TD Ameritrade Connection and Price Data

[TicksBandit]

I have an account with TD Ameritrade. I setup the connection with them and it looks like it's working... somewhat. Right now it's 6:45pm in my time zone on Nov 15th.

Futures and stocks do come up on my charts, FOREX doesn't for some reason, even though I can get real time data from ThinkOrSwim, which is the platform TD Ameritrade has us use. So, I would assume I have permissions with them to use real time data for stocks, futures and forex.

The question is, when I pull up ES 12-17, the time on the Data Box it says for the time 1:10am.

The settings on my NT 8 are set for Eastern Time. The Trading Hours settings are right for this contract. I don't have this time discrepancy when I use Kinetick's delayed data ($55 plan they have). And it's not like this data from TD Ameritrade is delayed... it's showing a FUTURE time period - lol.

Any idea on why the future "time stamp" on these futures contracts? I can't check for stocks as it's after hours, although I should be able to get after market data as some stocks trade after hours. But the timestamp on the charts in the data box for stocks is showing 4pm est, which is correct.

Can we get real time data from TD Ameritrade? If so, why no FOREX data, even though I can using their platform.

[TicksBandit]

An Update... when I kept the charts up... disconnected from TD Ameritrade and connected with my Kinetick account. The time stamp was right. So, I don't think it's a time zone setting anywhere in the NT8 settings.

[NinjaTrader_DrewO]

TicksBandit,

Thanks for posting.

When connecting to a TD Ameritrade account connection in NinjaTrader, only Equities and Index data would be available. The Futures data would have had to had originated from another data provider. I have provided a link below to the NinjaTrader 8 Help Guide that goes over understanding the data provided by your connectivity provider.

http://ninjatrader.com/support/helpGuides/nt8/en-us/data_by_provider.htm

[TicksBandit]

Another Update.
When I click back from Kinetick to TD Ameritrade... for a particular futures contract, the time is then right. However, any other contract I put on that hasn't been used before on a chart on Kinetick first... still has a future date.

For example, say I had YM up with the TD Ameritrade connected and never had that contract up with Kinetick... it shows the future time. Then I turn off TD Ameritrade connection and put on Kinetick... the data timestamps is right... then I switch back to TD Ameritrade and turn off Kinetick... the time stamp is right.

By the way, the TD Ameritrade data is delayed as well, even when it's right... right being it's not 5 or so hours ahead like my initial complaint pointed out. It looks like the futures are delayed by about 15 minutes, which I have a real time TD Ameritrade account where the data shows up in real time on ThinkOrSwim... why is delayed on here?

Sorry for the additional posts, just want to make sure I give as much info/details as I can.

[TicksBandit]

Wow, that was quick... thanks for the fast reply. You replied before I had a chance to look at the thread and was still posting an update - lol

[TicksBandit]

one thing that is curious though... you mentioned that the futures would have to be provided by someone else... then where is the futures data that is coming up coming from? No other connection was up but TD Ameritrade... and why the future timestamp?

[sledge]

one thing that is curious though... you mentioned that the futures would have to be provided by someone else... then where is the futures data that is coming up coming from? No other connection was up but TD Ameritrade... and why the future timestamp?

Please show us how you are configuring futures with TDA. Post some images. I will test here.

The TDA data is from their old StrategyDesk application. ToS was purchased after. They have upgraded the TDA data a little bit and they had futures in the plans - but I'm not sure how far they got. The TDA developer forum is dead as they basically took it down.

[NinjaTrader_DrewO]

TicksBandit,

You mentioned a Kinetick connection in your previous replies, would this be a real time Kinetick connection? If so, this could support real time data for Equities, Futures, and Forex instruments and be the source of the Futures data you are seeing.

It is not possible to receive Futures data through a TD Ameritrade connection.

[TicksBandit]

Not sure Sledge what configuration to show you. I went to connection and put in my credentials for the TD Ameritrade connection. I did get data so the connection is working. And as I mentioned previously, the time zone settings on the contracts and for the entire NT8 install are the right time zone... and the time zone is right with Kinetick account. The only live connection or any connection at the time of the issues I reported was TD Ameritrade.

[TicksBandit]

Drew, I have a Kinetick delayed data feed (the one that comes with the $55 package). But it wasn't on when I just had TD Ameritrade connected. So not sure how it would be getting futures data from there when I was testing out TD Ameritrade. And even if it were, why would it be showing future time stamps as when I have just Kinetick on and nothing else, the time stamps are right.

[TicksBandit]

Drew, what is strange is when I have no connection on at all... and the little circle in the bottom left, which shows connection status is white... I still get futures data... although its time stamp shows into the future too. Where is it getting it from?

[TicksBandit]

and I gotta say this... I have been trading and active in forums and such for almost 20 years now... and I have never seen a forum that people are so quick to help out. This is the 4th thread I created since I started testing out NT8 and the service is outstanding.

[NinjaTrader_DrewO]

TicksBandit,

Thanks for replying and your kind words.

Normally I would expect this data to simply be cached data, but if the timestamps appear for future dates/times, it would not be expected behavior.

I'm happy to check into this with you if you would please email us at PlatformSupport [AT] NinjaTrader [DOT] com. In your message please include a link to this forum thread and a copy of today's trace files. You will find these diagnostic files in the Documents > NinjaTrader 8 > Trace folder. I will need to review a copy of the files which are named 'trace.20171115.XXXXX.txt'. There will likely be multiple files for each day.

[TicksBandit]

Thanks for the offer... I think it's a "nuance" with the platform that won't affect me once I get the live real time feed hooked up. I don't want to bother you with it. You helped confirm for me that it's not my setup or a "problem" per se but related to the fact that TD Ameritrade doesn't give us futures data and NT8 is hunting fo provide it and grabs it from the wrong area rather than just charting nothing.

The reason I posted this thread s because I thought it was an issue with my NT8 setup or I was doing something wrong but after hearing your responses... I think it's related to TD Ameritrade not providing real time data for futures and NT8 "choking" a bit on it for some reason... ie. getting the data from somewhere else... and probably from somewhere that's it's not supposed to or jamming it up a bit - hence the timestamps being wrong. I have coding experience and that would make sense if I were debugging it from a coder's POV.

Therefore, it won't be an issue once I get RT data for it so it won't be an issue for me.

[TicksBandit]

One unrelated question and one related question:
1. There is a symbol for the US Dollar Index (not the futures symbol DX) that is on most systems and usually is this symbol: $DXY. I don't see it anywhere on NT8?

2. Right now, as I mentioned before... I have a TD Ameritrade account and Kinetick Delayed. Can I make it so I can get Real Time Stock data from TD Ameritrade by going to Tools -> General - Preferred Connections and selecting TD Ameritrade for Stock? And then make sure TD Ameritrade and Kinetick are both connected... and stock data will come from TD Ameritrade and everything else from My Kinetick feed?

Also, I noticed when I go to the section where you can select the connections for each asset class, it just says Kinetick and not "My Kinetick" which is what it says in my connection configuration. How does it know which Kinetick connection to use... the one that says Kinetick EOD or the one that says My Kinetick?