Time and sales - IB data

[mikespu]

Noticing time and sales windows are reporting duplicate trades at the same price & quantity of the previous legitimate trade any time the bid or ask size changes, for example:

2:00:10AM 51.25 5 (this time bid size changed)
2:00:05AM 51.25 5 (not a trade, just reported since ask size changed)
2:00:00AM 51.25 5 (actual trade of 5 lots at 51.25)

I recently updated to Ninja 6.5.1000.9 and TWS 893.4, I don't recall having this problem prior to these updates.

[NinjaTrader_Jason]

Can you please tell me what instrument you had selected in the T&S window. Does the behavior occur with other instruments as well.

Are you able to reproduce this behavior?

Could it be the T&S window reported 3 trades, all three with a quantity of 5?

http://www.ninjatrader-support.com/HelpGuideV6/Overview19.html

[mikespu]

These in particular were Globex crude oil (CLK09), I'm 100% certain only the first trade was unique, the other two were generated from either a change in the bid or ask (volume did not change).

I've been able to reproduce this multiple times, including right now. It's best visible on a lesser traded contract like CLZ09, wait about 10 seconds for the first legitimate trade to hit, then any subsequent bid/ask change will generate bogus duplicate trades without any increase in volume.

Again this is TWS 893.4 and Ninja 6.5.1000.9

Can you please tell me what instrument you had selected in the T&S window. Does the behavior occur with other instruments as well.

Are you able to reproduce this behavior?

Could it be the T&S window reported 3 trades, all three with a quantity of 5?
http://www.ninjatrader-support.com/H...verview19.html

[mikespu]

Did some further testing, I don't appear to have this problem on my laptop with TWS 892.7 and Ninja 6.5.1000.8

[NinjaTrader_Jason]

I suggest to use TWS 892 as per the IB connection guide at the link below.

http://www.ninjatrader.com/webnew/support_interactivebrokers.htm

Currently, TWS version 892 is the supported version with our software.