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NinjaTrader
Chart backfill with IB
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Hi frankduc,
Thank you for your reply.
Correct, in the sample you provided, 34 contracts were traded between 13:06:00-13:06:59.
Please let us know if you have any additional questions.
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I think your right
According to the link you sent me it doesnt backfill the tick data prior to 13:06 but it does for the minute data.
I think it will be ok.
If i understand with the minute you get the cumulative volume for exemple 13:06
20090922 145900;1067.5;1068;1067.5;1067.75;4120
20090922 150000;1067.75;1068;1067.75;1067.75;901
20090922 150100;1067.75;1068;1067.75;1067.75;302
20090922 150200;1067.75;1068;1067.25;1067.25;2679
20090922 150300;1067.25;1067.25;1066.5;1066.75;2807
20090922 150400;1067;1067;1066.75;1067;93
20090922 150500;1066.75;1067;1066.75;1066.75;238
20090922 150600;1066.75;1067;1066.5;1066.5;944
20090922 150700;1066.5;1066.75;1066.5;1066.5;34
If i understand at the last second of 15:07 there was 34 contrats traded for that minute.
Thank you for the fast reply.
If its stay free, not like Quote tracker it should be great.
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Chart backfill with IB
Hi,
I'm using Interactive Broker and i installed ninjatrader in the afternoon 13:02.
I started a chart at that time and i can export in text format historical tick data.
The thing is, i need the entire day and if possible prior days.
How can i backfill the chart so i can get the tick data for the entire day of sept 21-22?
Its quite bizarre since when i look the chart i can see the volume in volume indicator on a 60 minutes chart but cant collect the data prior 13:02.
Any idea?
thank youTags: None
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