Hello rmt81,
That is correct, the Subscribe / Unsubscribe functions available from the NTDirect.dll cause NinjaTrader to internally start a subscription the way a Chart or SuperDOM would.
From the help guide:
int SubscribeMarketData(string instrument)
Starts a market data stream for the specific instrument. Call the MarketData() function to retrieve prices. Make sure you call the UnSubscribeMarketData() function to close the data stream. A return value of 0 indicates success and -1 indicates an error.
int UnsubscribeMarketData(string instrument)
Stops a market data stream for the specific instrument. A return value of 0 indicates success and -1 indicates an error.
double MarketData(string instrument, int type)
Gets the most recent price for the specified instrument and data type. 0 = last, 1 = bid, 2 = ask. You must first call the SubscribeMarketData() function prior to calling this function.
http://ninjatrader.com/support/helpG.../functions.htm
jmagaia,
While IB may have recently changed their API, this change will not be reflected in NinjaTrader 8's connection adapter.
I would not be able to assist with creating an application that directly connects to IB's API, and you will not be able to alter the connection adapter of NinjaTrader on your end.
If you would like, we can submit a feature request for development to allow for historical data for instruments without a real-time subscription in IB to be downloaded with TWS 955+.
That is correct, the Subscribe / Unsubscribe functions available from the NTDirect.dll cause NinjaTrader to internally start a subscription the way a Chart or SuperDOM would.
From the help guide:
int SubscribeMarketData(string instrument)
Starts a market data stream for the specific instrument. Call the MarketData() function to retrieve prices. Make sure you call the UnSubscribeMarketData() function to close the data stream. A return value of 0 indicates success and -1 indicates an error.
int UnsubscribeMarketData(string instrument)
Stops a market data stream for the specific instrument. A return value of 0 indicates success and -1 indicates an error.
double MarketData(string instrument, int type)
Gets the most recent price for the specified instrument and data type. 0 = last, 1 = bid, 2 = ask. You must first call the SubscribeMarketData() function prior to calling this function.
http://ninjatrader.com/support/helpG.../functions.htm
jmagaia,
While IB may have recently changed their API, this change will not be reflected in NinjaTrader 8's connection adapter.
I would not be able to assist with creating an application that directly connects to IB's API, and you will not be able to alter the connection adapter of NinjaTrader on your end.
If you would like, we can submit a feature request for development to allow for historical data for instruments without a real-time subscription in IB to be downloaded with TWS 955+.
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