Tick replay with IB Data?

[Stok]

Hi!

I am trialing out a volume profile indicator that needs tick repay to back build (I assume). I have never used that option. So, I have I enabled it under tools/options and enabled it in a new chart under data series and restarted NT, but it doesn't back build. I thought it is an issue with IB, but I also use Sierra with IB data and it backfills (TPO & Volume profile charts). Ideas?

Thanks!

[NinjaTrader_ChrisL]

Hello Stok, thanks for your note.

Interactive Brokers does not provide historical tick data. The way that NinjaTrader loads charts historically requires this data from the data provider. A secondary data feed would be needed to backfill the tick data on the chart. Kinetick or IQFeed provides historical and live data and they are not brokers, so no additional brokerage account is needed.

Kind regards.

[Stok]

Thanks Chris! I thought IB did not support tick replay. So help me underrated, when IB (my only data connection) back-fills charts where is that data coming from? Just their historical database?

[NinjaTrader_ChrisL]

Hi Stok, thanks for your reply.

IB will provide historical minute and day data, so your chart would backfill those types of charts. Tick replay will not work with IB because it requests a 1 tick series from your data provider. NT also caches incoming data, but if you leave the platform off for a while and come back, then new tick data would need to be requested from the data provider.

Best regards.