Mixing two data feeds

[molecool]

I'm setting up a strategy on NinjaTrader that is connecting to a live IB account. The problem I'm facing is that IB does not offer TICK data so I'll have to also use a Kinetick account at the same time.

Now this opens up a few questions, all of them assume that I use one single symbol (i.e. EUR/USD) with both minute and tick data:

• When both IB and Kinetick adapters are connected - which one is used to pull price data for charting? When I am pulling 60-min data - how do I determine which feed it pulls it from?
• If my strategy executes on a tick basis and also receives (simulated) bid/ask quotes from Kinetick, which one will it use? The simulated IB b/a or the real IB b/a? Obviously in live mode the IB b/a is what I want. In historical data I reckon that it will use Kinetick.
• Can real IB b/a data be stored locally so that it remains accessible for historical bars? Obviously IB does not offer historical b/a and price data, but it does implicitly supply them during live operations.

Thanks,

Molecool

[NinjaTrader_PatrickH]

Hello Molecool,

Thank you for your post.

For your first two question the answer lies in which connection is made first. If you connect to Kinetick first this data will be from Kinetick and vice versa for Interactive Brokers being connected first.

For the third question you can enable NinjaTrader to save real-time data as historical by going to Tools > Options > Data > enable the option Save Chart As Historical > OK.

For information on using multiple connections please visit the following link: http://www.ninjatrader.com/support/h...onnections.htm

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

[molecool]

Hello Molecool,

Thank you for your post.

For your first two question the answer lies in which connection is made first. If you connect to Kinetick first this data will be from Kinetick and vice versa for Interactive Brokers being connected first.

For the third question you can enable NinjaTrader to save real-time data as historical by going to Tools > Options > Data > enable the option Save Chart As Historical > OK.

For information on using multiple connections please visit the following link: http://www.ninjatrader.com/support/h...onnections.htm

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

Okay, I read that page and it all makes sense. Two more questions:

• If I use IB as my primary data connection and Kinetick as my secondary and if I have 'save chart data as historical' enabled on IB, will my historical bid/ask data be from IB or will it be pulled from Kinetick?
  
• Similarly if I have TICK data which is being collected from IB during live trading and I open a TICK chart of the previous day one day later, where will the data come from?

Many thanks in advance for you insights.

[NinjaTrader_PatrickH]

Hello molecool,

Thank you for your response.

In that case it would be Interactive Brokers on both.

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