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NT and IB Tick Charts Historical data


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NT and IB Tick Charts Historical data

  #1 (permalink)
 maxr 
London England
 
Experience: Beginner
Platform: NinjaTrader
Trading: Forex
Posts: 13 since Oct 2011
Thanks Given: 6
Thanks Received: 4

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

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  #3 (permalink)
 
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 Big Mike 
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You have no choice if you use a spot market.

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

Mike

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  #4 (permalink)
 maxr 
London England
 
Experience: Beginner
Platform: NinjaTrader
Trading: Forex
Posts: 13 since Oct 2011
Thanks Given: 6
Thanks Received: 4

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

Max

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Last Updated on March 24, 2013


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