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    #31
    Originally posted by MasterSepp View Post
    Would there be the possibility to receive the tick data (and therefore the second data) from, let's say, IQFeed and still trade over IB? Because I don't want to have to change the whole broker, just because there is no second chart. In this case, I think BarChart would be the best, because I need just the tick data from the second broker.

    EDIT: found the answer. Do you know by the way, which broker would be the cheapest to receive data (for now just the Mini Dow (Symbole: YM)).

    Regards,

    Sepp
    No, there is a difference between historical data and live data.

    To clarify, historical data from IB is NOT supported, however live tick data from IB will be saved by NinjaTrader.

    Please see the NinjaTrader Converts Real-Time Data into Historical Data section of the link from post #10.
    Ray S.NinjaTrader Customer Service

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      #32
      Sorry, but I can't find any link in post #10. Do you refer to this link? http://www.ninjatrader-support.com/H...BuildChartBars
      If you meant this one, I need additional explanation, because I didn't understand it accurately. But again the main question: could I test the strategy live with 5 second bars, while only owning IB? If I understand it correctly, I'd just need an additional broker if I want to backtest with historical data on 5 second bars, right?

      Sepp

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        #33
        Originally posted by MasterSepp View Post
        Sorry, but I can't find any link in post #10. Do you refer to this link? http://www.ninjatrader-support.com/H...BuildChartBars
        If you meant this one, I need additional explanation, because I didn't understand it accurately. But again the main question: could I test the strategy live with 5 second bars, while only owning IB? If I understand it correctly, I'd just need an additional broker if I want to backtest with historical data on 5 second bars, right?

        Sepp
        Sorry, meant post # 25, this link: http://www.ninjatrader-support.com/H...ricalData.html

        Your understanding is correct. You can test with the live 5 second data, howeve if you require long periods of backtesting, you will need a data provider who supplies this.
        Ray S.NinjaTrader Customer Service

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          #34
          But would it be possible to build my "own" historical data, while keeping the chart open all day and collecting the data over several days?

          Sepp

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            #35
            Can be closed.
            Last edited by MasterSepp; 08-25-2009, 09:10 AM.

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