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Hi.
How i am in prosess developing such tool using ib tcp/ip api and have a problem with implementation of historical tick data support. I have a question to expiriensed NT users, is it possible to forse NT make a request for "High Resolution Historical Data" from ib api? Accordind to ib docs, this is IBApi::EClient::reqHistoricalTicks method call.
When trying to open new chart with one-tick resolution for any period, NT send only request for real-time tick data.
Also, this code:
not implemented in ib TestCppClient, so i cant not find definition of HistoricalTickLast data structure. If anybody know where to go, help please.
This project(c++), ib proxy example, will be hosted on github.
how is the current state to develop a new connectivity provider for NT8? The workarounds with AT interface and emulating IB or IQFeed server are also a lot of work. How could Bitmex write such an Addon without the official API? Only with reverse engineering?
I wanted to go with TT Fix, because i can manage order routing too with that solution. But it seems it was dropped. @rleplae extension with using the IQFeed protocol is quite good, but i think a new "Connectivity" provider isn't much harder, if NT opens the specs for us. I need the orders from NT to, so the IQFeed proxy solutions don't fit my needs. I think i could implement the IB/CQG connections with an proxy to feed NT with data and get the orders back.
@NinjaTrader: Is there a chance that we can write a connectivity provider in an official way without the hassle?
Thanks for writing. We have no plans to provide an API to allow 3rd parties to write a brokerage interface at the present time.
Disclosure: This communication is sent to you by NinjaTrader, LLC, a software development company which owns and supports all proprietary technology relating to and including the NinjaTrader trading platform.