Tick data chart ^TickDJ and ^TickQ

[frank888]

Dear Sir / Madam,

I have purchased NinjaTrader8 Lifetime Licence multibrokerage. I also have an IKBR (Interactive Brokers) account. I have linked the data source of IKBR to NT8.

By purchasing an indicator I need tick data from NYSE, Dow Jones and Nasdaq on a 1 minute timeframe for 10 days.

In NT8, the chart ^Tick (NYSE) opens correctly. However when opening ^TickDJ and ^ TickQ I get the messages:
1) Error on requesting bars series: 'IB was unable to locate instrument. Please verify your symbol mapping is correct for instrument ^ TICKDJ Nyse '.
2) Error on requesting bars series: 'Historical Market Data Service error message: No market data permissionss for Nasdaq IND.

At IKBR I have the data from the Dow Jones and the Nasdaq. I find it strange that I do get the ^Tick chart open but not ^TickDJ and ^TickQ.
Do I have to change anything in the NT8 settings to open the ^TickDJ and ^TickQ charts?
Or do I have to be at IKBR for that?

Is it possible to get this data? If so, could you help me with that?
Thanks in advance and best regards,

Frank Slegtenhorst
Netherlands

[NinjaTrader_Manfred]

Hello Frank,

The "No market data permissions" error message indicates that the instrument does not receive real-time data. In this case, you would have to reach out to Interactive Brokers to have this instrument added to your subscription.

The "IB was unable to locate instrument" error message on the other hand usually means the instrument you accessed is not known to Interactive Brokers.

I have investigated this further and noticed the "TICKDJ" instrument in NinjaTrader 8's default settings points to an incorrect exchange, I can only apologize for this.

To correct this, please follow the steps below:

1. Click on Tools / Instruments
2. Select the "TICKDJ" instrument
3. Click on "Exchanges"
4. Unselect the "NYSE" exchange
5. Select the "AMEX" exchange
6. Click "OK"

Once the TICKDJ instrument is now added to the chart it should appear correctly, as long as you receive real-time data for it. Should you receive the same "No market data permissions" the instrument would be set up correctly but would be missing in your subscription.

Please let me know should you have any further questions!

[frank888]

Hello Manfred,

Thanks for your reply. I will follow your steps and will answer asap.

Frank

[frank888]

Hello Manfred,
I applied the change as you described.
The chart is loaded but does not appear. This may be because the market is closed.

I'll try again tomorrow and let you know what the result is.

For the Nasdaq I will contact IB.

Thanks for your advice,. I really appreciate it.

[NinjaTrader_Manfred]

Hello Frank,

Thank you very much for your response.

Please take your time, should you still experience any issues tomorrow simply let us know!

[frank888]

Hello Manfred,

Thanks to you, I have ^TICKDJ now.
I had ^TICK already.
Next step is to go to IB for the correct data for ^TICKQ.
If I have the data for ^TICHQ, maybe I'll have to change "NYSE" for "AMEX" as well.
Two down and one.

I appreciate

[NinjaTrader_Manfred]

Hello Frank,

I'm very glad to hear everything's working!

Never hesitate to let us know if there is anything we may assist you with.

[Morgan0321]

Hello~ Manfred:

I have similar problems for IB to connect Ninjatrader. So please allow me to ask in same post.

1. I have checked the setting of instrument by APPL. The exchange is Default and NASDAQ.
But when I add a new chart of APPL, the error message say it set to ISLAND STK.
I don't konw how to correct it. Please guide me verify it. Thanks!


2. I tried to add future of STW in SGX exchange, (1) Instrument List (2) Add the last "TW 09-20" in it (3)New Chart (4)Instrument List=>"TW 09-20"
But no data displyed.
(I tried IB-Multicharts, this symbol data works fine there.)
Could you guide me how to set this IB future instrument in NinjaTrader?



Thanks & Regards


Morgan

[NinjaTrader_Manfred]

Hello Morgan0321,

I would like to take a closer look at the instruments you've set up as well as your trace & log files, as they might give us a further indication.

As these files can contain some personal information, such as your account name, I would like to ask you to email them to us directly.

You can do this by going to the Control Center-> Help-> Mail to Platform Support.
Ensure to check 'Log and trace files' and reference the following in the email's body:

ATTN Manfred - 2726002

Thank you in advance!

[Morgan0321]

Hi, Manfred:

Sent Already.

Just let me know if there is any further result or more material you need.

Thanks & Best Regards

Morgan

[NinjaTrader_Manfred]

Hello Morgan,

While I already replied to your email earlier today I also wanted to leave a note in this thread to ensure anyone searching for this information can also find it.

It seems the TW future contract had an incorrect rollover date for the TW 03-20 expiration, resulting in it not correctly rolling over if the suggested dates are being used.

If this date is being changed from 12/11/2020 to 12/11/2019, the platform will again suggest the correct contract.

This suggested rollover date will also be updated on our servers and should appear correctly going forward.

Thank you very much for catching this!

[PaulMohn]

Hello,

I've followed the directives from above:

https://ninjatrader.com/support/forum/forum/ninjatrader-8/platform-technical-support-aa/1116625-tick-data-chart-tickdj-and-tickq?p=1116632#post1116632

and it worked for the ^TICKDJ issue Thanks.

However, frank888 suggestion https://ninjatrader.com/support/foru...95#post1116695 to change the Nasdaq exchange to AMEX for the 2nd ^TICKQ did not work.

I have the following 2 Interactive Brokers Data Subscriptions enabled:

1.
US Futures Value Bundle PLUS

Includes depth on CBOT, CME, COMEX, and NYMEX. In order to subscribe to US Futures Value Bundle PLUS (NP,L2), the user must already be subscribed to US Securities Snapshot and Futures Value Bundle (NP).

2.
US Securities Snapshot and Futures Value Bundle

This service will deliver NBBO snapshot quotes for all listed US equity issues as well as top of book data for CME Group Futures. Also includes Dow Jones Industrial Average, S&P 500 Indices, and OTC Markets quotes. Note, US Equity NBBO snapshot quotes will cost an additional 0.01 USD above the listed subscription price and waiver.


Can you please tell me what to do next? Is there another exchange I need to enable for ^TICKQ in NT Tools > Instruments?

Or something else?

[NinjaTrader_Manfred]

Hello PaulMohn,

Thank you very much for your post.

As far as I can tell, the settings for the TICKQ should be correct as-is. Do you receive real-time or delayed data for this instrument when you open it in TWS?

If you chart the instrument on a 1-minute chart, it should indicate clearly whether you receive real-time or delayed data (e.g. the below would show delayed data):



As delayed data is not supported in NinjaTrader, it might then appear as if the instrument mapping is incorrect.

Regarding which bundle the TICKQ is part of, you would have to reach out to Interactive Brokers' customer service directly, as we, unfortunately, wouldn't be able to answer that.

Please don't hesitate to let me know, should you still not be able to chart this instrument even if you receive live data, or if you have any further questions!

[PaulMohn]

Hello Manfred,

Thanks for the answer and info.

Yes, I got delayed data for symbol TICK-NASD INDEX.

Here's IB corresponding subscription:
NASDAQ Global Index Data Service

[NinjaTrader_Manfred]

Hello PaulMohn,

Thank you very much for your reply.

I'd like to take a look at your log & trace files, as they should report if the data arrives delayed.

The easiest way to send us these is through the platform directly.

You can do this by clicking on Help > Email Support.

Please also leave the following note in your message, this allows us to quickly associate it with this post:

ATTN Manfred 2726002

Thank you in advance!