GC 12-10 difference IB and NT chart

[zweistein]

Hello,

Coming into this due to a never executed order that should have been filled according to the NT7 chart.

Primary connection is IB.
On an NT7 chart, DataSeries Price based on Last.
Looking at GC 12-10 I get a minimum of 1287.9 @ 10.42 (or 16:42 CET)

The same data series looked at directly by IB (the IB connected to NT7) I get slightly different values , minimum of 1289.30 .according to times and sales

How come this difference?

regards
Andreas

NT7Beta21

[NinjaTrader_Kyle]

Hello Andreas,

Thank you for your post.

If you right click in the chart and select 'Reload Historical Data', do the two charts match?

If not, please let me know which version of TWS you are using. (Help > About)

[zweistein]

IB is build 906.9

a reload all historical data does not change the situation.

andreas

[NinjaTrader_Kyle]

Hello Andreas,

With the current version of NinjaTrader, you should be using TWS 906.8.
Please uninstall your existing version, then reinstall version 906.8 via the following link: http://www.ninjatrader-support2.com/...nstall_906.exe

[zweistein]

As per your instructions I reverted back from 906.9 to 906.8

reload all historical data.

No change, same problem as before.

Andreas

[NinjaTrader_Kyle]

zweistein,

Please open the data tab of the options menu by clicking Tools > Options, then clicking on the data tab.

What is your merge policy setting?

[zweistein]

MergeBackAdjusted

[NinjaTrader_Kyle]

Hello Andreas,

Thanks for the clarification.

Please try setting this to 'DoNotMerge', then open a new chart and let me know if the values still diverge.

[zweistein]

Before doing furhter testing for you:

Please try with the company IB account and TWS on your PC installed.
Use NT7 and open GC 12-10.

Load the 1min chart for today in NT7 and in TWS.

Please tell me whether you can see differences in the chart.

If you can see differences, then the problem is known to you and reproducable and there is no furhter action required from my side.

if not , please report back

thank you

andreas

[NinjaTrader_Kyle]

zweistein,

Yes, I see the same results as you when using the MergeBackAdjusted policy.

When using 'DoNotMerge', my results look to match.

Please put the settings in to place as requested, then update me on your results.

[zweistein]

Ok,

fine, then you know what to do.

Same here.

I see under Misc for GC 12-10 Rollover Data 30/09/2010 and GC 10-10 with offset 1,3 .

This means that for the current GC 12-10 chart NT7 is not displaying the correct Data series (12-10) , but Ninja is pulling the GC 10-10 Data and displaying an offset to compensate for the 12-10 10-10 difference.

This is fine for backtesting, but for real trading this is absolutely inaceptable.
If I open a GC 12-10 chart I MUST SEE GC 12-10 REAL-TIME DATA.

As a fix in the future (b22?) You can set in your software your roll-over date to the day before TODAY for each chart in question.

IT IS REALLY IMPORTANT TO SEE THE CORRECT REAL-TIME DATA AND NOT SOME SYNTHETIC CONSTRUCTED FROM A EARLIER CONTRACT.

regards


andreas

[NinjaTrader_Kyle]

Andreas,

Thanks for your feedback - I'll forward this on to my development team for further consideration.