IQFeed n ninja 8 problem

[androiduser14916]

I used ninjatrader 8 to download historical bid, ask and last tick data for AAPL. However it is all the same. Is this supposed to be the case?

[NinjaTrader_ChristopherD]

Hello androiduser14916,

My apologies: I see from the title of your post that you are using IQFeed as the market data connection for NinjaTrader. I will test this on my end and then report back to you with additional information.

I apologize for the confusion.

[NinjaTrader_ChristopherD]

Hello androiduser14916,

Thank you for your patience. I am able to replicate this behavior on my end and I am working with our development team to determine the cause.

[NinjaTrader_ChristopherD]

Hello androiduser14916,

Thank you for your patience.

We were able to work with our development team on the item that you reported regarding ask/bid data from IQFeed. The current version of NinjaTrader 8 does not support historical ask/bid data from IQFeed. That being said, we are looking into adding this as an enhancement for the next release of NinjaTrader 8. We are tracking it internally as 11382. Look in the release notes of an upcoming release of NinjaTrader for this number.

[androiduser14916]

Does this mean that this doesn't work for kinetick as well

[NinjaTrader_ChristopherD]

Hello androiduser14916,

NinjaTrader 8 can download historical bid/ask data from Kinetick on a tick-based interval. This is not currently supported with IQFeed, but we are looking to add this as an enhancement for the next software release.

[Ricam]

IA feed bid ask and replay data

The bid and ask data streams are totally useless anyway since they are not synchronized to the last data. I really cannot think of any use for them at all.

Tick Replay DOES work with IQFeed to provide the bid and ask associated with each trade. Or at least it SEEMS to.

Or does it?

[NinjaTrader_EricB]

Hello Ricam,

Thank you for your reply,

I tested downloading tick data for CL 05-17 form IQ Feed on my end and was also successful in replaying the data and filling orders. As a note, the last price being duplicated by the bid price may not produce the results intended if you're used to the last price being present.