Historical data from IB

[abfc123]

Excellent. Will load up with Kinetic.

Thanks for the link to the Historical data Help.
Will read thoroughly.

Thanks again

[Stem1]

So if IB send out two data feeds (live and demo) and there are discrepancies between them, is this also done by the other three data providers with similar discrepancies?
If so, is the solution to have a live account and load historical data from the live feed, or is historical sent from the demo feed?
How would we know?
Is there a known data feed with known reliable historical data?
Thanks

[NinjaTrader_Jason]

Hello Stem1,

I am not sure what other 3 data providers you refer. There are other supported connectivity providers that provide demo connections as well, however I am not sure if you should expect a difference compared to a live connection. I suggest to verify with the connectivity provider.

If you are connected to a live IB connection in NinjaTrader, it will load historical and real-time data from IB using your live account. If you connect to an IB demo account, you will load real-time and historical data using the demo account. It is not supported to connect to multiple IB connections simultanously in NinjaTrader.

You can find all supported connectivity providers at the following link.

http://www.ninjatrader-support.com/HelpGuideV6/HistoricalData.html

[Stem1]

The other three feeds for FX are Gain, MB and one other I can't remember right now, and the new Kinetick.
It has been established that the different feeds vary slightly so wouldn't it be more accurate from a automated strategy perspective to use the same feed as the broker is using to be in sync with the broker?
If I have a Kinetick account, will the historical data from the NT server still be the old Gain historical data or will it come from Kinetick? Is it selectable?
How could we verify that the Kinetick historical data is free from "gaps"?
Thanks

[NinjaTrader_Jason]

I see, you must be referring to the supported forex broker partners.

- GAIN Capital/FOREX.com
- PFGBEST.com
- MB Trading
- Interactive Brokers

When you connect to your broker, you will receive their data as well. Once you connect to your IB live account, you will receive real-time and historical data from your IB live account and you will be able to select your live IB account to trade it.

Historical data from Kinetick is retrieved from Kinetick and not our historical data server. This cannot be selected.

You can connect to Kinetick, create a new chart and check for gaps.

[abfc123]

Hi,

Could you make a recommendation for market data?
We are executing through InteractiveBrokers for FX and Futures.
Our requirements are FX and Futures intraday data for backtesting going back at least 5yrs.
It is obviously appealing that NT and Kinetic have a developmental partnership but what of the quality of the data compared to say eSignal which is excellent.

Thanks

[NinjaTrader_Jason]

Our preferred data feed for NinjaTrader 7 is Kinetick. However please note that IB supports historical minute data as well.

[abfc123]

Hi ,

I've subscribed to Kinetick.
I am currently comparing to Bloomberg and Interactive Brokers.

One thing I have noticed is the larger number of outliers from Kinetick.
I have enabled the tick filter in the Data Options. Still get them.

Can you pull down a couple of weeks of AUDJPY 1 minute and tell me if you see a price of 79.52 at 8.30am on 8/Oct/2010. Circa 79.75 is the price for BB and IB.

I am using the standard FX plan from Kinetick, not the Premium, which shouldn't be a reason for this anomaly.

Thanks

[NinjaTrader_Jason]

Please note that the tick filter only works for real-time data and not historical data.

What time zone do you refer? I assume you refer to Eastern time.

I do see a Low of 79.52 as per the 8:31 AM minute bar as well.

I am not sure why data is received this way. Please note that NinjaTrader acts like a radio receiver and displays the data it receives.

You can modify historical data to your liking in the Historical Data Manager to exclude the bad tick. More information can be found at the link below.

http://www.ninjatrader.com/support/helpGuides/nt7/editing.htm

[Stem1]

The Gain feed shows 79.76 for that bar.

[NinjaTrader_Chip]

Hello stem1,

In general, you may see differences when connecting to difference data sources (especially spot Forex). You will want to review how NinjaTrader builds charts from the data it receives as it may lend some clarity on this data point/bar you are referencing: link