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01-15-2008, 05:03 PM
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#1 |
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Certified NinjaScript Consultant
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IB and Backfill
Hello,
The data feed from Interactive Brokers is in a different format for some symbols than any of the data vendors I have tried. I am looking to use IB for the RT feed and eSignal or IQFeed for the backfill. On some symbols, for example 6J, the feed from IB comes in as 0.009428 where the feed from IQ Feed and others comes in at 0.9428. This is also an issue with Sugar (IB 0.1148, IQ Feed 11.48) and a couple of others. This of course makes charts unreadable and indicator calculations crazy. I tried a demo of Mirus today and their feed looks to be the same as IB at least with respect to 6J. Is there a way to effectively use IB as a RT feed and a data vendor as a backfill for these symbols? Thanks, Guy |
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01-15-2008, 08:33 PM
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#2 |
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Administrator
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We will check into this.
Ray
NinjaTrader Customer Service |
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01-15-2008, 09:17 PM
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#3 |
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Senior Member
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Bean Oil too
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01-15-2008, 10:40 PM
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#4 |
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Administrator
Join Date: Mar 2005
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NT provides the data received from DTN/eSignal etc. "as is", meaning as you experience discrepancies (e.g. in decimal place) they are triggered by the provider. Please contact your data provider for details.
Dierk
NinjaTrader Customer Service |
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01-16-2008, 06:06 AM
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#5 | |
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Certified NinjaScript Consultant
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Hello,
Thank you for responding. I have contacted the data provider and was told that the data is provided in the native format, and it was suggested that I contact the software vendor. Should I assume there is nothing planned that will accommodate what appears to be two different "standards" of data, one from the broker feeds (I have looked at IB and Mirus), and the other from data vendors (I have looked at eSignal, IQFeed, and TradeStation) with these contracts? Thank you, Guy Quote:
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01-16-2008, 06:40 AM
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#6 |
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Administrator
Join Date: Nov 2004
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If you read the specs on the contract details (at the CME site for example), what is interesting is that the price format specified is exactly what IB and Zen-Fire display. We will add to our list some method to deal add a user defined multiplier to deal with the data if its in an incorrect format. No ETA on this.
Ray
NinjaTrader Customer Service |
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01-16-2008, 06:52 AM
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#7 |
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Certified NinjaScript Consultant
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Location: Connecticut, USA
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Thank you, looking forward to it.
Guy |
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