import IB market data

[PaulZ]

I have NT7 connected to InteractiveBrokers and have a set of IB subscriptions for market data.
I want to import historical IB Market Data (through the NT Historical Data Manager) so that I can use for backtesting. How can I do this?

[NinjaTrader_AlanP]

Hello Paul,

Thank you for you note.

If you’d like to import historical market data into NinjaTrader using the Historical Data Manager, with data you’ve obtained from Interactive Brokers (or any other source), you’ll go to Control Center>Tools>Historical Data, click on the Import Tab, set the Format type of the data files you’ll be importing and say start import. Note you may wish to go to the Edit tab first and delete any previous data for the contract/instrument you’ll be importing so then it’s only the new imported data you’ll be using.

You always could create an account connection to Interactive Brokers and then pull up a chart, which will be pulling data from Interactive Brokers, but directions to do it through the historical data manager can be found here,

http://ninjatrader.com/support/helpGuides/nt7/?importing.htm

Please let us know if we may be of further assistance.

[PaulZ]

IB does not provide date to download. Please see conversation with IB Service Desk below.
How can I import data through the API?

I am using NinjaTrader and would like to download the market data in a format that I can upload in the Historical Data Manager from NinjaTrader 7

Siteng J: Ninja Trader is connecting to IB TWS via the API.
Siteng J: They actually have the ability to directly request for historical data from IB TWS and pull up charts.
Siteng J: We actually do not provide any tool for clients so that you can "download" data from TWS
Siteng J: I would suggest you try to contact Ninja Trader directly and see if they request for the data directly and populate to the Historical data manager

Ok. I will go to NinjaSupport for that. Thanks.

[NinjaTrader_AlanP]

Hello,

If you have an account connection set up in NinjaTrader for IB, and you connect to that account connection, you can pull up a chart of the data you wish to import (from IB to NT) and that'll pull the data from IB automatically. You can then see this data in database form via Historical Data Manager>Edit Tab, select the plus next to the contract/symbol of the chart you opened and you should see your data.

Please let us know if you need further assistance.