Interactive Brokers data

[amaltais]

My understanding is that Interactive Brokers does not provide Tick by Tick data, would it be possible to use NinjaTrader to place trades at Interactive Brokers but actually use a different provider for to get tick by tick Data feed?

[NinjaTrader_Melissa]

Hello,

Thank you for the post.

Yes, it would be possible to connect with another provider simultaneously along with your Interactive Brokers connection.

That being said, to be clear Interactive Brokers does provide live tick data in NinjaTrader, the limitation lies with historical tick data.

You can read more about which kinds of data each provider supports in our Help Guide:

https://ninjatrader.com/support/help...y_provider.htm

Please let us know if you have any further questions.

[amaltais]

Thank you for the quick reply. Say I'm trading live, I'm getting good tick data, but if I close NinjaTrade for 20 minutes and reopen, is the data from the last 20 minutes part of historical data? I.e. Do I need to keep NinjaTrader open at all times to build good tick charts with their data?

[NinjaTrader_Melissa]

Hello,

Thanks for the reply.

With Interactive Brokers tick-based charts, if you restart NinjaTrader the tick data will not be stored at all by default.

That being said, there is a setting that allows you to record live data as historical (in Tools->Options->Market Data in the Control Center.)

With this selected, while your platform is on and connected it will record live data that flows into any window (so you would need the symbol you wish to record open at all times).

Alternatively, you could certainly select an additional provider if that works better for you.

Here is more information about that historical data recording option:

https://ninjatrader.com/support/helpGuides/nt8/?options_marketdata.htm

Please let us know if you have any further questions.