NinjaTrader/IB HSI volume bar backfill doesn't work

Discussion in 'Trading Software' started by Raul641, Aug 20, 2007.

  1. Raul641


    Hi all,

    I am using the latest NinjaTrader with IB. If I pull up a N225 future on a volume bar chart, it backfills fine. However, HSI and HHI do not backfill on a volume bar chart. The chart displays only new incoming trade data that is received while the chart is open. There are no relevant messages in the log. (If I change to a standard time chart, the backfill seems to work ok.)

    Has anyone else experienced this issue? Is this something in NinjaTrader or IB?

  2. RedDuke


    i am srprised that yu getting volume bars filled at all. Volume bars require tick data and in does not support it.
  3. Its a ninja problem.

    You need to let them know which versions of TWS and the API you are using because some things have changed a little in the backfill area recently (still a ninja problem because it works fine with Sierra Chart and I've never heard of a "works on some but not others" backfill problem).

    You don't need tick data for volume charts as long as the backfill contains the volume counts (accuracy due to variations is a different question though).
  4. Are you sure its a NT prob Kiwi as I called them about it as well and they said they dont support historical tick data or vol data on the Hangseng
  5. Its possible I'm making one invalid assumption.

    Are we talking futures or cash indexes. If its the cash index IB doesn't have volume in the backfill --- and I'm not so sure about the volume that you get live.

    If its futures then everything should work properly. Volume and Tick information are included in the backfill data.
  6. RedDuke


    Hi Kiwi,

    Actually it is not. As recently as few days ago, I asked them if they support tick data on HSI, and they said no. And volume bars can not be built without tick data.

  7. maxpi


    NinjaTrader support says it is IB that does not support volume history. I was on the forum with them last week regarding YM volume bars.
  8. NinjaTrader_Dierk

    NinjaTrader_Dierk ET Sponsor

    For clarification: IB backfill data does not support true tick data (only snapshot data). That's why NinjaTrader does not support back filled tick data nor volume data (which is built of tick data) for all instruments (not only for the HSI).

    Hope this helps.
  9. maxpi


    It's not $30 any more, I tried to sign up for it and Esig got back to me with $85 price. Just follow the NinjaTrader instructions for OpenTick and you can get free YM data and otherwise it's pretty cheap. It won't backfill you very well intraday if you lose your connection however. MyTrack would be the best data to price ratio but they charge a $95 API fee per month.
    #10     Aug 21, 2007