backfilling NinjaTrader with IB

Discussion in 'Trading Software' started by ITR2744, Jul 10, 2008.

  1. ITR2744


    I trade the NQ using QuoteTracker and IB datafeed. Recently I tried NinjaTrader and wanted to get a nice chart with 1000 Volume bars. I wasn't able to backfill this chart (tried to get 100 bars). With QT it works perfectly... any suggestions? Thanx...
  2. ITR2744


  3. jordanf


    Ninja does not backfill tick or volume charts from IB. It does backfill seconds/minutes/daily charts from IB.

    IB doesn't provide historical tick data - it only provides 1 second bars. Some software (not NT) will use these 1 second bars and massage ticks from them. Of course some accuracy is lost when you do this - you may or may not even notice the difference, however, depending on your tick or volume interval.
  4. IB uses "snapshot" data (not true unfiltered tick data) and I would not even use it to power a childs trading game toy.....LOL! :p :D
  5. ITR2744


    thanx for your responses. I know, that IB uses snapshot data but I wasn't aware that this fact would be an issue with backfilling VOLUME bars... I thought that would be solely a problem with TICK bars.

    So then am I correct that QuoteTracker uses these snapshot datas from IB and does construct "fake" Volume bars?
  6. NinjaTrader_Ray

    NinjaTrader_Ray ET Sponsor

    Constant volume bars requires historical tick data to build. IB does not provide historical tick data thus its not supported by NT.