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About Ninja Trader and IB Securities


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About Ninja Trader and IB Securities

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  #1 (permalink)
LW11041104
Tokyo,Sapporo
 
 
Posts: 15 since Jan 2023
Thanks: 0 given, 1 received

The chart graphs, prices, etc. seem to be different in real time between the Ninja Trader platform and IB Securities (TWS), how can this be resolved?

I have also asked about this issue on the Ninja Trader forum, but have not yet found a solution.

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  #2 (permalink)
 Fat Tails 
Legendary Market Wizard
Berlin, Europe
 
Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker: Interactive Brokers
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You need to check the difference. You screenshot is not very helpful, because the charts only have two bars in common. The NinjaTrader daily chart has all daily bars hidden after December 3, while the TWS chart only displays daily bars after December 6. You have made an effort to make the comparison as difficult as possible.

Going back to the two common bars on your chart.

(1) Green bar: The two green bars look similar. Are they or are they not? So far the charts do not show, whether the problem only relates to the current bar or also to closed bars.

(2) The red bars are different. The current prices are the same. However, the NinjaTrader chart shows a higher opening price for the bar. In my opinion there are three possible explanations.

- NinjaTrader has received a false tick prior to the open of the exchange. The false tick is built into the daily bar and results in a false open.
- NinjaTrader uses different trading hours when compared to Interactive Brokers.
- NinjaTrader sometimes, when running for a long time without being disconnected, may build the last chart bar by including data from the prior highs and lows.
This is pretty rare, but I have seen such cases when loading data from IB. Please check whether the bar high at 474.00 is identical to the high of the daily bar around September 15.

Suggestions:

The case 3 is special, as the problem can not easily be reproduced. It can be fixed by reloading the chart. Eventually, you would need to delete the chart cache (Documents -> NinjaTrader 8 -> db -> cache).
For the other two cases, I would suggest to replace the daily bars with 1440 min bars just to compare them. Pay attention to the trading hours template selected for NinjaTrader.
Also, I would not use a numerical value for a charted instruments, but include letters. 4397 is pretty odd for an instrument name.

Does the data charted with NinjaTrader use the same source? Is NinjaTrader connected to IB for loading data or does it come from a different source? What the hell is TSEJ?

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  #3 (permalink)
LW11041104
Tokyo,Sapporo
 
 
Posts: 15 since Jan 2023
Thanks: 0 given, 1 received


Thank you for your reply.

My apologies.
I think that was the only screenshot of the 4397 product name, but I found a video and I am attaching the link.
I would appreciate it if you could check it again from around 3 minutes 40 seconds.
Thank you very much for your time.

https://www.screencast.com/t/piXxv5xNy9X


Yes, the historical bars on the NInja Trader chart seem to all match the TWS chart graph and prices.

However, if the Ninja Trader platform is launched before the market starts and the market starts with TWS connected and waiting, there is an issue like this one.
And even during real time, if you reload, it seems to match TWS.

Also, here are the bars around September 15 for the 4397 commodity name.

Sept. 14 High: 459 yen
Sept. 15 High: 475 yen
September 16 High: 459 yen


>Case 3 is a special problem that cannot be easily reproduced. It can be fixed by reloading the chart.

Is it possible to reload only once, and then over time the problem will no longer occur with 4397 or any other trade name?


>Also, I would not use a numerical value for a charted instrument, but include letters. 4397 is pretty odd for an instrument name.

For TSEJ data (Tokyo Stock Exchange), in order to get
It seems that you need to set it up as posted here in the Ninja Trader forum.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/platform-technical-support-aa/100135-ib-symbol-mapping-for-tokyo-stock-%20exchange



>Does the data charted with NinjaTrader use the same source? Is NinjaTrader connected to IB for loading data or does it come from a different source? What the hell is TSEJ?

Ninja Tarder appears to receive data from IB Securities and display it on the chart.
TSEJ is the Tokyo Stock Exchange.

https://www.jpx.co.jp/english/

Below is a link to my previous post on the Ninja Tarder forum regarding this issue.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/platform-technical-support-aa/1224962-price-data-differs-from-that-%20reflected-in-real-time

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  #4 (permalink)
 Fat Tails 
Legendary Market Wizard
Berlin, Europe
 
Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker: Interactive Brokers
Trading: Keyboard
 
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Posts: 9,884 since Mar 2010
Thanks: 4,238 given, 26,947 received


LW11041104 View Post
I think that was the only screenshot of the 4397 product name, but I found a video and I am attaching the link.
I would appreciate it if you could check it again from around 3 minutes 40 seconds.
Thank you very much for your time.

https://www.screencast.com/t/piXxv5xNy9X

I think it looks like a bug of the adapter that connects NinjaTrader to Interactive Brokers (could be on either side of the adapter, that is NT or IB).



LW11041104 View Post
For TSEJ data (Tokyo Stock Exchange), in order to get
It seems that you need to set it up as posted here in the Ninja Trader forum.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/platform-technical-support-aa/100135-ib-symbol-mapping-for-tokyo-stock-%20exchange

You may select any name for the stock that has not yet been used.

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  #5 (permalink)
LW11041104
Tokyo,Sapporo
 
 
Posts: 15 since Jan 2023
Thanks: 0 given, 1 received

Thank you for your reply.

Sorry, some of the links did not seem to be working, so I am attaching them again.


https://ninjatrader.com/support/forum/forum/ninjatrader-8/platform-technical-support-aa/1224962-price-data-differs-from-that-reflected-in-real-time



Quoting 
You may select any name for the stock that has not yet been used.

You were talking about the names of the instruments.

I had thought that you were referring to the setting of the instruments

https://ninjatrader.com/support/forum/forum/ninjatrader-8/platform-technical-support-aa/100135-ib-symbol-mapping-for-tokyo-stock-exchange

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