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Chart backfill with IB

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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 you

    #2
    Hello,

    Thank you for your post.

    With Interactive Brokers historical data should be included. Please see the following link.



    Can you please right click in the chart-->Reload Historical Data.


    Also, if you import historical tick data then you will need to reload historical data as well.
    Ryan O.NinjaTrader Customer Service

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      #3
      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.

      Comment


        #4
        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.
        KyleNinjaTrader Customer Service

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