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NT Continuum VS Interactive Brokers Feed

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    NT Continuum VS Interactive Brokers Feed

    On NT Continuum I load up a strategy (see below code) with the following:
    • MES 15 seconds and 90 days to load
    The strategy takes a little to load but I do get 90 days of prints

    On Interactive Brokers I load the same:
    • MES 15 seconds and 90 days to load
    The strategy takes a little to load but I get one print out (I'm guessing it's current bars only)


    Is this a limitation with IB. Unless I'm reading it wrong the following doc says it should work. https://ninjatrader.com/support/help...y_provider.htm

    Any ideas?


    protected override void OnBarUpdate()
    {
    Print (Time[0]+" VWAP: ");
    }



    #2
    Hello bc24fl,

    Thanks for your post.

    Correct, this is a limitation involving Interactive Brokers connections with NinjaTrader.

    Second bars are tick based and Interactive Brokers connections do not offer historical tick data through NinjaTrader. If you connect to both, you could set NinjaTrader Continuum to be the preferred data source for futures and all futures data will be requested through NinjaTrader Continuum as opposed to Interactive Brokers. Another option would be to consider using a dedicated Market Data Provider service, like Kinetick.

    Setting preferred connections - https://ninjatrader.com/support/help...ataConnections

    We look forward to assisting.
    JimNinjaTrader Customer Service

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