Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

IBKR tickchart connection to Ninjatrader

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    IBKR tickchart connection to Ninjatrader

    Hello, i am trying to connect the to IBKR tick chart data feed, I have only one bar and the number of ticks is being processed as 1 instead of the real size. I am using the TickCounter indicator which works fine on replayed data and shows ticks being reduced by the size.

    I know that IBKR doesn't support historical data, the problem is with the live stream of data, I also checked the API and there is the size in each response on ibkr, but it seems it isnt being processed by the chart window correctly.
    what could be the issue? appreciate your help.

    #2
    Hello saeedkk,

    Just to confirm, are you using the currently supported version of TWS listed in the connection guide? version 10.19.1k



    Are you able to see the correct volume for the bar listed when using the chart data box instead of the tick counter indicator?
    JesseNinjaTrader Customer Service

    Comment


      #3
      Hello, thank you for the quick response.

      this is the Version
      Build 10.19.1k, Jan 23, 2023 5:13:03 PM
      Jolt Build 1.18.9, Jul 5, 2022 05:27:19 PM
      Nia Build 2.24.2, Jan 17, 2022 05:48:10 PM
      ModelNav Build 1.13.2, Jan 24, 2022 04:59:21 PM
      Riskfeed Build 2.45.4, Nov 21, 2022 05:49:05 PM


      ​yes this is correct I Click image for larger version

Name:	Capture.png
Views:	109
Size:	676.3 KB
ID:	1252422 see the volume accumulating in the data box in one bar, i have attached an example, the first bar has volume of 29310, the counter just is reduced sequentially.

      Comment


        #4
        Hello saeedkk,

        From what I can see the chart looks normal, the tick counter should be counting to the chart tick size or 2000 in the image. The Volume would not contribute to the tick counter, only the tick its self.
        JesseNinjaTrader Customer Service

        Comment


          #5
          ok thank you, i ll retest tomorrow during intraday market. While I was testing using playback data, the bars just got filled faster an hour before the market, this single bar took about 2 hours to get filled intraday, this is why I got suspicious.

          Comment

          Latest Posts

          Collapse

          Topics Statistics Last Post
          Started by alpurik, Today, 05:38 PM
          0 responses
          25 views
          0 likes
          Last Post alpurik
          by alpurik
           
          Started by yertle, Today, 04:42 PM
          0 responses
          7 views
          0 likes
          Last Post yertle
          by yertle
           
          Started by lucyb, Today, 03:07 PM
          0 responses
          7 views
          0 likes
          Last Post lucyb
          by lucyb
           
          Started by FloorPlan, Today, 02:52 PM
          0 responses
          19 views
          0 likes
          Last Post FloorPlan  
          Started by tchen7, 10-13-2022, 10:02 PM
          2 responses
          548 views
          0 likes
          Last Post ttodua
          by ttodua
           
          Working...
          X