NinjaTrader + Interactive Brokers (IB) + Kinetick. Multiple Data Feeds
I'm using NinjaTrader with a live license. Some weeks ago I subscribed to Kinetick data feed with the CME Waiver campaign, so I have CME, CME E-Mini, CBOT, CBOT E-Mini, NYMEX and COMEX data. I didn't add the Forex data feed or NYSE/NASDAQ data because I don't need tick data to track forex and stocks.
When I open my NT, I first connect to Kinetick and after that, to Interactive Brokers. This allows me to use real-time data from Kinetick and that's exactly what I want. But the problem is when I try to open a EUR/USD chart or (ie) an AAPL chart and I don't get real-time data. Why is that? Technically I have my IB data feed connected (with forex and stocks that I want), so why NT can't get data from there instead of Kinetick? And... if NT don't know which is the best data feed per instrument, why can't I choose the data feed per instrument ? Manually? would be a nice feature, I don't want to pay more to see 5min/daily stock charts and EUR/USD charts, and I hate to use/trade TWS charts when I have NT charts (that I love).
Is it possible to get data from specific data feed and specific instrument on NT when you use multiple data feeds?
For AAPL, the problem is thaty Kinetick support this but you aren't subscribed to it. So - for some reason, Kinetick tells Ninja that it has the AAPL data instead of bypassing it and showing the IB data.
So - if you have Kinetick and you connect there first, all symbols that Kinetick supports (even if you do not subscribe) will not be available through IB.
Well... I would like to have it all on the same computer but as I use a desktop computer with 2 screens and my laptop connected to a third monitor (I share the same mouse/keyboard so "seems" like one computer). I will connect the NT on my laptop to IB to trade stocks.
Anyways, would be a nice feature to have in next NT versions, to use a specific data feed for one instrument.
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Datafeed inflexibility issue - Ninatrader 7
I already put in a request for Ninjatrader to be able to skip over specific instruments in the first to be connected data feed so that Ninjatrader will get data for those particular instruments from the second to be connected data feed.
They told me that this is on the list of changes being considered for Ninatrader 8. I don't know if it has a high priority. Would not hurt for someone else to ask for it again, on the Ninjatrader forum.
For now, I think it may be possible to accomplish the above goal by hacking the Instruments file located in
(SystemDriveLetter)\Program Files (x86)\Ninjatrader 7\ db. I will play around with it when I get a chance.
At the end of each record in Section 2 is a comma delimited sequence of zero length strings and hyphens. I think that this is what needs to be edited.
A hyphen in the correct location in the sequence for a particular data feed should tell Ninjatrader to not bother looking for data for that instrument from that feed. Not sure yet if it will work, will know on Sunday when the TT data feed comes back online.
I don't know if the VM idea would work. Would be nice to be able to do that as a workaround.
Last edited by Zondor; November 9th, 2012 at 10:59 PM.