NinjaTrader + Interactive Brokers (IB) + Kinetick. Multiple Data Feeds

June 29th, 2011, 05:15 AM

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?

Thanks!

Jigsaw Trading · June 29th, 2011, 06:04 AM

The answer isn't going to be one you like....

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.

June 29th, 2011, 06:19 AM

NinjaTrader Version 7

Have you tried with Kinetick+IB on your physical machine and IB+Kinetick with a virtual machine.

June 29th, 2011, 07:21 AM

redratsal

NinjaTrader Version 7

Have you tried with Kinetick+IB on your physical machine and IB+Kinetick with a virtual machine.

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.

July 3rd, 2011, 07:44 PM

BCNTrader

Anyways, would be a nice feature to have in next NT versions, to use a specific data feed for one instrument.

This is something Multicharts is better at, whilst at the same time being more tedious. I agree that this is sorely needed in NT.

November 9th, 2012, 04:30 PM

I am new to IB and find that their data feed has too may restrictions on historical data and what data you do get is not always reliable. Has anyone else experienced bad data like this from them?

November 9th, 2012, 04:32 PM

Don Double U

I am new to IB and find that their data feed has too may restrictions on historical data and what data you do get is not always reliable. Has anyone else experienced bad data like this from them?

Yes discussed hundreds of times in the Broker section of nexusfi.com (formerly BMT).

Unfiltered Data

Here is my opinion.

Filtering isn't about getting rid of bad ticks. It's about latency and completeness (accuracy).

Interactive Brokers is widely known for filtering data. It's snapshot data, meaning that they aggregate info, and send …

Mike

November 9th, 2012, 08:41 PM

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.

Code

#################################### 2. instruments #########################################
#
# File structure:
# - lines starting with '#" and lines holding on white space are skipped
# - instrument data lines consist of fields seperated by ';'
# - data is read in with CultureInfo = "en-US"
# - fields
#		* instrument name, text, mandatory
#		* company name (descriptive name), text, optional
#		* session, mandatory
#		* instrument type id, integer, mandatory
#		* strike price, optional
#		* right, optional
#		* currency id, integer (see Cbi.CurrencyId), mandatory
#		* pointvalue, double, mandatory
#		* ticksize, double, mandatory
#		* url (pointing to a web contract description or e.g. yahoo finance), text, optional
#	        * exchanges, text (a comma seperated list of supported exchanges, see Cbi.Exchange.Name), mandatory
#		* price levels for simulated data feed*
#		* brokernames, text (a comma seperated list of supported exchanges), optional
#			** the brokername could be set to blank, if it matches the instrument name
#			** * * * * * * * * * * * * * * * * 1 *2 * 3 * *4 * * 5 * 6 * * * 7 * * 8 * * * * * 9 * * *10 11 * * * 12 * * 13 * 14 * * * *15	16 * * * 17 *18 * * * * *19 *20 * * * 21 * * 22 *23 *24
#			** the sequence of brokernames is: IB,Mbt,Pats,Track,Dtn,eSignal,YAHOO,CyberTrader,Photon,TT,External,Hosted,Gain,FFastFill,Ran,OpenTick,Tda,Collective2,PFG,BarChart,Google,GFT,CQG,FXCM
#			** if a instrument is not supported by a broker set the brokername to "-"
#			** external mappings are defaulted to TradeStation instruments

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.

November 9th, 2012, 08:46 PM

The President of IB just wrote me and said it won't be ready till NT9, maybe... hahah

NinjaTrader + Interactive Brokers (IB) + Kinetick. Multiple Data Feeds

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NinjaTrader + Interactive Brokers (IB) + Kinetick. Multiple Data Feeds