comment
-
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.
- Likes 1
Comment
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by kaywai, 09-01-2023, 08:44 PM
|
5 responses
601 views
0 likes
|
Last Post Today, 12:32 AM | ||
Started by xiinteractive, 04-09-2024, 08:08 AM
|
6 responses
22 views
0 likes
|
Last Post Today, 12:31 AM | ||
Started by Pattontje, Yesterday, 02:10 PM
|
2 responses
17 views
0 likes
|
Last Post
by Pattontje
Yesterday, 11:49 PM
|
||
Started by flybuzz, 04-21-2024, 04:07 PM
|
17 responses
230 views
0 likes
|
Last Post
by TradingLoss
Yesterday, 11:45 PM
|
||
Started by agclub, 04-21-2024, 08:57 PM
|
3 responses
17 views
0 likes
|
Last Post
by TradingLoss
Yesterday, 11:42 PM
|
Comment