I'm facing a serious issue with my charts , at first I thought it's Ninjatrader fault but after quick investigation I found it's Interactive Brokers'!
Please take a look at the attached screen-shots.
1- First screen-shot is Ninjatrader 1440 minutes chart of GC 04-14 (in Red) overlaid over GC 04-14 daily charts ( in Black ), Session template ( Extended Trading Hours ). "IB data feed " Note: Opens and Closes do not match!
2- Second screen-shot is ZB 06-14 daily chart on the top and 1440 minutes on the bottom. "IB data feed " Note: obviously trade ranges dont match, strange long bar on Dec-24 !
3- Third screen-shot is Interactive Brokers TWS 30 minutes chart of GC 04-14 ( to the right) and Daily chart of
the same instrument to the left. Again I used " Extended trading hours session template" for both. Note: on 05-03-2014 daily bar closes @1340.3$ which is correct, but on
the 30 minutes chart this close ( marked by red line ) is nowhere near 1340.03$, i.e. on minutes chart (same on 1 minute chart)
the daily sessions open and close at completely different values from daily session..strange huh?!
Update 4- Fourth screen-shot is same as first , but taken one day later Note: Note:compare this with first screen-shot, miraculously yestreday's open ( 12-03-2014) shift up from ~1350$$ to ~1360$,all other bars did not chage, how that is possible?
I contacted TWS customer service but did not get any explanation!
Can anyone help me find figure this out ? how on earth minutes chart tells a different story from daily chart?
The difference is due to the fact the settlement price is different from Last traded price during the trading hours, please look to
Fat Tails reply here
- I have TWS live account
- Session Template ( ETH )
Last edited by bassam; March 24th, 2014 at 08:08 AM.
FWIW I connected and heard from a couple of folks this morning (via twitter, some DMs) today re data issues with IB along with NT as the platform. I didn't pay much attention to it, since I am with Ninja/CQG, and today - again - multiple NT restarts/connects gave me spotty/missing 1 minute charts, during the crucial EST morning timeframe, until (as they documented on their forums) switched over to a alternate historical backup data server, which mandated me to restart NT yet again. Don't mean to give too many non-IB details but since that was obviously what I was pursuing, I am just noting a few others remarked IB data issues too. Seems a little surprising their support cannot give the real goods on it. Good luck.