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#1 |
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Junior Member
Join Date: Jul 2012
Posts: 6
Thanks: 3
Thanked 0 times in 0 posts
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I want to confirm how NT aggregates data from the broker.
I use Interactive brokers (IB). I want confirm that when I build a 5 min chart and 15 min chart, does NT send separate requested for 5 min and 15 min data bars to IB or does it aggregate the internally stored 5 min data and build the 15 min chart ? Can someone please clarify on the inner working of the data storage ? If NT does data aggregation from the 5 min data to build the 15 chart, how can I prevent it from happening and force it to get the 15 min data bars from IB ? |
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#2 |
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NinjaTrader Customer Service
Join Date: Apr 2010
Location: Denver, CO, USA
Posts: 4,770
Thanks: 158
Thanked 562 times in 553 posts
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Hello,
We will request 1 minute series and regenerate this data to build a 5 or 15 minute series. All minute series are based off of the underlying 1 minute series. It is not possible to request the 5 or 15 minute data from IB. The 1 minute series will always be used.
Matthew
NinjaTrader Customer Service |
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The following user says thank you to NinjaTrader_Matthew for this post: |
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#3 |
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Junior Member
Join Date: Jul 2012
Posts: 6
Thanks: 3
Thanked 0 times in 0 posts
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Thanks Matthew!
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