Trying to add IB symbol when using Kinnetick & IB

[pjsmith]

Hello,

I am trying to add a symbol supported by IB that is not supported by Kinnetick. I am connected live to Kinnetick data feed and IB at the same time. I've added the symbol per the below, but I am unable to get charts/data in NT, though I can use the same symbol OK in IB TWS. Is it possible to get NT to fetch the data from IB, even though it is using Kinnetick as the primary data feed (I thought that's what the symbol mappings were for, but it does not appear to work).

[NinjaTrader_PatrickG]

Understanding how multiple connections behave is important here. When connecting to multiple connections, you must choose which provider will be supplying your real-time and historical data in NinjaTrader.

By default NinjaTrader will attempt to get real-time and historical data from the first connected data provider for the instrument type for which you are attempting to receive data. Please see the following help guide page for more information on multiple connections:

https://ninjatrader.com/support/helpGuides/nt8/en-us/index.html?multiple_connections.htm#DeterminingWhatDataIsBeingUsed

So in your specific case, Interactive Brokers and Kinetick both potentially provide all asset classes. Therefore, if you are connecting to Kinetick first and Interactive Brokers second, all data is coming from Kinetick and no data is coming from Interactive Brokers.

You can define preferred real-time and historical connection per asset class, however, there is no way to request only one instrument from one feed and all other indices from another. More information here:

https://ninjatrader.com/support/helpGuides/nt8/en-us/index.html?multiple_connections.htm#SettingPreferredDataConnections

So, I do not believe there is an exact way to do what you desire unless you set your preferred connection for real-time and historical index data for Interactive Brokers.

The second part of the equation here is successfully mapping the instrument for use with Interactive Brokers. I'd like to preface the following with a disclaimer that while many custom instruments can be successfully created in NinjaTrader, sometimes it just isn't possible.

If you disconnect from Kinetick and connect only to Interactive Brokers, does the symbol you've created work in a chart?

If not, we'll need to determine what the instrument's details are so we know what to enter in NinjaTrader. Within Trader Workstation, add the instrument to a watch list. Right-click on the instrument > contract info > description. I believe I've located the instrument you're trying to map:

https://www.screencast.com/t/FdTgQFbG

Is that it? If not, when following the steps I laid out previously could you post a screenshot of the description of the instrument you're trying to create?

[pjsmith]

Hi,

Thanks. That was my understanding of it, but I thought there might be a fail back for items mapped only to one provider. IB is no good for data, so I have it connect to Kinnetick as my data source. The problem is that Kinnetic does not support this symbol at all. So, what I need would be for NT to get a symbol only from the mapped data source, but it seems this is not possible as only 1 real-time data source can be used at a time. That is a shame.

[NinjaTrader_PatrickG]

I'd like to clarify that you can configure preferred connections for an entire asset class, but that asset class cannot be split per provider.

For example, you could define it so that your futures data comes from Interactive Brokers and your equities data comes from Kinetick, but it would not be possible to have AAPL come from one and MSFT from the other (both equities instruments).

I'll submit a feature request that the preferred connection options exist at the instrument level as well as globally. I'll update this thread when I receive a tracking number.

EDIT: The tracking number is SFT-1967.

[guidoisot]

please add my vote to feature request tracking number is SFT-1967.
Thanks.

[NinjaTrader_PatrickG]

Added, guidoisot.