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Cannot load data from IB

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    Cannot load data from IB

    Hello,

    I'm using IB Gateway to establish the connection between my Ninjatrader and IB. But it could not load data for futures and stocks. The error messages are:
    error on requesting bars series: "Historical Market Data Service error message: No market data permissions for CME FUT

    In the log, I found multiple lines of words like this: ...not enabled to receive real-time data - please add the instrument to your ib data subscription + ninjatrader

    Please help

    #2
    Hello tomvault,

    Thank you very much for your post, and welcome to the NinjaTrader forums!

    As a first step, please ensure you are using the supported TWS or Gateway version.

    At the time of this post, this would be 10.23.2a. You may find this version below:



    If this still occurs when using this version, please confirm you are indeed enabled for real-time data on these instruments.

    Please don't hesitate to let me know if this still fails!

    Comment


      #3
      Hello,
      Thanks for your prompt reply. Both Ninjatrader and IB Gateway versions are up-to-date, according to the link you gave.
      If you could look at the attached screenshot showing the log, it would be much appreciated.​



      Click image for larger version

Name:	Screen Shot 2024-05-29 at 10.21.57 PM.png
Views:	152
Size:	592.8 KB
ID:	1305350

      Comment


        #4
        Hello tomvault,

        Thank you very much for your reply.

        These errors indicate that the account is not yet enabled for market data for these instruments through the API.

        While TWS likely receives this data, the API requires an additional subscription.

        Further information on this may also be found on Interactive Brokers' publicly available website below:

        While working with Interactive Brokers’ APIs, most* securities require a Level 1, top of book, market data subscription to receive market data.


        Please don't hesitate to let me know if you have any further questions about this!

        Comment


          #5
          Hello,

          Thanks for your prompt reply.

          I've just installed TWS and followed the guideline to configure it. However, I still receive the same error.
          Below is the screenshot of the log


          Click image for larger version

Name:	Screen Shot 2024-05-29 at 11.19.48 PM.png
Views:	154
Size:	659.0 KB
ID:	1305353

          Comment


            #6
            Hello tomvault,

            Thank you very much for your reply.

            Is your Interactive Brokers account enabled to receive real-time data through the API?

            Comment


              #7
              Hi,
              Do we have to do that? Would you mind pointing me to the helpful userguide, if you have?

              Thank you

              Comment


                #8
                Hello tomvault,

                Interactive Brokers requires that you are enabled for real-time data as well as the API feature, based on their publicly available HelpGuide below:

                While working with Interactive Brokers’ APIs, most* securities require a Level 1, top of book, market data subscription to receive market data.


                Unfortunately, I don't know where or how this is enabled. Please contact Interactive Brokers directly about this.

                Please don't hesitate to let me know if I may be of further assistance!

                Comment


                  #9
                  Hello,

                  Thank you for your reply. My purpose is just to get data for futures and stocks on Ninjatrader. It is not necessary real-time. I just need historical data. Would you mind advising me the most reasonable way to get the data?

                  Thanks

                  Comment


                    #10
                    Hello tomvault,

                    Outside of using Interactive Brokers, you could connect to a TD Ameritrade, Kinetick, or IQFeed account, among other options. However, one or the other account would be required to access the historical data as the platform itself is not able to provide this.

                    For a full list of all supported providers, please take a look at the chart below:

                    Data by Provider

                    Please don't hesitate to let me know if you have any further questions about this!

                    Comment

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