Receiving data from Interactive Brokers

[Chris15440]

I’ll be using NinjaTrader as my broker to trade and the NinjaTrader software, however I have an account with Interactive Brokers and would like to use their equities data. When I connect to Interactive Brokers, I receive a messsage in the log that api data needs to be subscribed to. Can anyone tell me exactly what api data from Interactive Brokers I need to subscribe?

Again, only need US equity and equity index data.

[NinjaTrader_Clayton]

Hello Chris15440,

Thank you for the message.

Please remember that NinjaTrader Brokerage only supports trading Futures Instruments.

• Data by Provider

Please reach out to Interactive Brokers support team directly and get their help subscribing to the data needed to be able to use it with 3rd party platforms like NinjaTrader.

If you want to see the Interactive Brokers account within the NinjaTrader Platform, you would have to sign up for the Multi-broker add-on:

• How Can I Subscribe to the Multiple Broker Add-On for NinjaTrader Desktop?

If you just want to see the data from Interactive brokers, then you don't need the Multi-broker add-on.

Finally, ,when using an Interactive Brokers account to connect to NinjaTrader, you must use the version of Trader Workstation or IB Gateway that is specified within the NinjaTrader — Interactive Brokers Connection Guide seen below:

• Click here to see the Interactive Brokers Connection guide
  • TWS 10.23.2a - Download
  • IB Gateway 10.23.2a - Download
    • Please refer to the Connection Guide above for the Configuration settings of each
    • If you have another version of TWS or IB Gateway on the computer, I suggest uninstalling it first to remove confusion moving forward

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

[Chris15440]

Hello Chris15440,

Thank you for the message.

Please remember that NinjaTrader Brokerage only supports trading Futures Instruments.

• Data by Provider

Please reach out to Interactive Brokers support team directly and get their help subscribing to the data needed to be able to use it with 3rd party platforms like NinjaTrader.

If you want to see the Interactive Brokers account within the NinjaTrader Platform, you would have to sign up for the Multi-broker add-on:

• How Can I Subscribe to the Multiple Broker Add-On for NinjaTrader Desktop?

If you just want to see the data from Interactive brokers, then you don't need the Multi-broker add-on.

Finally, ,when using an Interactive Brokers account to connect to NinjaTrader, you must use the version of Trader Workstation or IB Gateway that is specified within the NinjaTrader — Interactive Brokers Connection Guide seen below:

• Click here to see the Interactive Brokers Connection guide
  • TWS 10.23.2a - Download
  • IB Gateway 10.23.2a - Download
    • Please refer to the Connection Guide above for the Configuration settings of each
    • If you have another version of TWS or IB Gateway on the computer, I suggest uninstalling it first to remove confusion moving forward

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

Thanks for your reply. I‘ll be using the NinjaTrader in-house futures data, should be a little cheaper. It is possible to be connected to NinjaTrader software as my broker, to trade and receive futures data, but receive some data (equities) from Interactive Brokers, correct?

[gaz0001]

Thanks for your reply. I‘ll be using the NinjaTrader in-house futures data, should be a little cheaper. It is possible to be connected to NinjaTrader software as my broker, to trade and receive futures data, but receive some data (equities) from Interactive Brokers, correct?

I do the same as you.

Before you begin, let me take you to the end point.

You can NOT trade US Equities in Ninjatrader using the IB TWS data. The data is heavily throttled. You can try it, grab a day of data to see how it works. But you can not actually trade using it. Its impossible!

If you want to trade equities in Ninjatrader, you have to get a data feed.
Also, Ninjatrader Orderflow Market Depth does not support L2 data feeds. So getting L2 will not help you.

If you want L1 Data, you can take Kinetick.
If you want L2 Data, you can take dxFeed with L2 seperate window add on.

You can see the US Equities L2 dxFeed & Ninjatrader in Youtube.

[Chris15440]

I do the same as you.

Before you begin, let me take you to the end point.

You can NOT trade US Equities in Ninjatrader using the IB TWS data. The data is heavily throttled. You can try it, grab a day of data to see how it works. But you can not actually trade using it. Its impossible!

If you want to trade equities in Ninjatrader, you have to get a data feed.
Also, Ninjatrader Orderflow Market Depth does not support L2 data feeds. So getting L2 will not help you.

If you want L1 Data, you can take Kinetick.
If you want L2 Data, you can take dxFeed with L2 seperate window add on.

You can see the US Equities L2 dxFeed & Ninjatrader in Youtube.

Appreciate the info. I never trade equities and don’t plan on it. I only trade futures. I only wanted to see realtime US equities data to assist in my futures trading, if that makes sense. Namely, I like to look at the big Nasdaq names with multi trillion dollar market caps.

i would be using the in-house NinjaTrader futures data and supplement it with realtime Interactive Brokers equities data, pulling this into the NinjaTrader desktop software. The way I’m seeing it, it will be cheaper this way than subscribing to Kinetick for equities data.

Just verifying if this is even possible and what I need to be subscribing to with Interactive Brokers to do this. Currently it says I need some sort of extra API data subscription to pull the equities data into Ninja software.

[gaz0001]

Appreciate the info. I never trade equities and don’t plan on it. I only trade futures. I only wanted to see realtime US equities data to assist in my futures trading, if that makes sense. Namely, I like to look at the big Nasdaq names with multi trillion dollar market caps.

i would be using the in-house NinjaTrader futures data and supplement it with realtime Interactive Brokers equities data, pulling this into the NinjaTrader desktop software. The way I’m seeing it, it will be cheaper this way than subscribing to Kinetick for equities data.

Just verifying if this is even possible and what I need to be subscribing to with Interactive Brokers to do this. Currently it says I need some sort of extra API data subscription to pull the equities data into Ninja software.

Yeah for sure. NT will take some data feed from IB.
I warm you again. Its heavily throttled and i have never met anyone able to trade using the IB Data Feed to Ninja.

Start an IB account. Subscribe to IB data. Tape A, Tape B and Tape C.....i think L1 Top of Book is free of charge.

Google connect Ninja to IB for a 1 page instruction.

Follow the instructions to feed the data from IB TWS / IB TWS GW to NT8 via API.

There is no extra API. The API is the interface between TWS / TWS GW.

[Chris15440]

Yeah for sure. NT will take some data feed from IB.
I warm you again. Its heavily throttled and i have never met anyone able to trade using the IB Data Feed to Ninja.

Start an IB account. Subscribe to IB data. Tape A, Tape B and Tape C.....i think L1 Top of Book is free of charge.

Google connect Ninja to IB for a 1 page instruction.

Follow the instructions to feed the data from IB TWS / IB TWS GW to NT8 via API.

There is no extra API. The API is the interface between TWS / TWS GW.

Thanks. I’ve used IB as my broker for years and subscribed to and can see the live data within TWS software. However when I connect using the instructions used to connect IB data to Ninja, it shows in the log that I need some extra API subscription. No quote data is passed from IB to Ninja currently. I’ve tried connecting via TWS and the Gateway. Followed the instructions on the pages given.

When you say throttled, you mean the quotes from IB aren’t realtime when they show in Ninja? They’re delayed? Again, I will not be trading anything except futures and only with Ninja. I only need equity data for supplemental reasons.

[NinjaTrader_Clayton]

Hello Chris15440,

Thank you for the updates.

You just need to reach out to Interactive Brokers support team and ask them which data you need to subscribe to so that you can use their data within NinjaTrader.

Then, once it is enabled, restart NinjaTrader and reconnect to the Interactive Brokers connection and the Equities charts should be updating.

• Since you are just using the connection for data and not trading, you don't need the Multi-broker add-on. (That makes it so the Live IB Account would show in NinjaTrader. Since you aren't actually trading the Interactive Brokers account, there is no need to see it in NinjaTrader)
• If you change your mind and want to trade the Interactive Brokers account in NinjaTrader, then you would add the Multi-broker add-on to your username and then restart NinjaTrader and be ready to go.
  • How Can I Subscribe to the Multiple Broker Add-On for NinjaTrader Desktop?

If you pay for the proper real-time data from Interactive Brokers, it wouldn't be delayed within NinjaTrader.

• (NinjaTrader doesn't support delayed data from Interactive Brokers)

When it comes to the comments about throttling or anything like that, these limitations are put in place by Interactive Brokers themselves so there is nothing that the NinjaTrader team can do to change how it behaves:

• IB | Historical Data Limitations/Pacing Violation

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

[Chris15440]

Strangely, when I connect to both NT and IB I receive the subscribed data from NT but not IB. When I disconnect from NT, I receive the IB data in the NT software.

I really wish NT offered simple realtime equity data in-house for subscription. Not sure where to look now…

[NinjaTrader_Clayton]

Hello Chris15440,

Thank you for the message.

By default, NinjaTrader will use the Real-time and Historical data from the account that is connected first.

• Since Interactive Brokers can provide Futures and Equities, it "plugs" both of the market data holes if you will, and prevents the futures data from coming from NinjaTrader.

This is an easy fix. Simply use the guide below to tell NinjaTrader you want the Futures data to come from your "NinjaTrader" connection and the Equities/Stocks to come from Interactive Brokers:

• How to set Preferred Market Data Connections
  • Set the Real-time and Historical Futures to "NinjaTrader"
  • Set the Real-time and Historical Stock to "Interactive Brokers"
    • Click OK and then restart NinjaTrader. Now, the connection order won't matter.

If you want to look into getting real-time equities/stock data from somewhere else, please feel free to review the link below and then reach out to the other services for more information:

• Data by Provider

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

[Chris15440]

Hello Chris15440,

Thank you for the message.

By default, NinjaTrader will use the Real-time and Historical data from the account that is connected first.

• Since Interactive Brokers can provide Futures and Equities, it "plugs" both of the market data holes if you will, and prevents the futures data from coming from NinjaTrader.

This is an easy fix. Simply use the guide below to tell NinjaTrader you want the Futures data to come from your "NinjaTrader" connection and the Equities/Stocks to come from Interactive Brokers:

• How to set Preferred Market Data Connections
  • Set the Real-time and Historical Futures to "NinjaTrader"
  • Set the Real-time and Historical Stock to "Interactive Brokers"
    • Click OK and then restart NinjaTrader. Now, the connection order won't matter.

If you want to look into getting real-time equities/stock data from somewhere else, please feel free to review the link below and then reach out to the other services for more information:

• Data by Provider

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

Thanks so much! That fixed the issue.