Who trade through Interactive Brokers, please support this thread in Ninja forum, that they fix IB adapter. Many traders download history from IB, and not want useless to spend money on External DataFeed.
NinjaTrader 8 is just beta, and this is probably not a priority.
I just tested downloading historical stock data (1-minute data) from Interactive Brokers for January 2010.
It was no problem at all.
Please use the Historical Data Manager Tools -> Historical Data and download the data as needed.
You may need to adjust the amount of data loaded at the same time to comply with pacing violations, but it is definitely possible to download the data.
I have experienced similar pacing violations with other platforms.
You not can physically download history more then 1 years, this is absolutely "pacing violation", see picture I download AAPL|ISLAND 1 year, and have "pacing violation" on 10 minute, sorry not on English.
IB have "pacing violation" after 60 request, maximal days per reques +-5.
I write on NJ forum that download block's with 8 month, with this size not have "pacing violation" if one download and wait 10 minutes.
Problem next, I trade on Nasdaq and Xetra ( CHIXDE ), on Nasdaq 100 ticker's, and on Xetra 30. All last night I download manual in NJ tickers from 2010, instead of start to download ticker's and go to sleep, Ninja manager delete this message.
Some time need redownload history from IB server, that have clear quality history. All know that this 100% "pacing violation" if download ticker list, 1-2 ticker's download, all other rejected, and you don't know what download what not.
If you're all silent, they will not do anything in adapters, and sales 3-rd datafeed trustful trader's
About beta and priority, if you can see Release Notes, they only fix their bugs, I not see any improvements that traders write on their forums and what need in NJ 8
Site Administrator Swing Trader Data Scientist & DevOps
Manta, Ecuador
Experience: Advanced
Platform: My own custom solution
Trading: Emini Futures
Posts: 49,786 since Jun 2009
Thanks: 32,314 given,
97,581
received
I believe you have your answer. NinjaTrader doesn't support this.
If you would rather switch platforms than buy a quality data feed, Sierra Chart does support automatic pacing for IB data.
The obvious answer is don't use IB for data. Their data is terrible. If you are serious about trading, have a serious data feed. If you aren't serious, then why do you need so much historical data. Decide what your priorities are.
Yes Big Mike, I all see and know, I trade since 1995 year.
Just my attempt to do a little better IB adapter for traders.
IB data in some cases, more suitable and low cost for trading ( example direct routing stock, small amount of ticker, nonUS exchange and other... ), than other 3-rd datafeed, so how is data from broker.
Last time in my computer more work SC and AMI.
Ps. Do not assume that the data from the IB is terrible, they are in some cases much better than what is now available to traders, spikes from ECN in IQFeed and only US stock's, negative price from ESignal and data delayed in RT from few minutes, IB is a broker, this other level responsibility than 3-rd datafeed.
I don't think this is really a high priority issue for NT and I agree with them. There are a lot of other things that would be much more useful than the ability to download lots of free data in NT8.
One of the reasons IB limits the amount of date ( data pacing ) is so they can provide data for free. IB wants you to download a limited amount of data at a time. If you want a lot of data, maybe pay for a data service or use an IB data downloader and import the data into NT.
There is a saying, "You get what you pay for". IB data is cheap for a reason.
1. What the history data have IQFeed from stock ? > IQFeed have consolidated data from all ECN and Exchange.
2. Why I need clear exchange history data from ISLAND and NYSE without other ECN ? > I send my order directly on this exchange
3. Clear exchange data ( and history ) from ISLAND and NYSE other than consolidated data with other ECN ? > Absolutely
4. Who have clear exchange history data from ISLAND and NYSE > IB 2$ in month, Esignal minimum 102$ in month, Reuters Eikon minimum 150$ in month, Bloomberg...
5. Ninjatrader and other popular trader software can may filter ticks, bid/ask only from ISLAND and NYSE without other ECN from IQFeed > not can
6. IQFeed have European and Asian stock exchange > not have
7. But why I not use Esignal > LOL ...
...
...
...
... Sorry my English not good for big discuss, IQFeed for example
I repost duckthwaider from Ninja forum
----
Hi,
frankly, even though I've been happy with NT so far, NT's handling of IB's historical data feed has me seriously thinking of changing my trading platform, at least for FX. I use Kinetick for data backup and also for historical data, but for my FX trading, I'm really unhappy with their historical data. FX data unfortunately are largely broker dependent, and as Kinetick's FX data are supplied by FXCM, there are huge discrepancies between their data and IB's, leading to unreliable backtests. In case anyone should argue why don't I trade FX through FXCM: that's not an option, for various reasons.
----
I understand duckthwaider ? > Absolutley
What about ...move on ?
Ps. I really have bad english for discuss sorry, but this does not mean that we ( I and other people ) should sit and wait NJ9 in 2020 year.
Why I will not argue with you, I understand that you need a tick.
But you must admit that there are have different categories of traders, some traded on ticks, some minutes, some just do on the daily chart.
Those who trade on the daily chart, should be a complete lamer, but it is not among them, too, there are professional traders.
The whole point is what the trader uses the technique of trading and analysis, and someone like that.
Already we now have two traders, with "bad user experience", in classification NinjaTrader Product Management, but we have, and other traders who need the normal data download through the IB.
So you want to use IB data because you're only only routing orders through island/NYSE, and don't want to use IQ feed because they only offer a consolidated/ complete feed from all exchanges. You also require stock data from EU/Asian markets that IQ feed does not support.
It sounds like your best solution is to use Esignal data, or change platform.
"Free markets work because they allow people to be lucky, thanks to aggressive trial and error, not by giving rewards or incentives for skill. The strategy is, then, to tinker as much as possible and try to collect as many Black Swan opportunities as you can"
Who uses ESignal, a fairly good understanding of the ratio price/quality this datafeed.
I am now more interested in another, does Ninja managers ( decision maker ) who fully understand what I wrote and Duckthwaider, or their level - Waiting 10+ minutes for data is a bad user experience.
Though of course this may be a veiled wording to cut off IB traders, we'll see.
