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using two instruments with same symbol from data provider

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    using two instruments with same symbol from data provider

    I have a situation with InteractiveBrokers in which their historical data takes so long to download that it slows down strategy start-up intolerably. e.g. it can take 1/2 hour sometimes just to start my set of strategies.

    I solved this by subscribing to IQFeed whose historical data is provided unrestricted at much faster download speeds. I disabled historical data from IB and only get history from FXCM now.

    The only problem is that the data provided is always slightly different and for some of my strategies this results in radically different profit & losses.

    To be able to gain an overview of the impact of the data provider on the strategy, I set up a second set of instruments for the forex pairs I trade. I named the new alternative instruments "EURUSD_IB", "GBPUSD_IB", "USDJPY_IB" etc and gave them a symbol only for IB. And downloaded the IB historical data for them.

    The default instruments for the forex pairs have FXCM historical data in my HDM.

    However now that I am running the strategies and have positions open, NT thinks I am trading against these new instruments. In the positions tab, all positions are against IB-only instruments.

    In the strategies tab, the unrealised and realised PnL shows zero despite any position.

    Can I hide these new instruments or disable them somehow while I don't need them?

    #2
    adamus, this will unfortunately not work as NT now has two symbols where the IB native map would point to, I would suggest you setup for example a spare PC with the needed comparison data and don't mix the FX data from different sources like this.

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