NT and IB Tick Charts Historical data - Brokers and Data Feeds | futures.io
futures.io futures trading

Go Back   futures.io

> Futures Trading, News, Charts and Platforms > Traders Hideout > Brokers and Data Feeds

NT and IB Tick Charts Historical data
Started:March 23rd, 2013 (11:25 AM) by maxr Views / Replies:1,232 / 3
Last Reply:March 24th, 2013 (04:29 PM) Attachments:0

Welcome to futures.io.

Welcome, Guest!

This forum was established to help traders (especially futures traders) by openly sharing indicators, strategies, methods, trading journals and discussing the psychology of trading.

We are fundamentally different than most other trading forums:
  • We work extremely hard to keep things positive on our forums.
  • We do not tolerate rude behavior, trolling, or vendor advertising in posts.
  • We firmly believe in openness and encourage sharing. The holy grail is within you, it is not something tangible you can download.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community. It's free and simple, and we will never resell your private information.

-- Big Mike

Thread Tools Search this Thread

NT and IB Tick Charts Historical data

Old March 23rd, 2013, 11:25 AM   #1 (permalink)
Elite Member
London England
Futures Experience: Beginner
Platform: NinjaTrader
Favorite Futures: Forex
Posts: 13 since Oct 2011
Thanks: 6 given, 4 received

NT and IB Tick Charts Historical data

It looks like this question hasn't come up for a while, just wondering if anyone's found a good solution...

Basically, I'm setting up to scalp EURUSD on an IB account, with methods based on 100 or less tick charts. Interactive Brokers tell me their datafeed includes realtime 1/500th second sampled 'tick' data, but no historical tick data to backfill tick charts - a shame, as even 24hrs of historical tick data would do for my purposes. (BTW, A trader who runs algos posted that he has measured IB's 1/500th second 'sampled' tick feed, and it supplies about twice as many ticks as Kinetick's basic FX feed).

NT Support suggests running both IB and Kinetick datafeeds together - Kinetick for historical data, IB for realtime data. The problem is obviously that this is spot FX with no one global market, so there is no universal 'correct' quote available for any currency pair at a given instant - at least, not correct enough for precise scalping entries with tight stops. Kinetick's base FX data comes from FXCM's market - and I can't really see why it would be logical to trade IB's ECN for this kind of trading using FXCN's Forex data (although I'm very happy to hear to the contrary from anyone who does so).

I also haven't been able to find any opinion from traders who have sorted this problem, other than by running NT with just the IB data feed 24/5 Sun-Fri to collect all IB FX tick data. Trouble is, IB's Trader Workstation switches itself and the datafeed off once every day, so I'd have some holes in the historical tick data.

Any ideas or suggestions please?

Thanks, Max

Reply With Quote

Old March 23rd, 2013, 11:25 AM   #2 (permalink)
Quick Summary
Quick Summary Post

Quick Summary is created and edited by users like you... Add FAQ's, Links and other Relevant Information by clicking the edit button in the lower right hand corner of this message.


Old March 23rd, 2013, 05:04 PM   #3 (permalink)
Site Administrator
Manta, Ecuador
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
Big Mike's Avatar
Posts: 45,439 since Jun 2009
Thanks: 28,841 given, 79,574 received

You have no choice if you use a spot market.

Otherwise, trade futures and don't use IB data.


Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
The following user says Thank You to Big Mike for this post:

Old March 24th, 2013, 04:29 PM   #4 (permalink)
Elite Member
London England
Futures Experience: Beginner
Platform: NinjaTrader
Favorite Futures: Forex
Posts: 13 since Oct 2011
Thanks: 6 given, 4 received

Thanks Mike - that's the conclusion I was coming to, despite advice to the contrary.


Reply With Quote


futures.io > Futures Trading, News, Charts and Platforms > Traders Hideout > Brokers and Data Feeds > NT and IB Tick Charts Historical data

Thread Tools Search this Thread
Search this Thread:

Advanced Search

Upcoming Webinars and Events (4:30PM ET unless noted)

An Afternoon with FIO trader bobwest

Elite only

NinjaTrader 8: Programming Profitable Trading Edges w/Scott Hodson

Elite only

Anthony Drager: Executing on Intermarket Correlations & Order Flow, Part 2

Elite only

Adam Grimes: Five critically important keys to professional trading

Elite only

Machine Learning Concepts w/FIO member NJAMC

Elite only

MarketDelta Cloud Platform: Announcing new mobile features

Dec 1

NinjaTrader 8: Features and Enhancements

Dec 6

Similar Threads
Thread Thread Starter Forum Replies Last Post
Problem with NT7 tick charts and IB michaelf NinjaTrader 3 May 9th, 2012 12:06 PM
Can I trust historical charts to the tick? Zwaen Brokers and Data Feeds 6 December 20th, 2011 04:02 AM
Historical data for IB... Resolve arjfca Brokers and Data Feeds 3 November 10th, 2010 04:48 AM
Platform that can go tick by tick through historical data acdrew0 Platforms and Indicators 1 October 21st, 2010 12:10 PM
How to use zen historical data with IB vegasfoster Brokers and Data Feeds 10 September 24th, 2010 04:30 PM

All times are GMT -4. The time now is 11:55 AM.

Copyright © 2016 by futures.io. All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts

Page generated 2016-10-25 in 0.10 seconds with 19 queries on phoenix via your IP