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TD Ameritrade connection lag

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    TD Ameritrade connection lag

    I just signed up for ninjatrader 8. Looks great. I have a TD Ameritrade account and I notice when I put time & sales of both TD ameritrade and NT8 side by side, there's definitely a lag and even some missing orders on NT8's T&S. For reference, I used the etf "SPY" on both time & sales. My internet connection is great.. Does anyone know how to remedy this? Or is this a limitation? Thanks

    #2
    Anybody out there?

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      #3
      TD Ameritrade real-time data received by NinjaTrader is 'snapshot' data. It is expected that the real-time ticks in Thinkorswim's T&S window would not match the snapshot data that is being sent to NinjaTrader through the API.

      A request to change the way in which NinjaTrader receives real-time data from TD Ameritrade in being tracked in feature request SFT-3936. I'll add your vote.

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        #4
        Originally posted by NinjaTrader_PatrickG View Post
        TD Ameritrade real-time data received by NinjaTrader is 'snapshot' data. It is expected that the real-time ticks in Thinkorswim's T&S window would not match the snapshot data that is being sent to NinjaTrader through the API.

        A request to change the way in which NinjaTrader receives real-time data from TD Ameritrade in being tracked in feature request SFT-3936. I'll add your vote.
        Thank you for your reply. Do you know if Interactive Broker is similar as well? Or is that real-time data?

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          #5
          Interactive Brokers data behavior is similar but arguably 'better' when comparing strictly Time and Sales.

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            #6
            Originally posted by NinjaTrader_PatrickG View Post
            Interactive Brokers data behavior is similar but arguably 'better' when comparing strictly Time and Sales.
            Appreciate the help. Sorry last question if I may.. It looks like Tradestation is one of the "Data providers". Could I use them as a real time data? or does Tradestation also provide "snapshot" data? I guess if it does use the snapshot data, it would be best to use Kinetick or IQfeed, is that right?

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              #7
              Tradestation is an extremely limited data feed and only compatible with NinjaTrader 7.

              Kinetick has been optimized to be the fastest, most stable, and most affordable data solution for the NinjaTrader platform.

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