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How to use zen historical data with IB


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  #1 (permalink)
 vegasfoster 
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Hi, i believe someone posted detailed instructions a couple months ago on how to load historical data from zen into nt and then use the IB data feed for trading, but I can't remember who or find the post to save my life. Does anyone know where this is? Thank you.


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  #3 (permalink)
 
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 sam028 
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Nothing special to do:
- connect to Zen and load a chart with X months of minutes/ticks/... data, then reload the data to be sure you have of them
- disconnect from Zen
- connect to IB
Or maybe you are looking for something else ?


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 trendisyourfriend 
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vegasfoster View Post
Hi, i believe someone posted detailed instructions a couple months ago on how to load historical data from zen into nt and then use the IB data feed for trading, but I can't remember who or find the post to save my life. Does anyone know where this is? Thank you.

I am not sure but i think Fat Tail may be your guy. I know he explained how to load EOD datas from Kinetick to populate your Zen-Fire account with daily bars. In fact, it's not your Zen-Fire account but rather Ninja database as Zen does not provide such a thing as daily bars. Must be considered as a nuisance, who needs daily bars


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 Fat Tails 
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vegasfoster View Post
Hi, i believe someone posted detailed instructions a couple months ago on how to load historical data from zen into nt and then use the IB data feed for trading, but I can't remember who or find the post to save my life. Does anyone know where this is? Thank you.


NinjaTrader 7, Option 1 -> Use historical data and real-time data from Zen, trade your IB account

First-connect to Zen, second-connect to IB. You will now have historical data from ZEN and also display the fast tick data from Zen on your DOM, but you can execute through IB.


NinjaTrader 7, Option 2 -> Use historical data from Zen, real-time data from IB and trade your IB account

I would see no reason to do this, except that your charts are loaded with complex indicators and that you want to slow down the tick speed.

You will want to first-connect to Zen, then load historical data via the historical data manager. Then you can connect to IB and disconnect from Zen to make sure that your real-time data feed comes from IB.

If you are doing this, the historical Zen data will probably get polluted by IB data, so from time to time you will need to reload data from Zen. You could for example open an intraday chart with a lookback period of 10 days and reload the chart every weekend to clean up the data.

But again, why not select option 1?


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 trendisyourfriend 
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Fat Tails View Post
NinjaTrader 7, Option 1 -> Use historical data and real-time data from Zen, trade your IB account

I did not know Zen was providing historical data.


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 sam028 
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trendisyourfriend View Post
I did not know Zen was providing historical data.

They are not, the historical data are located on Ninjatrader servers.


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 trendisyourfriend 
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sam028 View Post
They are not, the historical data are located on Ninjatrader servers.


I forgot that i speak with NT7 traders while i am still using NT6.5. I can't do this with this version.


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 Fat Tails 
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sam028 View Post
They are not, the historical data are located on Ninjatrader servers.


I did not try it with Zen, but I have tested other data feeds with Interactive Brokers. For NT 7 the process is always the same:

(1) First connect to a data provider -> Whatever available will be loaded and displayed (historical data intraday, historical data EOD, real-time data)

(2) Second connect to the broker feed -> Data not available under (1) can be filled from the broker feed.


For example with DTN/IQ feed this works fine.


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 LukeGeniol 
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trendisyourfriend View Post
I forgot that i speak with NT7 traders while i am still using NT6.5. I can't do this with this version.

Why not? Ninjatrader server provides Zen historical data to NT 6.5 too.


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Last Updated on September 24, 2010


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