Data by Provider

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Data by Provider

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Understanding the data provided by your connectivity provider

NinjaTrader, LLC is not a market data provider. Historical data is provided by our connectivity providers that offer historical data as part of their service. The table below displays all NinjaTrader supported connectivity providers as well as the historical and real-time data provided by each:

 

Connectivity Provider

Real-Time Data

Historical Tick Data

Historical Bid/Ask Minute Data

Historical Bid/Ask Daily Data

Historical Bid/Ask Tick Data

Historical Minute Data

Historical Daily Data

Real-Time Timestamp

Instruments Supported

Real-Time News

Tick Replay

Bid/Ask Stamped Tick Data

Daily Bars Trading Hours

Settlement adjusted Close Price For Daily Bars

NinjaTrader

YES

YES

YES

YES

YES

YES

YES

Native

F, I

NO

YES

YES

Extended Trading Hours

YES

Kinetick

www.kinetick.com

YES (subscription only)

YES (subscription only)

NO

NO

*YES

YES (subscription only)

YES

Native

E(O), F(O), FX, I

YES

YES

YES

Symbol Map Specific

YES

BarChart

YES

YES

NO

NO

NO

YES

YES

Native

E, F, FX, I

NO

YES

NO

Symbol Map Specific

YES

Coinbase

YES

YES

YES

YES

YES

YES

YES

Native

CC

NO

NO

NO

UTC

N/A

Continuum/CQG

YES

YES

YES

YES

YES

YES

YES

Native

F, I

NO

YES

YES

Extended Trading Hours

YES

Continuum/CQG WebAPI

YES

YES

YES

YES

YES

YES

YES

Native

F(O), I

NO

YES

YES

Extended Trading Hours

YES

cTrader

YES

YES

NO

NO

YES

YES

YES

Native

C

NO

YES

NO

CFD

N/A

eSignal

YES

YES

NO

NO

YES

YES

YES

Native

E, F, FX, I

NO

YES

NO

Symbol Map Specific

NO

FOREX.com/City Index

YES

YES

NO

NO

NO

YES

YES

Native

FX, C

NO

YES

N/A

Forex

N/A

FXCM

YES

YES

YES

YES

YES

YES

YES

Native

FX, C

NO

YES

N/A

Forex

N/A

Interactive Brokers

YES

NO

YES

YES

NO

YES

(live account only)

YES

(live account only)

Local

C, E(O), F(O), FX, I

NO

NO

NO

Extended Trading Hours

NO

IQFeed

YES

YES

NO

NO

*YES

YES

YES

Native

E(O), F(O), FX, I

YES

YES

YES

Symbol Map Specific

YES

Rithmic

YES

YES

YES

YES

YES

YES

YES

Native

F

NO

YES

YES

Extended Trading Hours

YES

TD Ameritrade

YES

NO

NO

NO

NO

YES

YES

Local

E(O), I

NO

NO

NO

Regular Trading Hours

NO

 

C = CFD
CC = CryptoCurrency

E = Equities

F = Futures

FX = Forex
I = Indexes

(O) = Options on underlying instrument type

 

Notes:

There are various limitations on data from each provider and data is subject to change.

Options are not supported for NinjaScript use.

*Historical bid/ask comes from associated value at each historical last tick value.

 

Converting Real-Time Data into Historical Data

NinjaTrader by default will always loads historical data from your provider (Recommended). However if you enable the option 'Record live data as historical' in the Control Center > Tools > Options > Market Data Category then NinjaTrader will store real-time incoming tick data to your local PC if you have a Chart or Market Analyzer (must have an indicator column added) window open. This data can then be used as historical data. For example, if you open a chart and let it run all day long, the data collected today, will be available as historical data when you open the same chart tomorrow.

 

Warning: Recording live data uses more PC resources and is intended for connections which DO NOT provide historical data.  Enabling this option while also using a historical data provider is not recommended as it may result in data gaps.

 

Connecting to your Broker and a Market Data Provider Simultaneously

If your broker technology does not support historical data, you can connect to a service like Kinetick at the same time as connecting to your broker so that you can receive historical data. Please see the topic on Multiple Connections for additional information.