Download Historical Bid/Ask Minute Data from Interactive Brokers

[trader-ap]

I am trying to download historical bid/ask minute data for US Equities from an Interactive Broker connection and the download button greys out but never shows an error message and does nothing. When I look in the edit tab, nothing is downloaded

https://ninjatrader.com/support/helpGuides/nt8/NT%20HelpGuide%20English.html?data_by_provider.htm

As per this matrix, I assume I should be able to do this for Interactive Brokers.

Please could you let me know if its possible to download this data through an IB connection? If so, how do I figure out what is wrong.

Thanks

[NinjaTrader_Zachary]

Hello trader-ap,

Thank you for your inquiry.

This should be possible since you are attempting to download historical bid/ask minute data, as far as I am aware. Please answer each of the following questions;

• What version of TWS are you currently using? (This can be found under Help > About Trader Workstation)
• What version of NinjaTrader are you currently using? (This can be found in NinjaTrader under Help > About)
• Do you see any error message in the 'Log' tab of the Control Center at all?
• Do you experience the same if you try a more common symbol that's already built into the platform, such as AAPL or MSFT?

I look forward to further assisting you.

[trader-ap]

Hi

1. TWS Version
Build 10.18.1b, Aug 31, 2022 9:53:04 AM
Jolt Build 1.18.9, Jul 5, 2022 05:27:19 PM
Nia Build 2.24.2, Jan 17, 2022 05:48:10 PM
ModelNav Build 1.13.2, Jan 24, 2022 04:59:21 PM
Riskfeed Build 2.45.3, Jul 25, 2022 06:42:42 PM

2. Ninja Trader Version - 8.0.26.1 64-bit

3. Control Centre Log shows this as soon as a connection is made to IB and before starting the Historical Data Load

Time	Category	Message
05/09/2022 16:55	Default	Received unknown error/warning: End Date/Time: The date, time, or time-zone entered is invalid. The correct format is yyyymmdd hh:mm:ss xxx where yyyymmdd and xxx are optional. E.g.: 20031126 15:59:00 US/Eastern Note that there is a space between the date and time, and between the time and time-zone. If no date is specified, current date is assumed. If no time-zone is specified, local time-zone is assumed(deprecated). You can also provide yyyymmddd-hh:mm:ss time is in UTC. Note that there is a dash between the date and time in UTC notation.
05/09/2022 16:55	Connection	Interactive Brokers: Primary connection=Connected, Price feed=Connected

4. After submitting the load for minute bid/ask data for MSFT, the historical data load box greys out but never returns and there are no errors in the control centre log. No data is shown in the edit tab for MSFT. Also looking at the detailed logging on TWS there are no API calls to request data for MSFT showing up.

It looks like NT8 is not making any calls to IB and is stuck somewhere in its own processing

[NinjaTrader_Zachary]

Hello trader-ap,

Thank you for your inquiry.

The build of TWS that you are currently using is not compatible with NinjaTrader. You must connect in NinjaTrader using TWS version 981.3i, or there can be many unexpected issues that occur. I know for a fact that the specific build series you are using is known to cause issues with bid and ask information. Please uninstall the version of TWS that you currently have, and instead use the supported version to connect in NinjaTrader. You may download the specific supported version for NinjaTrader from our Connection Guide at the link below;

https://ninjatrader.com/ConnectionGuides/Interactive-Brokers-Connection-Guide

Please ensure that your connection is also configured exactly as is described at the link above. I would expect this to correct the issue.

[trader-ap]

Thanks, have downgraded TWS and its working now.