IB - charting real time European [LSE, DAX, VIRTX, EuroNext] stocks ??

[TCust]

Thomas79 that Ninja incorrect work with 'IB pacing violation - limits IB API'

http://www.ninjatrader.com/support/forum/showthread.php?t=67878

Ninja start dowload data for stocks and if have 'pacing violation data' reject all other stocks.

But you may run system or download data befor 1 - 2 hours, or in night, and waiting that Ninja download all data and start system, but Ninja not have option in IB adapter for waiting download data and not reject tickers, all normal IB adapter have this algoritms.

I wait that Ninja change IB adapter logics and option, current not workable for use Ninja with many stocks ! They run Ninja in 1-5 futures ( ES,NQ,CL ) from IB and have good result

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In ESignal may give - ESignal Market Acess Data subscription 200 symbols realtime - 102$/month + exchange fees, and use with Ninja. But Ninja need change IB adapter logics, this not good idea pay 100 - 150$ in month if you work with 100 - 150 active stock's for example !

[TCust]

If you use tick's data or more than 100-200 stock in RT, need external datafeed, download this data from IB not real, and + problem in Ninja IB adapter with logic.

[Thomas79]

Thx TCust

It looks like Ninja always download the data even when i already downloaded it... each time i creat a chart with a stock in intraday, i can see " loading data" in the past days, but i already downloaded the chart one hour ago, it looks like Ninja does not save the historical data already downloaded...

And the problem is that i have strategies on 600 stocks in EU on the Stock600 indice, in data series Daily and 120 min... in fact 1200 strategies... i'm pissed off to wait each time 10 min for the end on pacing violation...

[TCust]

600 stock's need External datafeed (ESignal), with extended symbol's RT 102$ ( base ) + 100$ ( 1000 ticker's ) > 200$

For IB this unreal, download data. Optimal ticker's for IB datafeed not more 100-150 and if Ninja fix adapter.

[TCust]

Another variants, if you have in IB 600 symbols subscription and stability internet ( not have reconnection in trade Session )

Esignal on Demand - 55$ in month, this only history not have RT, for download minute's.

You download/redownload actual history, ( after trading session ), through ESignal and not have ' pacing vioalation'.

*only* RT give from IB in adapter option
-----
In Ninja -> Option -> Data

uncheck -> Get data from server
check -> Save chart data as historical

And you run systems, before Session start. ( I Don't know how this work in real )

If Internet or IB down, or reconnect, you have not good data in Ninja from this day.

This decision for stability VPS servers in inernet...

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Another variant's with Esignal Market Data Access

IB configure on RT only in adapter setting, and run this first ( real time data, bid/ask )
ESignal MDA run second, for download actual history in session

In Ninja -> Option -> Data

check -> Get data from server
uncheck -> Save chart data as historical


Sorry my English bad, and I don't know how have good result for 600 system's run...

[TCust]

Problem with ESignal on Demand that have delayed history on 15 minutes, only for download history after Session.

If download this ( IN ) session, have gaps with delayed history (ESignal) and realtime from IB

[Thomas79]

THX TCust

So maybe the easiest way is to have the Esignal subscription for realtime and historical (OK this is expensive but if there is no other solution)

The problem ils that i don't see on their website the possibility to have the EU stocks historical and realtime.

Do you have this subscription ?

[TCust]

Yes I have ESignal MDA

http://www.esignal.com/exchanges/default.aspx?name=North_South_AmericanRegions&tc=

See European region.

Euronext - NYSE Euronext Cash Level 1 2$

But ESignal Market Data Acces not in ESignal product's. Need connect in their Chat and say, I have Ninja and I need only Market Data Acces for stock, this base cost 102$

If you need stock and futures may be good full Esignal Preimer $145 base

I need *only* stock's data and use MDA, this lower price than full ESignal 145$

[TCust]

After Base you configure ( in Chat, or Manual ) what you want:

Exchange
Extended History ( EU Stock's minutes from 2009 )
Extended Symbols 500/1000
----------------

I have 200 ticker's Base and Exchange in ESigna US,EU, and remove all exchange in IB for low cost

[TCust]

If you take ESignal with realtime 1000 ticker's

1.Connect first ESignal for RT and History
2.Connect second IB to send order

If you take ESignal with realtime 200 ticker's and IB with 600

1.Connect first IB for RT only and to send order
2.Connect second ESignal for History

And... Mannualy edit all Symbols and test order on paper trading (demo )

IB and ESignal have many different ticker's

FP|SBF ------ FP-EEB
PHI|AEB ------ PHIA-EEB
DCX|IBIS ------ DAI-XET

Welcom to real word

PS. may be good take trial ESignal for manual test this configuration...

[TCust]

Thomas79... need to be careful for run 600 systems, electronic trading may have risk

Now ESignal support only in Ninja x32, x64 support only in NT8

http://www.ninjatrader.com/support/forum/showthread.php?t=68244

[TCust]

As ESignal this not broker datafeed, need have price check logic in trade system's, for example:

in 2013 on LSE in one symbols with price 2016 receive -2016 (minus) few days

All datafeed may have error, need have protection logic in Systems ( price, trades and other...)

[Thomas79]

THX A LOT TCust...

finally i take the esignal subscription... and cancel the IB... but now i have to create all the symbol map for all the EURO stocks... you posted the contract desciption 2 tchat before, where do you find it ?

thx

[TCust]

Manual search

1. Left click in symbol in IB -> Contract Info -> Description and see IB and Stock exchange ticker, add exchange for ESignal for example Euronext

in IB - PHI
in Exchange PHIA
in Esignal PHIA-EEB

2. See ticker on IB and Exchange

https://www.interactivebrokers.com/en/index.php?f=products&p=europe_stk

3. Test ticker on ESignal web site

http://quotes.esignal.com/esignalprod/search.action

4. Create on IB new Tab and add column Symbol ( this Exchange symbol )

Ninja this not TradeStation

Exchange in ESignal

Euronext -EEB
Xetra -XET
LSE -LON
OMX -OMX

[TCust]

And question for Ninja manager ?

How for example Import 2000 japan or european stock, in IB and ESignal this different symbol ?

Why you not create Import list:

Ninja ticker, IB ticker, ESignal ticker, Yahoo ticker.... ( or other variant's)

This list simple create in Excel, but not manual edit 2000-3000 stock in Ninja !