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IB datas with Range Bar


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IB datas with Range Bar

  #1 (permalink)
 Cvital 
France
 
Experience: Advanced
Platform: ninja Trader
Broker: TD
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Hello all,

Small question.
Do you know, how to receive all last 2 days (for example) range bars datas on NT if my broker is IB, when I start PC ?
Thanks for answers.

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  #2 (permalink)
 
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 sam028 
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Afaik, It's impossible.
IB historical data servers stores only minutes/day bars, you can't get range or volume bars. You can only have volume/range bars when you are connected to the feed, and in this specific case NT will store the current activity, and will be able to build range/volume chart with the data it has stored.

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  #3 (permalink)
 Cvital 
France
 
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Ok.
I am fed up to keep my PC on, all time...
Thanks SAM028
Good day.

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  #4 (permalink)
 
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 Big Mike 
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Moved thread to Brokers and Data Feeds.

Mike

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  #5 (permalink)
 dragutin 
Austria
 
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Only min data are good on IB all other you can only loss. Take other Data Provieder.

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  #6 (permalink)
eloso
Spain
 
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dragutin, could you please explain this a it more ?, do you mean that the data from IB is only good at 1 minute interval ?

Thanks in advance.

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  #7 (permalink)
 
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 Big Mike 
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eloso,

IB has terrible backfill (historical data) and also filters tick data. Some don't mind, others mind a bunch. It will just depend on your needs and trading style.

Mike

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  #8 (permalink)
eloso
Spain
 
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Thanks for the explanation, Mike. This is something good to know as I was planning on using IB as the data feed into NT (changing my current data provider and charting softwate) and now I will have to rethink it twice... I am currently looking into 3 and 1 min charts for intras in the ES so perhaps is good enough.

el oso

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  #9 (permalink)
 Cvital 
France
 
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Thanks Mike,
I agree, some times when I use IB backfill with NT lot of charts are completely bad.
But I like to use range bar.

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Last Updated on January 4, 2010


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