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Merge Kinnetic (EOD) historical data with IB recorded real time as historical data

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    Merge Kinnetic (EOD) historical data with IB recorded real time as historical data

    Hi,

    I have checked both data providers here: https://ninjatrader.com/support/help...y_provider.htm

    I would like to merge both providers in order to have available data like: Historical Bid/Ask Tick Data, Tick Replay and Bid/Ask Stamped Tick Data.

    1) IB does not provide directly Historical Bid/Ask Tick Data, Tick Replay and Bid/Ask Stamped Tick Data. But would this data be available if I record realt ime data as historical data?
    2) Can I fill the gaps of missing recorded historical data with a second connection with Kinnectic (EOD) which it can provide this data directly from previous days?
    3) I have configured IB as my prefered connection for realtime data and historical data. I also record real time data as historical data. Is this enough to archive the goal of having the best of both providers?

    As far I know when you use multiple connections, the data that the first connection cannot provide is provided by the second connection, but I'm not sure about the level of granularity when merging data.

    Thank you for your help!


    #2
    Hello mbcmbc,

    Thank you for your note.

    Currently in the platform, users have the ability to dictate the preferred data provider by asset type for historical and real time data. You can do this via Tools > Options > Market Data > Preferred Connections. If you had a Kinetick live account, for example, you could set Kinetick as your historical data preferred connection however Kinetick EOD doesn't provide historical tick or minute data. Only Historical Daily data is supplied with this connection.

    Your recorded live tick data would be historical tick data available on your chart with your IB connection, there just isn't a way to download fresh historical tick data from that connection.

    Please let us know if we may assist further.

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