ib with ninja ?

April 17th, 2012, 06:37 PM

Big Mike

I think it is understood that IQFeed is slower (by maybe 10ms?) than some other feeds, like Rithmic. But in all the years I've used IQFeed, I've never experienced what you are describing of any kind of 'delayed' data at all, and I also cannot remember anyone on the forum ever posting about that.

So there might be something on your side, like anti-virus software, firewall, proxy, router, wireless connection, bad route from ISP, etc that is causing this intermittent issue for you.

Mike

I've only had one really bad episode with IQFeed and some others were complaining as well (probably different forum and I don't recall where). I doubt it is just me. Some other feeds are much worse. Pretty much any unfiltered data feed is going to be susceptible to this to one extent or another. From my viewpoint, it only has to happen once to make me want a filtered backup data source.

April 17th, 2012, 06:57 PM

Big Mike

You can pull up a chart of IB data range bars and a chart of unfiltered data range bars, and compare side by side, with identical start dates, and the number of bars will be quite different.

So I understand the concept @ NinjaTrader is saying about range bars built on price, but in my experience it does not work that way - probably due to the way the data is being filtered/snapshot.

Maybe someone that has both IB and a non-filtered source side-by-side could post a comparison.

Mike

I did that ones with IB / NT versus FXCM on Forex pairs and IB actually has about 30% more tick bars in the same time. Question now is, whats better?

April 17th, 2012, 06:59 PM

michaelf

I did that ones with IB / NT versus FXCM on Forex pairs and IB actually has about 30% more tick bars in the same time. Question now is, whats better?

You should compare futures to futures.

Comparing forex is a problem, since it is not centralized volume.

Mike

April 17th, 2012, 07:01 PM

Yes Big Mike you are right I forgott that

April 17th, 2012, 09:00 PM

Using IB with Ninjatrader does not even provide proper-looking minute bars unfortunately.

This is easy to verify yourself. Open a plain 1 minute chart of something like ES and leave it running during RTH. Then at end of day, create another 1 minute chart of the same instrument (which is built using historical data which is corrected) and compare the bar highs/lows across the day.

Because IB bundles ticks, it can often miss sending the highs and lows of bars in live data.

Whether that matters to you is up to your style, of course.

IB actually provides an API call for "5-second" snapshots (H/L/C/V) that can be used to correct the live minute(s) bar so that it displays the proper high or low, but it needs to be implemented in the charting software to call the API and correct the current/live bar.

I believe Sierra Chart applies the correction using the API. NinjaTrader does not. Not sure about MultiCharts.

Again, this may not affect you, or you may be fed to the lions because of it. It depends.

September 8th, 2014, 08:03 PM

jodistrict

I have used IB...

If you have a net loss you don't have to use professional service, filling schedule D is pretty simple
google around you will find all you want to know about schedule D Publication 550: Investment Income and Expenses; Comprehensive Example

ib with ninja ?

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ib with ninja ?