Interactive Brokers or TDAmeritrade Market Data

[BoganNQ]

Hi,

For other brokers other than Tradovate, would there be a differece in data feed? Also, would I be able to download the historical data in NT8 and do a market replay?

[NinjaTrader_Jason]

Hello BoganNQ,

It is not supported to connect to Interactive Brokers or TD Ameritrade in NinjaTrader Web. This is possible in NinjaTrader Desktop. You can find connection guides at the link below.
https://support.ninjatrader.com/s/ar...language=en_US

The matrix in the attached screenshot shows the differences between data by provider.

Yes, you can download Market Replay data in NinjaTrader Desktop at Control Center-->Tools-->Historical Data-->Get Market Replay data. Please note that there is Market Replay data available to download for the last 90 days.

You can use historical tick data with the Playback connection as well. If 'Historical' is enabled in the Playback control window, it will use historical tick data present in NinjaTrader to replay the market. If 'Market Replay' is enabled, it will use Market Replay data. More information on the Playback connection can be found in the Desktop help guide.

https://support.ninjatrader.com/s/?language=en_US&_gl=1*11fzs3p*_gcl_au*MTA1Nzk5NzM1MS4xNjk2MTQ1OTAw

Click 'Desktop Help Guides' and then click 'Operations' on the left on the new webpage. Subsequently click 'Playback Connection'.

[BoganNQ]

NinjaTrader_Jason I'm sorry I was not clear.. yes I am using the desktop lifetime license version. However, I need the tick replay data, for market replays. on the chart you attached it says, neither TDAmeritrade nor IB provide historical tick data.. or is this different to market replay?

[NinjaTrader_Jason]

The Playback connection can use either Market Replay data or historical tick data.

Market Replay data can be downloaded at Control Center-->Tools-->Historical Data-->Get Market Replay data.

You can download historical tick data when connected to a data provider that provides historical tick data. You can download historical tick data by creating a Tick chart or at Control Center-->Tools-->Historical Data-->Download. Unfortunately historical tick data is not supported with Interactive Brokers and TD Ameritrade.

[BoganNQ]

NinjaTrader_Jason Which brokers have the capability for market replay please so I can practice paper trading and optimise my strategy.. would it be possible to have a rithmic/ iqfeed whichever provides market replay connection data feed to IB?

[NinjaTrader_Jason]

You can only download Market Replay data at Control Center-->Tools-->Historical Data-->Get Market Replay data. There are no data feed providers that provide Market Replay data for the NinjaTrader Desktop platform.

You could record Market Replay data by enabling 'Enable market recording for playback' at Control Center-->Tools-->Options-->Market data. If enabled, all realtime data received in NinjaTrader Desktop will be recorded as Market Replay data.

If the data feed provider supports historical tick data, you can load historical tick data in NinjaTrader and then use it with the Playback connection by enabling 'Historical' (instead of 'Market Replay') within the Playback control window.

[BoganNQ]

NinjaTrader_Jason thanks for the feedback.. to summarize if I have TWS API of interactive brokers real time data feed (market data), I can record that on NT8 so I can use it for market replay, right? Thanks for being patient.

[NinjaTrader_Jason]

Yes, you are correct in understanding.

You can find the Interactive Brokers connection guide at the link below.

https://support.ninjatrader.com/s/article/Connecting-to-Your-Interactive-Brokers-Account?language=en_US

[BoganNQ]

NinjaTrader_Jason Thanks very much. Sorry for the noob question.. What is the difference between market replay and tick replay, I can see Interactive broker does not support tick replay.

[NinjaTrader_Jason]

No worries. The screenshot of post number 4 shows the difference between Market Replay data and historical tick data when using the Playback connection.

Historical tick data is not supported with Interactive Brokers, so you can't load historical tick data into NinjaTrader Desktop when connected to Interactive Brokers.

Realtime data is supported with Interactive Brokers. If you enable 'Enable market recording for playback', it will record all realtime data you receive for use with the Playback connection.

[BoganNQ]

NinjaTrader_Jason Yeah, my wife's account got liquidated for some unkown reason and was advised to open another account for brokerage either at TDAmeritrade or IB. However, from the way it sounds it's getting harder and harder with also IB not having bid and ask data too. are there any other brokers who provide bid and ask data?

[NinjaTrader_Jason]

The screenshot in post number 2 shows connectivity providers and what data they support.

[BoganNQ]

NinjaTrader_Jason I' m a noob man when it comes to this, so from what I understand, you can select a coonectivity provider and still go with either IB or TDAmeritrade?

[NinjaTrader_Jason]

Yes, you could connect to a data feed first and Interactive Brokers second in the NinjaTrader Desktop platform.

However if you only need historical tick data to replay with the Playback connection, I don't see the need to open a trading account with another broker. We support the data feed providers below. They only provide data - you don't have to open a trading account with them.

Kinetick

https://kinetick.com/

BarChart

https://www.barchart.com/

eSignal

https://www.esignal.com/index

IQFeed

https://www.iqfeed.net/

Once you have a subscription with one of these data feed providers, please create the connection in NinjaTrader Desktop and download the historical tick data you need for the Playback. Connection guides can be found at the link below.

https://support.ninjatrader.com/s/article/NinjaTrader-Connection-Guides?language=en_US

[BoganNQ]

NinjaTrader_Jason I really appreciate your time answering all my queries.. Unlike my other half, I'm a noob in this.. The reason I'm inquiring about all this stuff is she received a message last night (Australian time) , that her trading account is being liquidated.. please see below.. Man, I wanted help but I know little of trading. The reason was not disclosed too. Having said that, from what I picked up. Kinnetick can be set up as the preferred connection in real-time and enter into trades in IB with NT connected to TWS?

"I am a Senior Compliance Analyst with NinjaTrader and Tradovate. During a recent review of your account, the decision was made to close the account and return your funds. The account has been placed on liquidation-only mode and will be closed out once the balance is zero. Please withdraw your funds via the customer portal as soon as you can, so they can be returned to you without delay. We understand this is likely disappointing, but we’re not able to provide additional information regarding the decision. Thank you, we wish you well in your future endeavors."