Multiple data connection

[shiva_mohan]

Hi,

Currently I get realtime data on futures from Kinetick and delayed data for forex. My broker (IB) provides realtime data for forex. I don't want to use IB's data for futures since it doesn't provide true tick data (just 1 second snapshots). This isn't an issue for my forex charts since I am using minute data.

Is it possible for me to load up charts and manually choose the data connection to use for the chart? So I load up my futures charts which get data from Kinetick and my forex charts get data from IB?

Thanks
Shiva

[shiva_mohan]

hmm ... think I found a solution but not sure if this is a "safe" solution?

If I go into my instrument manager and manually change the symbol map for Interactive Brokers to something random, it then automatically backs up to the Kinetick feed for the specific instrument.

Is there a better approach I should use?

[NinjaTrader_Chip]

Hello shiva_mohan

Thank you for your post.

If you are planning to trade live (with Interactive Brokers) with this symbol mapping then you will most likely experience unexpected behavior such as order reject or similar.

Since NinjaTrader supports multiple simultaneous connections to different connectivity providers and in some cases, to the same connectivity provider allowing you to:

• Connect to and trade through multiple brokers simultaneously
• Connect to your broker and your data feed provider simultaneously

And since you are establishing multiple connections that overlap in their provided market data services, the connection order you establish is critical. NinjaTrader will check for required market data services in the order your connections are established.

For example:
Connection1 - Provides real-time market and historical data
Connection2 - Provides only real-time market data

If you connect to Connection1 first and Connection2 second, when requesting market data NinjaTrader will request the data stream for both real-time and historical data from Connection1 even if you trade against Connection2. In this case you may want to try connecting to Kinetick & then Interactive Brokers. You will want to test this configuration in simulation mode to make sure it performs the way you want it to before going Live.

[shiva_mohan]

Good point on the order rejection!! I forgot about that :P

My problem is effectively I want futures data through Connection 1 (Kinetick) but forex data through connection 2 (IB).

Can I reverse my approach from before ... where instead of changing the symbol map for IB with futures, I change my symbol map for Kinetick with FX to something random and then connect to Kinetick first and IB second?

[NinjaTrader_Chip]

Hello

If you change the symbol mapping for Kinetick (on Forex) then you just need to understand that this will render the Forex data from this connection inoperable. Since Kinetick is not a broker but instead a data-only provider, you do not have to be concerned with order rejection.

[shiva_mohan]

Hi Chip,

I tried that strategy ... reconnected all connections ... changed symbol mapping for GBPUSD in Kinetick to something random ... then loaded up a new 1 min chart of GBPUSD ... but got the error that it was unable to load historic data (unknown instrument). I have IB setup as the backup connection in my Kinetick configuration.

[shiva_mohan]

oops pls disregard my previous post ... restarted NT and it seems to be working perfectly now!

Thanks

[shiva_mohan]

oops looks like I spoke too soon ... I think the chart just loaded historical data ... it isn't updating with new data from IB. No errors either. If I attempt to reload all historical data, then I get the error mentioned earlier

Update: I seem to be able to load up a new chart and get data in successfully (and not just historical data ... up 2 the minute data) ... however, it does not update after that point. Once the data is loaded, it just sits there.

[NinjaTrader_Chip]

Hello shiva_mohan

Can you clarify or provide an instrument that you are using in this example? Make sure to provide how the mapping is configured for Interactive Brokers & Kinetick – this should allow me to recreate the issue on my end.

Two additional items to include: 1.] the exact version of NinjaTrader 7 you are using; version 2, version, 5, etc., & 2.] the version of the TWS software you currently have installed

Thank you,

[shiva_mohan]

Sure Chip ... I've attached a screenshot of my mapping for GBPUSD.

NT version: 7.0.1000.6
IB version: 7.827.092

I have Kinetick as my first connection and IB as my second.

[NinjaTrader_Chip]

Hello

The current NinjaTrader-supported version of Interactive Brokers’ TWS is 917. Please make sure you have this installed & let me know if this issue still persists.

You can access this version from our Interactive Brokers Connection Guide here:

http://www.ninjatrader.com/ConnectionGuides/Interactive-Brokers-Connection-Guide.php

[shiva_mohan]

oops I just realized I read off the wrong number :P I am already running version 917.8.

[NinjaTrader_Chip]

Thank you for that update.

So you are able to load data up to the minute but that chart does not update after that?

Does this also occur when you are connected to Interactive Brokers only?

[shiva_mohan]

yeah ... I can load the data but it does not update.

When I am connected just to IB, it updates without issue. The behavior only seems to occur when I'm connected to both Kinetick and IB.

[shiva_mohan]

Hi Chip,

Just following up on whether there are any new updates on the issue?

Thanks
SM