Second/Tick or < 1m resolution with IB in LIVE mode?

[focus333]

Hi there,

My data feed is with IB. I've read here and there about tick data and resolutions smaller than 1 minute and I understand that IB does NOT provide historical data for these intervals. I am trading stocks only.

However, when I am trading live, it MUST get the tick data and I know it does because that's how my strategy calculates. So, 2 questions:

1) Is there a setting somewhere to that I can view tick, 1,2,3,30 second charts etc with IB during live market hours?
2) Is there another alternate data feed (free or reasonable) that can be configured to achieve this? I am in Canada so my broker choice is limited


Thank you kindly!

[NinjaTrader_Manfred]

Hello focus333,

While you would still receive real-time tick data (and should be able to review any tick-data received while you were connected), you would indeed not be able to download historical tick-data through this connection.

My suggestion would be to send an email to our Platform Sales Team, as they can give you a list of suggestions on how to receive historical tick data.

You may reach them at platformsales (at) ninjatrader (dot) com.

Thank you in advance!

[focus333]

Hello focus333,

While you would still receive real-time tick data (and should be able to review any tick-data received while you were connected), you would indeed not be able to download historical tick-data through this connection.

My suggestion would be to send an email to our Platform Sales Team, as they can give you a list of suggestions on how to receive historical tick data.

You may reach them at platformsales (at) ninjatrader (dot) com.

Thank you in advance!

Thank you NinjaTrader_Manfred ! I will contact them but my question is this: since I can receive tick data in realtime from IB, why are my tick, 1s,5s, etc charts blank in realtime? I'd think the ticks are there but when I select anything under 1m the chart is blank. Thanks again.

[NinjaTrader_Manfred]

Hello focus333,

While changing the chart would reload the data, any open chart that currently receives that real-time tick-data should record it.

My suggestion would be to test this with a 100-tick chart on an active instrument (e.g. ES 12-20). After having the chart open for a few minutes, the candles should draw from the time you connect going forward.

If this does not work as expected, please let me know!