downloading tick data from IB

[adamus]

When I use the HDM to download tick data for a couple of days, the HDM grays itself out and refuses to respond anymore.

Yet it will download minute data any problems.

Is this a 'feature' of IB or is there actually a way to get tick data from IB with HDM?

Thanks

[aviat72]

AFAIK, IB does not support Historical Tick Data. Even their live feed is filtered.

[NinjaTrader_Jason]

Hello adamus,

aviat72 is correct - unfortunately historical tick data is not supported with IB as per the link below under 'Understanding the data provided by your connectivity provider'.

http://www.ninjatrader.com/support/helpGuides/nt7/historical_data.htm

[adamus]

OK no problem, I'm operating on hourly bars anyway.

However the way NT's HDM handles this is not good.

When I try to download tick data from IB, instead of seeing a status or any error message, the HDM download tab hangs and I can't shut the HDM either. It requires an exit from NT to get it out of this state.

Hopefully your guys can implement the handling a bit better.

Thanks

[NinjaTrader_Jason]

Hello adamus,

When I test it on my end, it does not become unresponsive. I deleted all present ES 06-10 historical data and connected to IB.

I tried to download 5 days of historical tick data for the ES 06-10. It did not download anything but it did not freeze either and I was able to close the HDM as expected.

Can you please restart NinjaTrader and check if the issue persists?

[adamus]

Hi Jason,

I restarted everything and tried it again.

First, I downloaded some minute data. That worked and gave a proper status message in the control center.

Second, I check the tickdata checkbox and tried downloading again.

There was no status message given in the control center. The right hand panel controls in the HDM became gray and nothing more happened.

I tried aborting in the control center. The status message came up with the message "Aborting...." but nothing happened.

I tried closing the HDM using its window's close button in the top right corner. It popped up a message box stating "Download in Progress. To abort please do so in the Control Center."

It remained like this for a while.

I then tried another tab in the HDM and it allowed me to change to the Edit tab. Then I was able to close the window with the window close button top right. However in the control center the message "Aborting..." remaining in the status line.

I hope this helps,
thanks

[NinjaTrader_Jason]

Hello adamus,

I tested it today a few times, however I still cannot reproduce the issue. Can you please tell me what exact historical tick data you request.

Do you still have the 'Minute' option enabled when you request historical tick data? I tried this too, however it did not result in any issue.

[adamus]

Hi Jason,

I do leave the minute options checked when I try the tick data.

The data I'm trying to collect is any of EUR, GBP, CHF, USD, JPY pairs, i.e. $GBPUSD

Are you downloading from a live IB account or an IB simulated trading account? I'm using the simulated trading account.

I can try the other but still, I should be getting an error and a graceful exit path.

Thanks

[NinjaTrader_Jason]

I tested using an IB live account. When I test it using an IB simulation account, it does not occur either. I had both options enabled and requested 7 days for the EURUSD and GBPUSD.

Do you perhaps perform other actions while data is being loaded?

[adamus]

Strategies are running.

I also have the IB TWS on another computer.

[NinjaTrader_Jason]

I tested it once more using an IB simulation connection. I enabled two automated strategies in the Strategies-tab. Subsequently I loaded historical tick and minute data, however I did not experience any issue.

[adamus]

So what do you see when you try downloading tick data, considering that it's not actually a service that IB provide? Or can you actually get some?

One more thing to try: I was downloading from the 21st May. And in fact I also tried downloading ticks from just 21st.

[NinjaTrader_Jason]

It downloads the requested historical minute data and then just finishes - it does not load any historical tick data.

I tried May 21 as well but I did not experience any issue.

[adamus]

This is on windows 7 64bit.

I'm trying to think of more possible differences.

[NinjaTrader_Jason]

Unfortunately I do not have such an OS available on my end at this moment. Can you please confirm the issue occurs each and every time you load historical tick data.

I should have it available on Tuesday, so I will test it then and let you know.