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Thanks for asking this question since it is an important one to clarify.
Historical BID/ASK tick data is available from Kinetick.
This is different than BID/ASK prices attached to historical LAST data (which is what I believe you are asking about and what GOMI does)
To further clarify -
In NinjaTrader 7, you can open a chart and select the price data to be built using either ASK/BID/LAST. If the user chose ASK or BID, the bars would be built off of this price type and if connected to Kinetick, this historical data would be returned.
I know NT7 supports historical data for ticks down to increments in seconds. It has been suggested NT8 will offer increments down to nano-seconds.
Therefore my question is, does IQfeed/Kinetick right now feeds historical tick data down to the seconds or below ?
Range bars are built from ticks. Interactive Brokers does not have historical ticks so you won't get range bars on historical charts. You cannot backfill your charts, but need to leave your PC running 24/24.
I started to reply and say 1 second, but then I was questioning and wanted to make sure it was right. So I've emailed Jay @ IQFeed to ask, and will post his response. The question/answer will be just for IQFeed, nothing to do with what the platform (NinjaTrader) is capable of.
Thanks Mike, that's because I heard from last Ray's NT7 webinar, "90% of data feeds for Ninja right now don't support increments below 1second"
So I was wondering, which ones are the remaining 10% ?
Final Q : I'm runing Ninja with a SIM licence on 2 computers. Will one suscribtion with Kinetick allow me to feed both computers at the same time ?
Cheers
Some charting programs like MultiCharts is set to a tick level granular storage, meaning it is not every second, not every millisecond, not every nanosecond, but every tick. This is great so long as the ticks coming in are in the right order, which I feel safe they are with IQFeed. But for historical data coming from IQFeed, unless they do something similar, it is only timestamped down to 1 second.
No. You will require two Kinetick subscriptions. If you have one subscription and connect with computer A, when you connect using this same subscription with computer B, you will be disconnected from computer A.