IB/NinjaTrader Time and Sales - futures io
futures io futures trading



IB/NinjaTrader Time and Sales


Discussion in NinjaTrader

Updated
    1. trending_up 2,746 views
    2. thumb_up 1 thanks given
    3. group 2 followers
    1. forum 4 posts
    2. attach_file 0 attachments




Welcome to futures io: the largest futures trading community on the planet, with well over 125,000 members
  • Genuine reviews from real traders, not fake reviews from stealth vendors
  • Quality education from leading professional traders
  • We are a friendly, helpful, and positive community
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts
  • We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

(If you already have an account, login at the top of the page)

 
Search this Thread
 

IB/NinjaTrader Time and Sales

(login for full post details)
  #1 (permalink)
Houston TX USA
 
 
Posts: 11 since Nov 2011
Thanks: 7 given, 0 received

I'm using NinjaTrader 7 linked to IB's data feed through the Trader Workstation API.

Why is Time & Sales on IB's TWS so different than on Nijatrader 7 Time and Sales? For example on SPY the bid, bid size, ask, ask size are the same on both, but the time stamp and sale prints are different. Shouldn't NT7's Time and Sales be based on the Last, Last Size you are seeing on the TWS Time and Sales?

Reply With Quote

Journal Challenge February 2021 results:
Competing for $1500 in prizes from Topstep
looks_oneSBtrader82 's Trading Journalby SBtrader82
(173 thanks from 31 posts)
looks_twoJust BEING a Trader: Letting Go!!by iqgod
(120 thanks from 33 posts)
looks_3Wisdom is Emptinessby Mtype
(68 thanks from 25 posts)
looks_4Deetee’s DAX Trading Journal (time based)by Deetee
(35 thanks from 17 posts)
looks_5Journal for peanuts1956by peanuts1956
(23 thanks from 13 posts)
 
 
(login for full post details)
  #2 (permalink)
Market Wizard
Berlin, Europe
 
Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker: Interactive Brokers
Trading: Keyboard
 
Fat Tails's Avatar
 
Posts: 9,855 since Mar 2010
Thanks: 4,238 given, 26,728 received

Thedata feed from Interactive Brokers does not include time stamps. Therefore NinjaTrader will use your system time to add time stamps. Quality data feeds include time stamps and NinjaTrader does not need to add them.

This should at least explain, why you would see different times. There may also be a communication problem between the (badly documented) API of Interactive Brokers and the NinjaTrader adapter. It is impossible to rely on the sales prints or even the real-time volume shown on the chart.

Reply With Quote
The following user says Thank You to Fat Tails for this post:
 
(login for full post details)
  #3 (permalink)
Houston TX USA
 
 
Posts: 11 since Nov 2011
Thanks: 7 given, 0 received


Thanks, this explains a lot of the strange prints I've been getting in Time & Sales and on the charts. IB data feed is fast and cheap but on the flip side is it aggregates the data and, as I just found out, doesn't provide time stamps, great.

And, just for the record, my biggest peeve with NinjaTrader is that its IB adapter isn't kept up to date.

Reply With Quote
 
(login for full post details)
  #4 (permalink)
Houston TX USA
 
 
Posts: 11 since Nov 2011
Thanks: 7 given, 0 received

@Fat Tails
Once in a while on T & S, I notice a large prints first on the bid and then on the ask same size, same timestamp, and right next to each other. Is it a double print, and why is it happening, do ya know?

Reply With Quote
 
(login for full post details)
  #5 (permalink)
Market Wizard
Berlin, Europe
 
Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker: Interactive Brokers
Trading: Keyboard
 
Fat Tails's Avatar
 
Posts: 9,855 since Mar 2010
Thanks: 4,238 given, 26,728 received


MaxLo View Post
@ Fat Tails
Once in a while on T & S, I notice a large prints first on the bid and then on the ask same size, same timestamp, and right next to each other. Is it a double print, and why is it happening, do ya know?

No I do not know it.

Reply With Quote


futures io Trading Community Platforms and Indicators NinjaTrader > IB/NinjaTrader Time and Sales


Last Updated on December 21, 2011


Upcoming Webinars and Events
 

NinjaTrader Indicator Challenge!

Ongoing
 

Battlestations! Show us your trading desk - $1,500 in prizes!

March
 

Call Option Buying: The New Pain Trade? w/Carley Garner

Elite only
 

Importance of Finding Your Own Way w/Adam Grimes

Elite only
 

New Challenge (TBD)

April
     



Copyright © 2021 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts