IB Market Data

[NinjaTrader_ChristopherJ]

So I may test a few settings with your account can you please contact Interactive Brokers and request a new set of login credentials with your data permissions applied for a paper trading account.

Once you have the paper trading credentials please send a note to Platformsupport [AT] NinjaTrader [DOT] com with "ATTN: Chris Jameson" in the subject line.
In the message, please include the following:

1.) A link to this forum thread.
2.) Your Paper trading User name and Password

[plizer]

I wrote with the IB support and we looked at the detailed log file of NT. And the row that makes problems is:
VD 00:32:19:157 JTS-EServerSocket-131: [0:20:70:1:0:0:0ET] pd::[version=5,ID=0,action=null,reqDesc=Symbol=ADS DEFAULT Type=STK Expiry=null Strike=0.0 Put/Call=? Exchange=IBIS CompExch=IBIS Currency=EUR Multiplier=null IbLocalSymbol=null IbTradingClass=null SecIdType=null SecId=null includeExpired=false newsSource=null Legs=null Special Info=null,combo=null,genericTickList=null]

"Symbol=ADS Default" is the problem! IB gets the data "ADS Default" not "ADS" what would work! Can you remove the "default"? (I think its "default" because the list is called "default"). I dont have it in my sourcecode, so ninjatrader adds it while compiling?

[NinjaTrader_ChristopherJ]

When adding a stock within NinjaTrader the Default exchange is automatically enabled and there is not an option to disable this exchange within the list however I will forward this to our development team as well.

[plizer]

Do you still need the paper trading account? It should be ready at monday, because it needs a few days to create it.

[NinjaTrader_ChristopherJ]

Yes when available please forward the paper trading login information so I may look into additional settings to possibly receive historical data from IB.

[plizer]

Ok, I will inform you right after I ahve the data!

Is this problem just with the DAX stocks? Can I use dow jones stocks until the problem is fixed or do "add" have the same problem with other stocks?

[NinjaTrader_ChristopherJ]

I have seen issues prior to receiving data from IB on other foreign markets however you should not have any issues receiving data for stocks on the Dow 30.

[plizer]

Its very strange. I tested something! I ordered NYSE market data at IB.

I added the dow jones stock MMM to my default list and wanted to show the chart. I got the error like before with my dax stock, just with "MMM Nyse".

Then I saw the prepared DOW 30 list in ninjatrader. I started a chart of IBM and it opended without any error! Then I thought: Ok, I just start the chart of MMM from the Dow 30 list! But I got the same error as before. All other 29 stocks worked fine but MMM not. I tried everything to add MMM correctly, but it never worked. Just because I changed something at the beginning!

Is it possible to get correct lists for the instrument manager? If there would be a list of dax stocks, it should work as long as nobody change something...

[plizer]

I got a new error. I hope its not a big problem..

[NinjaTrader_ChristopherJ]

First please go to Tools->Instrument Manager->Delete any instance(s) of MMM. Next reset your instruments with the steps I have provided below to get MMM back with all default settings:

• Disconnect
• Tools
• Options
• Data tab
• Reset Instruments
• Restart NinjaTrader

Interactive Brokers imposes a limit in the ammount of data you can request at a time. When this limit is breached, you receive that error message.

The only way around this would be to request less data or request data less often.

For more information about this please visit the link below:

https://www.interactivebrokers.com/en/software/api/apiguide/tables/historical_data_limitations.htm

[plizer]

Is Ninjatrader 8 an alternative? Maybe the problems are solved in that version?

[NinjaTrader_ChristopherJ]

If you would like you can test within NinjaTrader 8 which will be a separate installation and will not affect your NinjaTrader 7 installation. I have provided a link below where you can download NinjaTrader 8 (Beta):

http://ninjatrader.com/PlatformDirect

[plizer]

Thank you!

I worked a few hours with NinjaTrader 8 now, but I have to say the new surface is very confusing. The old one is much more clearly. But however....

I add a list to the instrument list, but I have to add all 30 DAX stocks and if I search for the abbreviations I cant find any of them. In Ninjatrader 7 I could add a complete new stock, but cant find it in NJ8 (picture).

Is the add-function not added to NJ8? I can add 'ADS' to the list but couldnt set any option... Just 'expiry' and 'exchange', but in echange is just NYSE and Default...

Im very frustrated.It seems that i have to invest another 100-200 hours to get just a first results...

Maybe I'm the only one that uses German stocks and try to add another series to the chart? It should be maybe 10 rows of code and it seems almost impossible to get it running...

[NinjaTrader_ChristopherJ]

To add a new symbol in NinjaTrader 8 go to the Control Center->Tools->Instruments then select "add".

[plizer]

I tried to implement the indicator in NT8. There options for the IB connection to deactivate the historical data like in NT7? Is that true or is it me?

After another night programing the indicator I get the same errors like in NT7, please look the pciture. The symbols are all added correctly and sometimes I get an error like"symbol Xetra" or "symbol Default"... I think it is time to give up :-(... Mabye its a problem with IB, I dont know. But it seems that all other market data companys dont support the German markets like CQG and Continuum...

Sometimes the indicator really worked! But just with a few added stocks and only for a short time...