historical tick data - Interactive Brokers

[danielmartins]

Is it normal not to have historical (not even one hour of) tick data with IB?

I mean, when I connect NT to IB's TWS, I get the 1min, 3min, 10min, 30min and daily charts perfectly, with all the indicators (EMAs and such) all lined up and "ready to go" containing data from the whole period until now.

With the 30sec, 5 sec and tick charts the only available data is the one received after connecting! All the data from "now" to the day before is non-existing and appears as a big gap!

This is bad once the Moving Averages get all messed up once they - during some minutes - compute the averages mixing old and new data until they only compute values with new data. Example: EMA with period of 120, takes 1 hour to get right on the 30 seconds graph.

Any ideas?

Thank you in advance!

[NinjaTrader_Kyle]

Hi danielmartins,

Thanks for your post.

Unfortunately, this is the expected behavior when Interactive Brokers is used as the data source. IB does not offer historical tick data. While no historical data in this interval would be available through the connection, real-time tick data should remain available.

If historical tick data is required, you may consider adding a secondary data provider like BarChart, eSignal, IQ Feed or Kinetick to backfill the charts.

More information about the different types of data which each provider supports, please see the following link to our Help Guide: http://www.ninjatrader.com/support/h...rical_data.htm

[danielmartins]

Thank you Kyle!

I was hoping for a free way out of this, or at least for the 10$ I pay monthly to IB to get real time data..

For now I'll have to connect 1 or 2 hours before trading hours.

Guess I'll buy some energy stocks then...