ICE/Nybot prices through NinjaTrader/TWS

February 11th, 2016, 04:56 AM

Hi,

It's actually regarding a problem described here:

<I can't post url's it appears>/commodities-futures-trading/8735-ice-nybot-prices-help-2.html

I'm working now with NT8 and latest TWS and this problem still happens.
I'm getting fills for 1.16 (for example) when the feed shows 116, it seems that InteractiveBrokers are sending the fills for ICE/NYBOT futures smaller by a factor of 100.

has anyone solved that issue?

Thanks,
Lior.

February 11th, 2016, 05:59 AM

see

ICE/NYBOT Prices help...

Fat Tails showed 2 solutions:

a) Get a real data feed.
b) Write code that compensates for the factor differences.

Fat Tails used a combination of both at the time.

ICE/Nybot prices through NinjaTrader/TWS

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ICE/Nybot prices through NinjaTrader/TWS