Historical tick-by-tick data from IB

[Harvard]

Dear Ninja -Team,

will it be possible one day to load historical tick-by-tick data from IB with NT8?

Kind regards,

[NinjaTrader_Manfred]

Hello Harvard,

Thank you very much for your post.

At the current time, Interactive Broker's API does not provide historical tick data.

As this is a limitation of the underlying system, it would require a change in the API to enable this feature. Should the API ever support this, I can assure our team will do its best to enable this!

[Harvard]

Thanks Manfred

[Harvard]

Dear Ninja-Team,

IB says that it is possible to retrieve tick-by-tick historical data via the API version 973.04 using the function IBApi::EClient::reqHistoricalTicks.

https://interactivebrokers.github.io/tws-api/historical_time_and_sales.html#historical_halted_unhalted

https://interactivebrokers.github.io...tick_data.html

Kind regards,
Harvard

[NinjaTrader_Jason]

Hello Harvard,

Thank you for letting us know.

I have submitted this as a feature request to the Development Team. I will follow up with an internal tracking number for your reference as soon as it is created.

Thanks in advance for your patience.

[NinjaTrader_Jason]

Thanks for your patience.

The internal tracking number for this feature request is SFT-2837. We added your vote. Please reference this internal tracking number when contacting Platform Support if you ever have questions regarding this feature request.

When a feature request is implemented, you'll find a description of the new feature in the release notes:

• https://ninjatrader.com/support/help...ease_notes.htm