Price spikes with IB-connection

[marcel-nl]

With the SPY instrument there are regularly large price spikes with the Interactive Brokers (IB) connection. These spikes are not on the IB Trader Work Station (and I do not see them on NT-7). I set filter bad ticks to the Max , but did not helped.

[marcel-nl]

With the SPY instrument there are regularly large price spikes with the Interactive Brokers (IB) connection. These spikes are not on the IB Trader Work Station (and I do not see them on NT-7). I set filter bad ticks to the Max , but did not helped.

Additional info. After reloading the data the spikes disappear. Still the 'real time' spikes are heavily disturbing trading.

[NinjaTrader_PatrickG]

When you mention that you "set filter bad ticks to the max", what is the actual setting you have?

[marcel-nl]

I was not able to increase the value (1/10 %). When looking again I can increase it. What is the recommended value.

[NinjaTrader_PatrickG]

We do not have a recommended value, You will need to consider what percent change would be considered a bad tick for the market which you are trying to filter. Here is the help guide link for your reference:

http://ninjatrader.com/support/helpG...marketdata.htm

[marcel-nl]

We do not have a recommended value, You will need to consider what percent change would be considered a bad tick for the market which you are trying to filter. Here is the help guide link for your reference:

http://ninjatrader.com/support/helpG...marketdata.htm

I cannot make it smaller than 0.1 %. Despite that it is still strange that there is no problem with NT7 en TWS. And when I do a reload of the data, the spikes disappear.

[NinjaTrader_PatrickG]

The reason it disappears when you reload historical data is that all chart data up to the moment you chose to reload is now historical data instead of real-time, so I believe this to be isolated to real-time data.

How frequently is this occurring? I would like to test on my end to see if I can replicate this behavior.

What version of TWS are you using?

[marcel-nl]

The reason it disappears when you reload historical data is that all chart data up to the moment you chose to reload is now historical data instead of real-time, so I believe this to be isolated to real-time data.

How frequently is this occurring? I would like to test on my end to see if I can replicate this behavior.

What version of TWS are you using?

I am using TWS 944.3. It is difficult to say how often it happens (I am not testing NT8 daily, I am using NT7). In most recent testing sessions I noticed this behavior. Within a session it can work fine for some time and that it occurs several times in a short period.

[NinjaTrader_PatrickG]

Can you test with the recommended version of TWS/Gateway (954)?

Please follow the setup instructions in the connection guide:

http://ninjatrader.com/ConnectionGui...nnection-Guide

[marcel-nl]

Can you test with the recommended version of TWS/Gateway (954)?

Please follow the setup instructions in the connection guide:

http://ninjatrader.com/ConnectionGui...nnection-Guide

I need to have the older version of TWS for NT7. So I cannot upgrade to 954.

[NinjaTrader_PatrickG]

I have been testing throughout the day and I have replicated this behavior when viewing SPY in NinjaTrader 8 using TWS 944.3 and 954, but could not replicate in NinjaTrader 7.

I will submit this to the Development Team so they can begin working on a resolution.

Thank you for bringing this to our attention.