I've been looking at charts of MES and it seems that when running live (from live data through IB API), there are several missing bars. Upon letting the chart run for some time, it looks like the data is grouped in the wrong way (last pic) compared to the IB's charts.
I've attached images below of today's MES trading session with this post.
MES is just an example. I also tried using stocks (AAPL) - they have the same missing/wrong grouping result.
I'm using the most recent version of NT7 (version no. ending with 40) - also tried re-installing NT7 by downloading fresh installer. Nothing changed.
I do not have any other live data access, so IB is the only test I can do.
Why is this happening? and is there anything else I should try?
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