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Washington, DC/United States
Posts: 8 since Apr 2012
Thanks Given: 9
Thanks Received: 2
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Fairly easy to explain the inconsistencies in Interactive Broker data when plotting charts in NT7. NT7 does not make use of IB's reqMktData( ): in its API. Instead, it only relies on the IB snapshot data stream. This cherry-picked version of the streaming data is great for populating a price ladder like SuperDom in order to keep last trade and bid/ask pricing up to date. In fact, it's the best ever. But snapshot data does not populate charts well, is devoid
of origin time stamps, and often misses the spike highs/lows that only time&sales data stream can offer. IB's own
chart program makes use of their reqMktData( ): and the bar charts can be seen on their TWS exactly matching any other data stream that populates with time&sales, like eSignal. NT's current API for IB is already falling behind TWS upgrades in other areas, so hopefully this improvement stays front and center in the days ahead. If this is also an issue for you, a pleasant email to ninjatrader customer serv revealing your awareness of this issue might broaden the chorus of requests for an IB API upgrade.
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