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Missing Tick

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    Missing Tick

    Hello,

    I was trading FGBL 12-10 today with charttrader (connected to my IB account), and one of my stops has got filled (around 18:11).
    I didn't know why, because on the chart, there was no sign of the price being at that level (130,47).
    After I've looked in the Time and Sales in the TWS, there were two lines indicating trade on that price.

    Somehow these two ticks were not registered by NT, and didn't appear on the chart.
    Also, when opening a new chart (based on 1 Tick), the ticks were still missing.
    To top it all, the two ticks are present on a chart opened from TWS directly.

    Please look into this, and the possible faults in the IB adapter. Do you need trace/log files (even from IB) ?
    I'm using NTb22.

    I've attached picture of the Tick chart, and the Time and sales:
    XM Group集团直达网址༺https://affs.click/8rkvg༻,总部在塞浦路斯,有来自全球199个国家的150万余名客户,雇佣了300多名金融领域的专业人士,受英国FSA,澳大利亚ASIC,伯利兹IFSC和塞浦路斯CySEC多方权威监管机构严格监管。XM中文官网备受信赖的经纪商,交易指数、原油和黄金的差价合约。透明实时定价、小点差和高杠杆1000倍,在XM外汇官网安心交易。开立账户即可尊享赠金、专属活动、交易比赛、跟单社区、在线教育课程等多重福利,欢迎在XM交易平台官网开户,注册,登录。


    And a picture of the IB chart:
    XM Group集团直达网址༺https://affs.click/8rkvg༻,总部在塞浦路斯,有来自全球199个国家的150万余名客户,雇佣了300多名金融领域的专业人士,受英国FSA,澳大利亚ASIC,伯利兹IFSC和塞浦路斯CySEC多方权威监管机构严格监管。XM中文官网备受信赖的经纪商,交易指数、原油和黄金的差价合约。透明实时定价、小点差和高杠杆1000倍,在XM外汇官网安心交易。开立账户即可尊享赠金、专属活动、交易比赛、跟单社区、在线教育课程等多重福利,欢迎在XM交易平台官网开户,注册,登录。



    Thanks!

    #2
    Hello vides2012,

    Thank you for your post.

    IB's data feed is not true tick data. IB consolidates its data every few milliseconds and then sends it out to users therefore some data may be filtered out when displayed within NinjaTrader.

    To resolve the issue of missing data I recommend using a data provider that does not filter data like Kinetick: (Our Preferred Data Feed Service Built Specifically for NinjaTrader 7) which provides historical Tick, Minute and Daily data for Equities, Futures and Forex.

    Kinetick Website

    Please let me know if I may be of further assistance.
    Christopher J.NinjaTrader Customer Service

    Comment


      #3
      Hello, and thanks for the reply. But how is it possible that on the IB chart these ticks appear?

      Comment


        #4
        NinjaTrader will display whatever data that is provided thru Interactive Broker's API and will not be altered in any way which may be different then what they offer within their platform directly.
        Christopher J.NinjaTrader Customer Service

        Comment

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