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Is this suspicious?! Interactive Brokers


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Is this suspicious?! Interactive Brokers

  #1 (permalink)
 bassam 
Dubai, UAE
 
Experience: Beginner
Platform: NT
Broker: None
Trading: Futures only
Posts: 11 since Nov 2013
Thanks Given: 4
Thanks Received: 13

Hi,

I'm facing a serious issue with my charts , at first I thought it's Ninjatrader fault but after quick investigation I found it's Interactive Brokers'!

Please take a look at the attached screen-shots.

1- First screen-shot is Ninjatrader 1440 minutes chart of GC 04-14 (in Red) overlaid over GC 04-14 daily charts ( in Black ), Session template ( Extended Trading Hours ). "IB data feed "
Note: Opens and Closes do not match!

2- Second screen-shot is ZB 06-14 daily chart on the top and 1440 minutes on the bottom. "IB data feed "
Note: obviously trade ranges dont match, strange long bar on Dec-24 !

3- Third screen-shot is Interactive Brokers TWS 30 minutes chart of GC 04-14 ( to the right) and Daily chart of
the same instrument to the left. Again I used " Extended trading hours session template" for both.
Note: on 05-03-2014 daily bar closes @1340.3$ which is correct, but on
the 30 minutes chart this close ( marked by red line ) is nowhere near 1340.03$, i.e. on minutes chart (same on 1 minute chart)
the daily sessions open and close at completely different values from daily session..strange huh?!

Update
4- Fourth screen-shot is same as first , but taken one day later
Note: Note:compare this with first screen-shot, miraculously yestreday's open ( 12-03-2014) shift up from ~1350$$ to ~1360$,all other bars did not chage, how that is possible?

I contacted TWS customer service but did not get any explanation!

Can anyone help me find figure this out ? how on earth minutes chart tells a different story from daily chart?
[U][COLOR="Red"]here
Edit:
The difference is due to the fact the settlement price is different from Last traded price during the trading hours, please look to
Fat Tails reply
[/U]
[/COLOR]



P.S.
- I have TWS live account
- Session Template ( ETH )

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  #3 (permalink)
 
Beljevina's Avatar
 Beljevina 
Toronto, Canada
 
Experience: Advanced
Platform: NinjaTrader, SierraCharts
Broker: Amp/CQG, IB
Trading: CL, GC, 6E, ES, RTY, EURUSD, GBPJPY, AUDUSD
Posts: 352 since Sep 2010


FWIW I connected and heard from a couple of folks this morning (via twitter, some DMs) today re data issues with IB along with NT as the platform. I didn't pay much attention to it, since I am with Ninja/CQG, and today - again - multiple NT restarts/connects gave me spotty/missing 1 minute charts, during the crucial EST morning timeframe, until (as they documented on their forums) switched over to a alternate historical backup data server, which mandated me to restart NT yet again. Don't mean to give too many non-IB details but since that was obviously what I was pursuing, I am just noting a few others remarked IB data issues too. Seems a little surprising their support cannot give the real goods on it. Good luck.

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  #4 (permalink)
 bassam 
Dubai, UAE
 
Experience: Beginner
Platform: NT
Broker: None
Trading: Futures only
Posts: 11 since Nov 2013
Thanks Given: 4
Thanks Received: 13


Beljevina View Post
FWIW I connected and heard from a couple of folks this morning (via twitter, some DMs) today re data issues with IB along with NT as the platform. I didn't pay much attention to it, since I am with Ninja/CQG, and today - again - multiple NT restarts/connects gave me spotty/missing 1 minute charts, during the crucial EST morning timeframe, until (as they documented on their forums) switched over to a alternate historical backup data server, which mandated me to restart NT yet again. Don't mean to give too many non-IB details but since that was obviously what I was pursuing, I am just noting a few others remarked IB data issues too. Seems a little surprising their support cannot give the real goods on it. Good luck.

Thanks for the info Beljevina

But I first stumpled upon this issue about 2 months ago, but did not investigate it at that time,I hope those who
have IB can recheck and confirm the same.

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Last Updated on March 12, 2014


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