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No tick by tick data in NT8 / API connection IB TWS with NT8

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    No tick by tick data in NT8 / API connection IB TWS with NT8

    Hello,

    I have a brokerage account at Interactive Brokers. Using the TWS, I managed to connect the TWS via API with NT8, which works fine so far.
    I am running a live datafeed for US Stocks in the TWS. No problem there.
    The data is running tick by tick as you can see in the attached times and sales list from the TWS.

    Problem is, that the tick by tick data are not reach NT8 via the API connection.
    Compared to the T+S in the TWS, the NT8 Times and Sales looks like aggregated or with missing data.

    Tests with different versions of TWS (like stable/latest) or the IB gateway does not make any difference.


    Is there something I can do?

    Thanks for help.

    Regards André​
    Attached Files

    #2
    Hello Mirasol,

    Thank you for writing in.

    Make sure you do not have an Aggregation value defined in NinjaTrader:
    • Right-click the T & S window > Click Properties > Set "Aggregation" to 0 > Click OK
    • Test if the behavior continues.

    If yes, please make sure you are using TWS 10.23.2a along with NinjaTrader 8.1.3.1 and test if the behavior continues.

    Within TWS, go to Help > about to check the version. If you are not on 10.23.2a, then use the link below to download and install that version.Within NinjaTrader, go to the Control Center > Help > About. If you are not on 8.1.3.1, use the steps below to update:
    • Login into your NinjaTrader Account Dashboard
    • Click "Download" in the bottom left-hand corner of the sidebar
    • Select "Download" in the "Most Recent Release" section
    • Once the installation is downloaded, ensure any previous version of NinjaTrader is closed before running the installation package.
    After completing the installation, you can log into the platform using the same username and password as your NinjaTrader Account Dashboard.
    • Note: Updating NinjaTrader Desktop will not affect any custom configurations, workspaces, or add-ons.
    • A visual walkthrough of the update process may be found here in our Help Center.

    From here, reconnect to the account within NinjaTrader and check if the values are still being aggregated.


    If the behavior continues after the steps above, Please use the following steps to send your log and trace files to the support team directly from your NinjaTrader Platform so we may investigate this behavior further:
    • Within NinjaTrader, go to the Control Center > Help > Email Support...
    • To: Set this to "Platform Technical Support"
    • Subject: Copy and paste the Forum URL
    • Attach: Attach a file, picture, or compressed file to share multiple files/pictures
    • Body: Include any other information you would like to share on the situation
    • Make sure 'Log and Trace files' is checked to include the requested files
      • Send the email

    ​Please let us know if we may provide any further assistance.

    Comment


      #3
      Hello Clayton,
      I did check everything which is recomended above.
      But I have to send my login and trace files to the support, because it doesn´t solve any of the problems.
      Regards
      André

      Comment

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