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Downloading Historical Data

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    Downloading Historical Data

    Hello,

    There is a way to know how much time left when downloading historical data? It's seems to take too much time downloading historical data via Interactive Brokers Gateway.

    #2
    The is no countdown timer for historical data downloads because typically it's quite fast.

    Unfortunately, Interactive Brokers restricts the speed at which historical data can be downloaded when using third-party apps like NinjaTrader. There is no work-around for this other than using a data provider that does not have a smiliar limitation.

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      #3
      Thank you for the quick answer.
      After I have complete downloaded the historical data, when I'm loading chart or running a backtest, does it's downloading once again the historical data, or it using the downloaded data?

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        #4
        NinjaTrader has 3 levels of data access: From provider, from cache, and from memory.
        1. From provider is naturally the slowest, since data has to be transferred over the internet from your connected data provider.
        2. From cache is much faster, since we cache the data to the hard drive and load from there on any subsequent request.
        3. From memory is the fastest and typically results in "instant" chart loads, which is possible since the data is already in use by NinjaTrader so we don't have to make a trip to the cache or the provider.
        The reality is for any chart load, there typically will be data returned from multiple levels of data access. Where NinjaTrader will load as much as possible from the memory or cache and make a request to fill any gap to the provider.

        Here is a link with more information about how this works:

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