View Full Version : IB data refresh concerns
rokafella
08-15-2007, 08:30 AM
It seems to me that when you refresh data from IB, during the period of "refresh", NT only refreshes up to the point when you initiated the refresh therefore leaving gaps during the refresh period. Is this correct? Now regardless of when I refresh (reload), I always have gaps. Please tell me there is a better way to do this cuz these gaps are very annoying to say the least.
Txs
Rok
NinjaTrader_Ray
08-15-2007, 08:33 AM
Are you referring to tick based charts? If not, what chart type?
rokafella
08-15-2007, 08:41 AM
Can you update tick based charts with IB? That option is never highlighted. I'm refreshing 1min charts.
NinjaTrader_Ray
08-15-2007, 08:45 AM
Historical tick data from IB is not supported since they do not support true tick data.
For clarification, when you say refresh, do you mean Tools > Historical Data > Reload?
If yes, try and reload data ensuring that the gap is in between the from/to date range. Once loaded, open a new chart and see if the gap is filled.
NinjaTrader_Ryan
08-15-2007, 08:49 AM
Hello:
If there are gaps in your minute charts with IB, try closing the chart and open a new chart while connected. Do you still receive gaps in the data?
Please note historical tick data is not supported by IB.
For a list of broker/datafeed providers that support historical tick data, click on the link below:
http://www.ninjatrader-support.com/HelpGuideV6/HistoricalData.html
Regards,
rokafella
08-15-2007, 08:56 AM
That's why I thought about tick data from IB but since you asked, thought maybe there was a way.
As far as your suggesstion, that's exactly what I have been doing. Is there any other way to do it? The gap created is during the reload period.
It seems to me that when it reloads data, it stops updating the data in realtime. Is this correct? Anyway, how do I get rid of the gaps, if I reload then it creates another gap. I guess I could wait till after hours and reload and then make sure I start NT before the market opens but is this feasible? Any suggestions?
NinjaTrader_Ray
08-15-2007, 09:34 AM
Are you then referring to a gap of 1 minute? Meaning, there may be 1 - one minute bar missing? If yes, this could be possible since at the time of the request a new bar could have come in and IB has not yet cached it and thus not sent it to us. We then replace the new data with the old data and thus its possible to miss a bar. I can see how this can happen more frequently with IB since their historical data download can take some time.