Interactive Broker as Backup Data Source

[rwbil]

I have Interactive Broker with Kenetick data feed. I need TF and its associated indices which I am not getting from Keneticks so I am looking at options.

First I decided to try and get the Russell Indices from IB, so I subscribed and now get those indices at IB. But so far I have not been able to figure out how to plot them in NinjaTrader when Kenetics is also connected. It took me awhile to figure it out but I mapped R2500G|RUSSELL to IB only. Yet it seems you cannot truly map symbols to a specific source.

With only IB connect the plot works fine, but if I am also connect to Kenetics it just crashes when I try and chart it

http://screencast.com/t/RMyibapbpJZ

I have tried various setting but nothing so far works. Reading the documentation I do not see how one maps a symbol to specific data feed or be able to say this symbol get data here but trade it here. Ideally one should be able to map symbols. After all being able to chart the data you want is important for a charting platform. I read something about if the 1st connection supports the data type it will not fall over to the 2nd connection.

Bottom line, I want Kenetics as my primary data feed being it is unfiltered but want to get certain instruments such as TF and R2500G from IB. How do you set that up??

If this is not going to work then I have question 2. I plan to open another broker account who uses a different data feed that does not support the data type. I tried this with free ninja and AMP and it seemed to work. Do you see any issues with this working? How much to upgrade to a multibroker license if this is the only solution. And can I get the name and number of someone very knowledgeable about this issue that I can talk to.


Thanks in advance,
Robert

[NinjaTrader_ChristopherS]

Hello rwbil,

It is not possible to receive real time and historical data for the TF or any product listed on the ICE exchange from IB and receive data from Kinetick.

Since both providers support all instrument types in NinjaTrader, the primary connection (first connection) will be used for all data.

When connecting to Kinetick and your broker, you have some options...

Connect to Kinetick first then to your broker. This setup will get all live and historical data from Kinetick, and still allow you to execute trades to your broker.

Or, connect to your broker first, then to Kinetick, with historical data disabled on your broker. This will allow you to get live data from your broker, and all historical data from Kinetick, and will also use Kinetick as a backup.

More on this topic at: http://www.ninjatrader.com/support/h...onnections.htm

For a phone call please send a note to [email protected] with "ATTN: Chris S http://www.ninjatrader.com/support/f...ad.php?t=71647' in the subject line.

[rwbil]

Being Kenetics supports all data type and Ninja does not allow symbol mapping that is not a solution for me.

I tried to search which data type the different data feed support but did not see a clear list. is there such a list?

R2500G and the other Indicies I am interested in are Index type.

Q1) Therefore does Rithimic or CQG support these types. In my experiment using free ninja I was able to get R2400G from IB while also connected to Amp. But maybe that is not the case with live ninja.

Q2) With a mulitbroker license is any type of symbol mapping allowed. Such as get the Data from AMP via Rthimic data feed, but execute the trade at IB??

[NinjaTrader_ChristopherS]

Hello rwbil,

1) Rhithmic does not support indexes.

Click here for more information on the varying levels of data of our supported connectivity providers

Below is a link to a page listing the indexes supported by CQG.

http://www.ninjatrader.com/NinjaTrader-CQG-Supported-Indexes.php

2) Yes, with a multi broker license key you could connect to Rhitmic and trade your IB account.

[rwbil]

I want to make sure I am clear on both questions.

From what I read it says if the primary data feed supports the instrument type (equities, futures, forex, indexes) it does not fall over to the 2nd connection. This is why even though Keneticks does not support TF I can not get it because TF is of type future. That is my understanding.

So based on that if CQG supports indexes even if it does not support the Russel Indexes I am interested in it will not fall to IB to get the data.

Q1) Is that correct CQG would not work for my purposes. If I am wrong please provide a detailed explanation

You stated with a multi broker license key you could connect to Rhitmic and trade your IB account. But that is not what I asked. I would be connecting to IB and AMP. Amp offers Rhitmic data feed.

Q2) Can I be connected to IB and AMP. Get, for example, CL Future data feed from AMP and yet have the trade executed at IB. In order to do that I would think Ninja would have to allow some type of symbol mapping. If so can you provide details about this. Because if this is possible then I should equally be able to map TF to IB right now, which I cannot do. Are you saying with a Multibroker license I would be able to do that?

[NinjaTrader_ChristopherS]

Hello*rwbil,

Correct. *The primary connection will be used for all supported instrument types. *NinjaTrader will not use the backup data provider for instruments types supported by the primary connection.

Correct, if you connect to CQG first with indexes enabled on the CQG connection IB will not be used for any index data.

If you connect to the connection used to access your AMP account first, you can receive futures data from this connection and then use IB for all other data types. *If you receive index data from the connection used to connect to AMP, IB will only be used for equities and indexes.*

When using Kinetick, CQG, Rhitmic or any connection that supports futures, to receive futures data from IB you will need to connect to IB first. *By connecting to IB first, all data will come from IB.

[rwbil]

Correct, if you connect to CQG first with indexes enabled on the CQG connection IB will not be used for any index data.

Is there an option to connect without the indexes enabled?? For example could I connect right now to Keneticks without the indexes enabled?

If not then my only option is to use rthimic as a data feed, not CQG or Keneticks if I want indexes from IB. Is that correct?

Also what is the cost to upgrade from single broker to multiple broker??

And also will Ninja Trader 8 or any soon upgrade have any more advanced symbol mapping options.?

[NinjaTrader_ChristopherS]

Hello rwbil,

CQG and Continuum will have an option to disable indexes.

Kinetick does not have this option.

Below is a link to the Major Enhancements of NinjaTrader 8

http://www.ninjatrader.com/downloads/MajorEnhancements_NinjaTrader8.pdf