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

[b16_aln]

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!

Ninjatrader,

Has the tick data been implemented for Interactive brokers connection yet? My guess (hope) is yes considering this was 2 years ago and your team were going to "do it's beat to enable this!" Please advise what update implemented it so I can have a look. Thanks

[NinjaTrader_Jason]

Hello b16_aln,

Unfortunately historical tick data is still not supported with Interactive Brokers in NinjaTrader Desktop.

I have forwarded your vote for SFT-2837.

[b16_aln]

Wow, that's hard to believe. Tick data is fundamental to accurate usage, why did NinjaTrader not chose to update this basic and fundamental feature?

Is realtime tick data available for IB?

[NinjaTrader_Jason]

Realtime data is supported in Tick charts when connected to Interactive Brokers in NinjaTrader Desktop.

Interest is tracked internally and if enough interest is tracked, it would be weighed against how feasible it would be to implement it.

[b16_aln]

Apart from user interest, does Ninjatrader not independently think it would be an important update and implement it on it's own accord? I know from 10 years history of this forum that the user request process is just a kid on anyway to make users believe you are taking their requests seriously so we can we dispense with the pretense and have a genuine discussion?

In reagard realtime data, are you provided the updated real tick by tick realtime data now available through the IB API or are you stil only providing the old version that is limited snapshot tick data? I assume that you are only providing the old snapshot data if you have not updated the api?

[NinjaTrader_Jason]

Realtime data received from Interactive Brokers in NinjaTrader Desktop is snapshot tick data.

[b16_aln]

So does NT8 have any plan to update this to real tick by tick data which has been available for th elast 2 years? As previosuly stated, I am not interested in customer request, just whether or not NT8 plan to upgrade to tick by tick data on their own accord and when this is likely to be implemented.

It reallly is like pulling teeth trying to get a straight answer from NT, never straightforward, open or transparent with posters.

[NinjaTrader_Jason]

Unfortunately I don't have information if or when this will be implemented.

[b16_aln]

So that's a no then. Why not just say no rather than being ambiguous with your answer? Strange wat to intereact with your customers.