Question about multiple datafeeds

[jvanelli]

I have two datafeeds to use for US stocks, Kinetick and IB. I have the Kinetick connection primarily because IB does not provide historical tick data (and the rest of their historical data is throttled). Since it seems NT8 connects at startup according to alphabetical order of connection names, I have named the IB connection such that it is always the last connection made. In Tools/Options/Market Data I have specified Kinetick to be used for both historical and real time data. In the simple case this clearly works as expected, all data comes from Kinetick.

Now if I introduce a chart that asks for Level 2 market depth (real time data) then that particular chart definitely switches to the IB data feed because the market depth display is active and I do not have a Level 2 subscription from Kinetick. So in this case NT8 is smart enough to go where the data is available for the affected chart. Furthermore, if I introduce a chart that asks for Level 2 market depth and that also uses tick data to calculate bar and cumulative delta, it appears that NT8 initially loads the historical data and tick replay from Kinetick, then switches to IB for the real time data. About this much I am reasonably certain and it is precisely the behavior that I want.

What I am unable to confirm is that if or when NT8 switches to IB for real time to provide Level 2 data on one chart, does it also switch to IB for any other real time data on all other open charts. Can anyone answer this question for me? Thanks in advance.

[NinjaTrader_Tyler]

Hello jvanelli,

Thanks for posting.

NinjaTrader can only receive data for stocks from one connection at a time. This will be whichever data feed you connected to first, or whichever one you have selected as your preferred connection for that instrument type under Tools > Options > Market data. Below is a link with more information:

https://ninjatrader.com/support/helpGuides/nt8/multiple_connections.htm

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

[jvanelli]

The answer to my question then is yes, and so to keep it simple what I have done is specify IB as primary for real time stocks and Kinetick as primary for historical. I've been testing this all day and I am happy with the way it works. I'm able to load tick replay and historical data for tick based indicators from Kinetick and yet have the Level 2 and other real time data from IB. This is a better and relatively cost effective solution for me. The Kinetick Level 2 does not come cheaply and it includes only NASDAQ Totalview for stocks.