Multiple connections: IB for orders & realtime data

[michelle99]

Hi there,

I have read https://ninjatrader.com/support/help...me_version.htm and just want to check that I have my procedure/settings absolutely correct. I use IB for order execution and would also like to use IB as my real-time market data feed. As IB does not provided historical data, I would like to use Continuum for my "historical filling". That is, this is how I would like my system to work:

Continuum- Provide only historical data to back fill
IB - Provide real-time market data and do order execution

Question 1: from the screenshots attached, are the settings of my IB and Continuum connections correct?

Question 2: When I setup my IB connection I chose "Disabled, I will use another connection for historical data". Was this the correct choice?

Question 3: Should I absolutely connect to IB first, THEN to Continuum and THEN open my workspaces? Because of the ""Disabled, I will use another connection for historical data" selection I chose for IB, will NT know for sure to do historical back fill using Continuum but still use IB for realtime and order execution?



Thanks in advance,
Michelle

[NinjaTrader_Jason]

Hello Michelle,

1. Yes, the connections settings look good. Are you able to connect successful when you try to connect?

2. Please note that IB does not provide historical tick data. It does support historical minute and daily data. If you like to load minute and daily data from IB, please enable Historical Data in the IB connection setup.

3. If you like to receive realtime data from IB, you need to connect to IB first in NinjaTrader.

When connected to multiple connections simultaneously in NinjaTrader, you will receive realtime data from the first connected connection on most occasions. Only when the first connection does not support a certain instrument type (stock, futures, forex, index), you will receive data from the second connection. Please see the link below for information when using multiple connections.

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

[michelle99]

Hi Jason,

Thanks for your reply - again just to be sure - for question 3 could you please confirm:

Upon setting up IB connection I ticked "Disabled, I will use another connection for historical data" - this is because I want ALL my historical data to come from Continuum.

If I connect to IB first, followed by Continuum - will NT know for sure to do historical backfilling using Continuum but still use IB for realtime data as well as order execution?

[NinjaTrader_Jason]

If you disable historical data for your IB connection, then NinjaTrader will not load historical data from IB.

[michelle99]

If you disable historical data for your IB connection, then NinjaTrader will not load historical data from IB.

And so there for provided I am connected to Continuum at the same time as IB, it will absolutely use continuum data to do the back filling? But IB for the realtime data (Being the first connection I made)

- Is this true?

[NinjaTrader_Jason]

Yes, it should load historical data from Continuum as it is disabled for the IB connection. If not, I suggest to first connect to Continuum at the start of your session. Once all historical data is loaded, please disconnect Continuum and then connect to IB.