Why NT daily bar data is not exactly as IB TWS ?

[pstrusi]

Hi NT,

I've seen that daily bars data OHLC sometimes don't match between IB and NT updated through ( Get data from server and Save data chart as historical ). For example Yesterday's ES close was 2982 in IB but in NT was 2982.25. The important is not that minimum difference but allegedly my NT platform gets price info from IB, then why the difference ? and how to prevent this ?

Thanks

[NinjaTrader_Marco]

Hello pstrusi,

Thanks for posting to the forums.

The time stamp in NinjaTrader is for the end of a bar. A bar on a one minute chart with a time stamp of 2:16 contains the data from 2:15-2:16.

The time in NinjaTrader is based on your PC clock while the time in TWS is based on the time in TWS.

As a first troubleshooter, you will want to sync your PC clock to the time in TWS.

You'll also want to ensure you are using the correct version of TWS as per the Connection Guide:

https://ninjatrader.com/Help-Connection-Guides

Please let me know if I may be of further assistance.

[pstrusi]

Hi Marco,

Clock are exactly the same, still I wonder why the difference if NT feeds of IB ? logically it shouldn't

[NinjaTrader_Marco]

Hello,

Thanks for your reply.

What version of NinjaTrader are you using?

What version of TWS are you using?

What instrument and contract expiration are you viewing in both platforms?

I look forward to your reply.

[pstrusi]

NT --> 7.0.1000.40
IB --> 962.G
Furures: ES, NQ, RTY all for Sep 2019

[NinjaTrader_ChristopherJ]

To clarify are you using TWS version 960.2g or 962.G? Also if you right click in the chart and select "Reload All Historical Data" do these values then match what is seen within TWS?

[pstrusi]

Hi Christopher,

Yep, my mistake....TWS is 960.2g.

I will follow your suggestion on the weekend, now I got some Strats working on, unnecessary risk.
Thanks!

[pstrusi]

Christopher, here you have in the attached files this issue where there are different Bars open for the EURUSD between InteractiveBrokers and NT. Even more, in the 5 mins chart of NT, the opening is almost the same, that's correct. What I don't understand is that I've recently downloaded the data directly from IB, yet I continue to see differences. I've checked Session manager searching for the cause but it's ok. So, it seems to me that when I performance a download, picking Daily and minutes data, the daily data is not built from minutes but downloaded directly somehow, and in this case the data is wrong. So, since my intention is solving this as soon as possible, I wonder: if I rebuilt the database, only asking for minutes data, the daily data should be built from minutes data, and perhaps achieving congruent data. What do you think?


Looking forward

[NinjaTrader_Dennis]

Hello,

Thank you for your reply.

Daily data and minute data using different trading hours. Do you see the same if you build a 1440 Minute chart?

I look forward to your reply.

[pstrusi]

Thanks Dennis.

The charts above use the same session, it shouldn't be different so badly.

When I use 1440 mins chart, the open is correct. So, obviously, the daily data is wrong. So, what I'm gonna do over the weekend is deleting the daily data, download the minutes data let the database to rebuild the daily data from minutes. What do you think?


Thanks

[NinjaTrader_Dennis]

Hello,

Thank you for your reply.

The data is not wrong it just using different trading hours for Daily data and daily charts do no use Session Templates.

If you would like to download the data use minute data this will resolve your item.

Please let me know if I may be of any further assistance.

[pstrusi]

Hi Dennis,

Besides rebuilding daily data with minutes data download, is there any other solution to prevent that "different trading hours" between daily data and daily chart. I've always thought that a daily chart is built on daily data. Can you elaborate this explanation further?

[NinjaTrader_Dennis]

Hello,

Thank you for your reply.

In NinjaTrader 7 RTH is used for Daily data and ETH is used for minute data. Using a 1440 minute chart will give you ETH.

Please let me know if I may be of any further assistance.