Ninjatrader IB and iqfeed

Discussion in Brokers

Updated August 21, 2015

Top Posters

grindsgears with 4 posts (2 thanks)
ElChacal with 4 posts (3 thanks)
Big Mike with 3 posts (3 thanks)
Robert Carrillo with 1 posts (0 thanks)

8,566 views
8 thanks given
4 followers

Page 2 of 2

2

Search this Thread

Ninjatrader IB and iqfeed

August 14th, 2015, 02:31 PM	#11 (permalink)
ElChacal Houston, TX Elite Member Experience: Intermediate Platform: NinjaTrader TWS Barchart Broker: IB / IB Trading: SPY, QQQ Posts: 419 since Nov 2014 Thanks Given: 474 Thanks Received: 278	@IQFeed James Thanks, yes I will contact them to see what's going on. @Big Mike I was on default which is ETH and backtesting last night. The backtest went haywire on specific dates. I will let you know once I solve it.

Can you help answer these questions
from other members on NexusFi?

requesting .nrd replay files from 2026 spy and qqq

The Elite Circle

Datafeed for Atas

Platforms and Indicators

No book, only a stair: journaling fills where price move …

Cryptocurrency

My Rant with AMP Futures

Trading Reviews and Vendors

Trump Media to sell instant access to market-moving soci …

Traders Hideout

Best Threads (Most Thanked)
in the last 7 days on NexusFi

6 thanks

NexusFi site changelog and issues/problem reporting

5 thanks

BERN ALGOS algo trading journal

3 thanks

TopStep Trader disappointment

2 thanks

Johnnys Journal

2 thanks

August 18th, 2015, 04:38 PM	#12 (permalink)
ElChacal Houston, TX Elite Member Experience: Intermediate Platform: NinjaTrader TWS Barchart Broker: IB / IB Trading: SPY, QQQ Posts: 419 since Nov 2014 Thanks Given: 474 Thanks Received: 278	@IQFeed James Well... there is apparently a trading halt that I was not aware of that affects backtesting results on those dates. Price gaps on IQFeed data - NinjaTrader Support Forum

Thanked by:

August 20th, 2015, 02:01 PM

#13 (permalink)

Big Mike

Manta, Ecuador

Site Administrator
Developer
Swing Trader
R.I.P. 1977-2026

Experience: Advanced

Platform: Custom solution

Broker: IBKR

Trading: Stocks & Futures

Frequency: Every few days

Duration: Weeks

Posts: 50,669 since Jun 2009

Thanks Given: 33,669

Thanks Received: 102,590

ElChacal

@IQFeed James

Well... there is apparently a trading halt that I was not aware of that affects backtesting results on those dates.

Price gaps on IQFeed data - NinjaTrader Support Forum

I'm not sure I follow. The market was closed if I understand correctly, what is the issue? If you are seeing 'gaps' on your chart maybe you have a 24/7 template that is showing weekends or something, and need to adjust it to the correct sessions.

Mike

We're here to help: just ask the community or contact our Help Desk

Quick Links: Change your Username or Register as a Vendor
Searching for trading reviews? Review this list
Lifetime Elite Membership: Sign-up for only $149 USD
Exclusive money saving offers from our Site Sponsors: Browse Offers
Report problems with the site: Using the NexusFi changelog thread

Reply With Quote

Thanked by:

August 21st, 2015, 09:00 AM	#14 (permalink)
ElChacal Houston, TX Elite Member Experience: Intermediate Platform: NinjaTrader TWS Barchart Broker: IB / IB Trading: SPY, QQQ Posts: 419 since Nov 2014 Thanks Given: 474 Thanks Received: 278	@IQFeed James @Big Mike I just found the issue. The data is perfect, working like a charm. I was mixing apples and pears in my strategy (different instruments that trade different hours) and that was skewing my results. Thanks.

Thanked by:

Big Mike, IQFeed James

Page 2 of 2

2

Last Updated on August 21, 2015

NexusFi

About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Downloads - Top

no new posts