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Reload tick data with NT/IAB
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Reload tick data with NT/IAB

  #1 (permalink)
Elite Member
Nürnberg, Germany
 
Futures Experience: Intermediate
Platform: Ninja Trader
Broker/Data: IB/Kinetick
Favorite Futures: CL, YM
 
PowerM's Avatar
 
Posts: 110 since Jun 2010
Thanks: 156 given, 43 received

Reload tick data with NT/IAB

Good morning
I have a question, possibly discussed earlier, but I did not find it now: I try to reload yesterdays ticks from the ES, but nothing happens. Broker is IAB, charting NT.
"Reload historical data" is not active in the menue. I changed to a minute chart and reloaded data there, working find but still no ticks.
That sucks, doesnt`t it? Is that normal with IAB?
I would be grateful for a bit of background.
Thanks a lot in advance

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  #2 (permalink)
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  #3 (permalink)
Elite Member
Berlin, Europe
 
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
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Answer
This post has been selected as an answer to the original posters question Answer


Interactive Brokers does not offer historical tick data, so NinjaTrader cannot retrieve it. Also IB's real-time ticks are condensed, so it is not really suited for scalping. You get, what you pay for.

If you need historical tick data, you need to subscribe to a decent data feed, such as DTN/IQ, E-Signal or Kinetick. Or change your broker.

Also note that the daily data of Interactive Brokers is low quality, you should better use the free Kinetick EOD data by first connecting to Kinetick EOD, and second (parallel connection) connecting to Interactive Brokers.


PowerM View Post
Good morning
I have a question, possibly discussed earlier, but I did not find it now: I try to reload yesterdays ticks from the ES, but nothing happens. Broker is IAB, charting NT.
"Reload historical data" is not active in the menue. I changed to a minute chart and reloaded data there, working find but still no ticks.
That sucks, doesnt`t it? Is that normal with IAB?
I would be grateful for a bit of background.
Thanks a lot in advance


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  #4 (permalink)
Elite Member
Nürnberg, Germany
 
Futures Experience: Intermediate
Platform: Ninja Trader
Broker/Data: IB/Kinetick
Favorite Futures: CL, YM
 
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Posts: 110 since Jun 2010
Thanks: 156 given, 43 received

Thank you. Do you think that Mirus with Dorman or Rosenthal would be a good choice?
I think that the fees are a bit higher, but suppose that they do a good job and provide proper data!?

By the way: is there a special way to use the "search" function? for example when I see somewhere a *.cs indicator file, and I go to search the thread to the file by entering the *.cs file name in the search, I dont find anything. For example, there is a cs file named "avTickSpeed.cs". the search function does not find it. Any quick idea here?
Again many thanks, I am aware that many things have been written down yet ..

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  #5 (permalink)
Elite Member
Berlin, Europe
 
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
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I do not know Mirus, but there is a Webinar on Mirus/Zenfire and there is a subforum on brokers and data feeds. Just read, and you will know what others experienced.

I have an Interactive Brokers account. Commissions are reasonable and my capital is protected by the British State, as their UK affiliate is registered with the FSA. I am not a scalper, so I do not need an ultra-fast data feed. Even if you need a fast data feed, you can double connect NinjaTrader, first connection to the data feed provider (you say that are using E-Signal, but Kinetick would do as well), second connection to your broker. The main thing you want from your broker is reliable and fast execution.


PowerM View Post
Thank you. Do you think that Mirus with Dorman or Rosenthal would be a good choice?
I think that the fees are a bit higher, but suppose that they do a good job and provide proper data!?

By the way: is there a special way to use the "search" function? for example when I see somewhere a *.cs indicator file, and I go to search the thread to the file by entering the *.cs file name in the search, I dont find anything. For example, there is a cs file named "avTickSpeed.cs". the search function does not find it. Any quick idea here?
Again many thanks, I am aware that many things have been written down yet ..


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  #6 (permalink)
Elite Member
Nürnberg, Germany
 
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Broker/Data: IB/Kinetick
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Wonderful :-) Kinetick looks fine. As I have you on the line here: do you trade on XETRA? I get free GLOBEX feed from ESignal with IAB, thats nice but I could get it elsewhere, possibly from KINETICK. But i dont see XETRA there. I am not sure yet what I will trade finally at all, so i dont want to subsribe here and there. XETRA with ESignal is 150$ per month, 125 thereof for subscription only to the program by paying monthly.
And, this morning I traded Siemens on XETRA with IAB's smart routing, finally the trade was done on Xetra. Fees were about 60€ for Roundturn, not depending from how many stocks one trades. Is that a normal price? I think if I make 8 of these trades I will even get a Standleitung from IAB, so expensive is this. Trading American stocks is incomparable cheaper there.
Do you know where XETRA trades are to get for less money but in IAB execution quality? And, finally all shall be connected with the Ninja Trader by using the DOM.
Sorry for the bunch of questions, thank you for your patience and lending me your knowledge :-)

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  #7 (permalink)
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PowerM View Post
Wonderful :-) Kinetick looks fine. As I have you on the line here: do you trade on XETRA? I get free GLOBEX feed from ESignal with IAB, thats nice but I could get it elsewhere, possibly from KINETICK. But i dont see XETRA there. I am not sure yet what I will trade finally at all, so i dont want to subsribe here and there. XETRA with ESignal is 150$ per month, 125 thereof for subscription only to the program by paying monthly.
And, this morning I traded Siemens on XETRA with IAB's smart routing, finally the trade was done on Xetra. Fees were about 60€ for Roundturn, not depending from how many stocks one trades. Is that a normal price? I think if I make 8 of these trades I will even get a Standleitung from IAB, so expensive is this. Trading American stocks is incomparable cheaper there.
Do you know where XETRA trades are to get for less money but in IAB execution quality? And, finally all shall be connected with the Ninja Trader by using the DOM.
Sorry for the bunch of questions, thank you for your patience and lending me your knowledge :-)

Sorry, I am not trading stocks. Don't even have market data subscribed for Xetra.

As far as I know, Kinetick does not offer Xetra, but only has data for Eurex, see link below

https://www.kinetick.com/purchase

Why don't you trade US stocks?

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  #8 (permalink)
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Hi, I think I will do so. The issue is that I sit on my desk at 8 am German time and US opens 7.5 hours later :-) I know that this should not be a reason for any trading decision. I simply am not so familiar with US stocks, but I know that this is an illusion; as I trade technically the instruments does not count so much, as far as we talk about instruments of the same category.
Ok, I also look at FGBL, FDAX (which is quite expensive and obviously moves fast) and maybe ESTX in the future. At the moment I am still building up my technical as well as trading setup. I think I will finish this at the end of next week and then I will start doing more than 3 trades per week which I do now.
After the first three consecutive loosers I think I will need a hard break :-).
Many thanks to you and best wishes to Berlin!

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  #9 (permalink)
Elite Member
Berlin, Europe
 
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
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If you look for something to trade technically in the European morning:

-> FESX is not suited for day trading, also see thread "Comparing Index Futures"
-> FDAX needs a large bank account

The Euro or the British pound start moving about 8H00 in the European morning. The most volatile period is between 10h00 and 12h00, so that is when you want to trade it. My suggestion would actually be 6E or 6B, as currency futures have volume data and the futures is a regulated market. You also can trade EURUSD through Interactive Brokers, if your trading does not rely on volume analysis. IB is providing ECN access, so they are not trading against you, as you would experience with many other FOREX retail brokers.


PowerM View Post
Hi, I think I will do so. The issue is that I sit on my desk at 8 am German time and US opens 7.5 hours later :-) I know that this should not be a reason for any trading decision. I simply am not so familiar with US stocks, but I know that this is an illusion; as I trade technically the instruments does not count so much, as far as we talk about instruments of the same category.
Ok, I also look at FGBL, FDAX (which is quite expensive and obviously moves fast) and maybe ESTX in the future. At the moment I am still building up my technical as well as trading setup. I think I will finish this at the end of next week and then I will start doing more than 3 trades per week which I do now.
After the first three consecutive loosers I think I will need a hard break :-).
Many thanks to you and best wishes to Berlin!


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  #10 (permalink)
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Fat Tails View Post
-> FESX is not suited for day trading, also see thread "Comparing Index Futures"

Well... while this could come out from some quantitative analisys, this is not true in reality, as I know several traders, including myself, who find the FESX the easiest instrument to day trade.

The choice is always subjective, becuase each index futures has his own personality.

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