Historical volume data

[guillembm]

Hello,

I trade with IB and I would like to load historical volume data but I just get real time volume data.

HOw to get historical volume data?

[NinjaTrader_Jason]

Hello guillembm,

Unfortunately historical volume data is not supported with Interactive Brokers. You would need to connect to a supported data feed provider that supports historical tick data. Historical volume data is build by historical tick data. See the link below under 'Understanding the data provided by your connectivity provider' which will list all supported data feed providers and what data they support.

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

[guillembm]

As I see on the link, no providers offer volume data. I'm wrong?

[NinjaTrader_Jason]

You will need to check for historical tick data. Historical volume data is build of historical tick data.

[guillembm]

I'm subscribed to Kinetick and I use it as a secondary datafeed.

But I only see real time volume data on the chart. As you said, It is not supposed to appear historical volume data on the chart?

[NinjaTrader_Jason]

Can you please connect to Kinetick first and check if historical volume data is loaded.

[Harry]

Both Kinetick and Interactive Brokers come with historical volume data for stocks, ETFs and futures. Interactive Brokers does not come with historical tick data though.

The only exception is FOREX, as Interactive Brokers does not supply historical volume data for FOREX data. If you use historical price and volume data from Kinetick, it will not match the price data and executions from Interactive Brokers as the two ECNs are not connected.

[guillembm]

You are right, with just kinetick connected I receive all volume data.

Another question: how many Add() I can set on Initialize()?

thanks