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Tick by tick historical data issue through Interactive Broker

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    Tick by tick historical data issue through Interactive Broker

    since this year, IB has the CME real time market data, which include tick by tick data.

    I am able to use Ninja trader to connected to IB and load /ES tick data. everything is fine except about 8 hours historical tick data missing.

    for example, If I load tick data at 10am , the historical tick data only show til 2am,. then show real time tick data. there is about 8 hours gap.

    My question is is there any NT setting wrong when I connecting to IB? is there timing zone issue between NT and IB?

    I don't think IB tick data has issue, since I can load most of data except 8 hours gap.
    Last edited by LadGta2018; 11-20-2018, 02:49 PM.

    #2
    this historical data missing only happens when "tick replay" option is on. if I turn off tick replay and load /ES chart, everything is OK.

    Comment


      #3
      Hello LadGta2018,

      Are you using the instruments default session hours or are you using custom hours?

      Do you see the data if you open a chart that can see that data>>disconnect from IB>>then enable tick replay ?

      I'd also like to examine your log and trace files. Please write in to PlatformSupport(AT)NinjaTrader(DOT)com and reference this forum post with RE:JOSH in the subject line. Please attach your Log and Trace files to your email so that I may investigate this matter further. You may follow the steps below to attach those files.
      • Open your NinjaTrader folder under My Documents.
      • Right click on the 'log' and 'trace' folders and select Send To> Compressed (zipped) Folder.
      • Send the 2 compressed folders as attachments to this email.
      • Once complete, you can delete these compressed folders.

      JoshNinjaTrader Customer Service

      Comment


        #4
        Originally posted by NinjaTrader_JoshG View Post
        Hello LadGta2018,

        Are you using the instruments default session hours or are you using custom hours?

        Do you see the data if you open a chart that can see that data>>disconnect from IB>>then enable tick replay ?

        I'd also like to examine your log and trace files. Please write in to PlatformSupport(AT)NinjaTrader(DOT)com and reference this forum post with RE:JOSH in the subject line. Please attach your Log and Trace files to your email so that I may investigate this matter further. You may follow the steps below to attach those files.
        • Open your NinjaTrader folder under My Documents.
        • Right click on the 'log' and 'trace' folders and select Send To> Compressed (zipped) Folder.
        • Send the 2 compressed folders as attachments to this email.
        • Once complete, you can delete these compressed folders.

        Email has been sent, please check. thank

        Comment


          #5
          That's an interesting update. How do I enable tick by tick historical data? I'm using IB, but the "reload historical data" is grayed out.

          Thanks
          Ulises
          ulisesguerrero
          NinjaTrader Ecosystem Vendor - Thrifty Coders

          Comment


            #6
            Originally posted by ulisesguerrero View Post
            That's an interesting update. How do I enable tick by tick historical data? I'm using IB, but the "reload historical data" is grayed out.

            Thanks
            Ulises
            Created a new chart, and start from there.

            Comment


              #7
              Yes, but that is only live data, that is expected. But its not pulling any historical data. Maybe I'm missing something?
              ulisesguerrero
              NinjaTrader Ecosystem Vendor - Thrifty Coders

              Comment


                #8
                Originally posted by ulisesguerrero View Post
                Yes, but that is only live data, that is expected. But its not pulling any historical data. Maybe I'm missing something?
                it is better if you give some screen shots. did you get CME real time data from IB.?

                Comment


                  #9
                  Hello Ulises,

                  Who are you connected to for data?

                  I agree a screenshot would be helpful.
                  JoshNinjaTrader Customer Service

                  Comment


                    #10
                    Hello,

                    Yes, we got the real time data package from IB, but NT8 will only load minute bars and further up, no historical tick. Attached image.

                    ulisesguerrero
                    NinjaTrader Ecosystem Vendor - Thrifty Coders

                    Comment


                      #11
                      Thank you for your reply.

                      This is because Tick bars are built using Historical Tick data, and the Interactive Brokers connection in NinjaTrader does not support historical tick data. See the below section of our help guide for more on the data types needed to build various chart bars.
                      https://ninjatrader.com/support/help...riousChartBars

                      The below link will show all the NinjaTrader-supported data feeds and the market they support.

                      See "Understanding the Data Supplied by your Connectivity Provider"

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

                      Let us know if we may assist further.
                      Eric B.NinjaTrader Customer Service

                      Comment


                        #12
                        Originally posted by NinjaTrader_EricB View Post
                        Thank you for your reply.


                        The below link will show all the NinjaTrader-supported data feeds and the market they support.

                        See "Understanding the Data Supplied by your Connectivity Provider"

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

                        Let us know if we may assist further.

                        Thanks for more details. Eric B.

                        Does Data Supplied chart is up to date? How often the chart get update?

                        Comment


                          #13
                          LadGta2018,

                          The chart will update live, if your data provider supports that instrument. Otherwise, you would need to right-click in the chart>>Reload all historical data to update the chart.
                          JoshNinjaTrader Customer Service

                          Comment

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