Daily data from Interactive Brokers with NT 7

[Harry]

There is a long known problem that Ninjatrader can not interpret daily data from Interactive Brokers and will display false daily bars depending on the system time zone.

This problem is solved now, becuase NinjaTrader offers daily data from Kinetick (which is superior to IB daily data). The Kinetick data can be used instead.

Which of the two options would you suggest?

(a) first connect to Kinetick daily data and update the data required, then disconnect and then connect to Interactive Brokers

(b) first connect to Kinetick daily data, second connect to Interactive Brokers (both connections active) to prevent data loading from Interactive Brokers

Also could you imagine to modify the the interface to Interactive Brokers in a way to add an option for disabling daily data?

[NinjaTrader_Kyle]

Hi Harry,

Thanks for your post.

1.) "Which of the two options would you suggest?"
I would suggest option B - connecting to Kinetick and then to IB, but leaving both connections active.


2.) "Also could you imagine to modify the the interface to Interactive Brokers in a way to add an option for disabling daily data?"

Great suggestion! I'll forward this enhancement request on to my development team for further consideration.

[Harry]

There is one problem that I encounter.

If I connect to Kinetick and then to IB, leaving both connections alive as you suggested, there is no daily candle for the current day. This is possilby linked to the fact that the intraday data is coming from a different connection than the daily data.

Could this be improved?

Hi Harry,

Thanks for your post.

1.) "Which of the two options would you suggest?"
I would suggest option B - connecting to Kinetick and then to IB, but leaving both connections active.


2.) "Also could you imagine to modify the the interface to Interactive Brokers in a way to add an option for disabling daily data?"

Great suggestion! I'll forward this enhancement request on to my development team for further consideration.

[NinjaTrader_Kyle]

Hi Harry,

I will forward your comments here on to my development team as well.