Issues with Historical Data in Charts

[abhayt]

I am not viewing tick data. I only want to see daily historical eod data in candlestick format.

[NinjaTrader_PatrickH]

Hello abhayt,

Thank you for your response.

Do you receive historical data in TWS for these instruments?

Do your receive historical Daily data for other instruments in NinjaTrader when connected to Interactive Brokers only?

I look forward to your response.

[abhayt]

Hi,

Well I have kinda figured it out. In the symbol description of Futures symbol I need to specify each roll over date and month and offset for past 12 months to get historical data for 1 year.

For RELIANCE past 12 months and future 12 months are already there. So that is why I was getting data in the chart while all new ones were not working.

BUT now this presents a BIG challenge. Do I need to specify past 12 roll over dates + future dates for all symbols separately?
This would be a HUGE task seriously. There are approximately 200 futures symbols on NSE. And defining 24 roll over dates for each one would be an impossible job !!!

Is there a way to import roll over dates?

[NinjaTrader_PatrickH]

Hello Abhayt,

Thank you for your response.

If these are custom created futures instruments then you will need to create the rollover dates manually. There is no method to import rollover dates.

Please let me know if I may be of further assistance.

[abhayt]

Thats really painful. Please see if something can be done in NT8 address this !

One observation here. I am on IB feed. I use Static SuperDOM. I place a market order it gets executed immediately and I get a sound confirmation instantly.

Now if I place a limit order to lift a current an offer ; my bid just sits there for noticeable lag time. Sometimes more than 10-15 secs. Then all of a sudden it gets executed and I get a delayed sound alert.
Please note this happens only when I am placing a limit order where my bid >= current best offer.

This was not the case when I was using simulated feed. Limit bid orders at or greater than the best offer were immediately getting executed. Somehow with IB feed I am facing this issue.

Kindly help.

[NinjaTrader_PatrickH]

Hello Abhayt,

Thank you for your response.

What version of TWS are you using? You can check under TWS -> Help -> About -> Scroll to the Build #

What version of NinjaTrader are you using? You can check this by going to Help -> About (Example: 7.0.1000.X).

Please advise what side of the market you see this behavior. Is it a limit order above or below the market on the buy or sell?

I look forward to your response.

[abhayt]

Hi,

I am using TWS build 933.5 and NT7 build 7.0.1000.11

The limit orders I place are crossing the current market. That is Limit Bid >= Current Offer and Limit Offer <= Current Bid. Yet these dont get executed.

Market order are immediately executed though.

[NinjaTrader_PatrickH]

Hello Abhayt,

Thank you for your response.

Limit Orders only execute at the price you place them at or better, where Market Orders will execute at the next available market rice. Market Orders can execute faster then Limit Orders for that reason.
For information on Limit Orders please visit the following link: http://www.sec.gov/answers/limit.htm

You will need to use the supported version of TWS for the latest version of NinjaTrader. Please uninstall your current version of TWS and install 927.7 from the following link: http://www.ninjatrader.com/ninjatrad...tall_927_7.exe

Please let me know if I may be of further assistance.

[abhayt]

Hi,

I am aware that limit order can execute at or better price. And I am trying to place a limit bid order which is at least 10 ticks higher than the best offer. It should execute immediately at the best offer. Instead it just sits there and gets executed after a BIG delay sometimes more than 15-20 secs..

[NinjaTrader_PatrickH]

Hello Abhayt,

Thank you for your response.

You will need to use the supported version of TWS for the latest version of NinjaTrader. Please uninstall your current version of TWS and install 927.7 from the following link: http://www.ninjatrader.com/ninjatrad...tall_927_7.exe

Please let me know if I may be of further assistance.

[abhayt]

This page is no longer available ! Kindly update the right link

THanks

[NinjaTrader_PatrickH]

Hello Abhayt,

Thank you for your update.

Please use the following link: http://www.ninjatrader.com/Connectio...tion-Guide.php

You will find the download listed next to the supported version.

[abhayt]

That change in TWS version seems to have made much better. Strange but true.

Thanks

[jmagaia]

limit years fo data in IB?

Hi!

In IB if I see the graph some instrument (example VXX) I see at least Nov 2010 to today.
But if I try import data with Ninjatrader and put the maximum... only import last 2 years.

Some wrong use from me in IB or Ninja?
How import all?

If I choose Kinectick no problem ... i have the maximum.
But some instruments I have only IB.

thanks

[NinjaTrader_PatrickH]

Hello jmagaia,

Thank you for your post.

How are you importing the data into NinjaTrader? Are you using the Historical Data Manager?

How many days to load are set on your chart? You can check this by right clicking in your chart > select Data Series > check the DaysToLoad setting.

Do you have the data available in the Tools > Historical Data Manager > Edit tab?

I look forward to your response.