IB data

Discussion in 'Data Sets and Feeds' started by quin8670, Apr 13, 2009.

  1. Does IB data include stock volume bars? For example, can I see a stock with each bar of 10,000 shares?

  2. moarla


    ib charting has not.
    but many of the available other software packages using IB data can do it
    for ex. Ensign software
  3. So I would pay $50/month for ensign, get free IB data, and the ensign software can manipulate the data into volume share bars?
  4. Free through Quotetracker (IB feed).
  5. Why register QuoteTracker?
    To help support the development of QuoteTracker.
    To remove the ads from the QuoteTracker main, news and Historical Chart windows, scrolling ticker and the Level II windows. (The ad on the BigCharts will remains)
    To have up to 10 day multi-day intraday charts instead of max 2 days.

    So even if I register and pay the small fee, can I only view 10 days of historical intraday data?

    Does this mean I can build up the data as I save the charts or can I only ever view 10 days of intraday data?
  6. moarla


    ENsign has constant volume bars, yes (also range bars + + +) excellent charting software.
    shure there are other software around doing the same ....
    i am user of ensign and can tell you what i know about ensign
  7. Charting (include share bars), data collection, data replay, simulation trading are all free with Ninjatrader and there is no advertisement. You only pay if you want to trade live through NT.

    You can program all you want in C# and even collect data to MySQL if you wish. The next version, NT7, will use MS SQL to collect data.

    The only problem is what kind of volume data are you actually getting with IB?

    There are many other data feeds that NT supports.
  8. moarla


    volume data on Ib is the same like everywhere..
    you will not have true tick, but you have complete volume...
    and dont reply now IB is not sending all volume blablabla >>>

    i trade with contstant volume bars on IBs feed, and its the same volume as you get from the exchange

    (Ninja has Volume bars also, thats right)
  9. Right now I'm using sierra with opentick data. Opentick data is like $1-3, next to nothing. But they are closing down shop; I think because they are going to start coming out with products that cost a lot more and are getting rid of their more less free subscribers.
  10. What do you mean not true tick?

    I subscribed to barchart data and their volume bar data came in volume bars, but it was based on a 1 min time frame. So if there were 100,000 shares executed in 1 min, they would print ten 10,000 share bars that were exactly the same. Instead what I have know is the price that each of those 10,000 share bars covered, not just a bunch of identical bars printed over a 1 minute time frame. Is this what you are reffering to?
    #10     Apr 13, 2009