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Problem with NT7 tick charts and IB
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Created: by michaelf Attachments:2

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Problem with NT7 tick charts and IB

  #1 (permalink)
Elite Member
Mérida, Mexico
 
Futures Experience: Intermediate
Platform: NinjaTrader 8
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michaelf's Avatar
 
Posts: 508 since Mar 2011
Thanks: 1,153 given, 512 received

Problem with NT7 tick charts and IB

Hi

I have now for a long time problem with NT7 tick charts with IB data. You can see in my screenshot, sec or tick, that the LAST are different then BID and ASK. Actually the LAST data jumps around or it does nothing. I looked in the Historical Data Manager and the LAST data there are wrong too, it looks like NT does not record the data properly.

I ask NinjaTrader about this but I don't get it.
Difference between tick, range versus min bars - NinjaTrader Support Forum
It looks like they don't understand it too. What I also don't understand is that it isn't with all instruments, for example EURUSD works well.

Also they wrote,

"NT does not have a clock, but uses frequently your computer date/time.
Syncing your computer clock with the built in Windows utility is a good way to get it as accurate as possible
and IB likely uses a heavier duty version of this."

I looked and I have a difference from 6 sec. between IB and my computer, but I don't know it that are problem.

Has somebody else the same problem like me and what did you do?

Thank you and regards
Michael

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Problem with NT7 tick charts and IB-gbpjpy.png   Problem with NT7 tick charts and IB-sec.png  
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  #2 (permalink)
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Tiberius's Avatar
 
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IB data

IB has filtered data and is worthless for tick charts. my computer is on 24/7 with IB and NT7 to collect data for range charts. uploaded historical data with IB is worthless for range and renko charts

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  #3 (permalink)
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michaelf's Avatar
 
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I'm are connected 24/7 to with IB and I have no problems with the data. I'm having only problem with the LAST data recorded with NT.

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  #4 (permalink)
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michaelf View Post
I'm are connected 24/7 to with IB and I have no problems with the data. I'm having only problem with the LAST data recorded with NT.

Well the data is inaccurate, because it is filtered. You may be fine with it, but just know it is only snapshot data and is not accurate.

Mike

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