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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!
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.
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.