Major Problem with IB

[Maxlobster]

There is a problem with displaying the live data feed from Interactive Brokers on Ninja Trader 6.5. I've noticed data errors with the Volume Indicator (volume spikes) on most of the stock charts and occasionally price errors. When you disconnect from IB feed and then reconnect and hit "Abort" on the "Loading Data..." window, the chart will correct itself. I've attached two different charts showing before and after. What is going on?

[NinjaTrader_Jason]

Hello Maxlobster,

Unfortunately this is a known issue with IB. Please see the forum thread below for more information.

http://www.ninjatrader-support2.com/vb/showthread.php?t=14103&highlight=IB+volume+data

[Harry]

Removing spikes with NT 7

I understand that NT 7 will allow for editing the data base and removing the spikes?

[NinjaTrader_Jason]

Correct, please see the link below at 'New Historical Data Manager'.

http://www.ninjatrader.com/webnew/NT7/NinjaTrader7.html

[Maxlobster]

Does NT7 fix the problem?

NT6.5 does not properly work with the IB data feed. Does NT7 fix the problem?

[NinjaTrader_Jason]

Hello Maxlobster,

Please see the link below that include information regarding NinjaTrader 7.

http://www.ninjatrader.com/webnew/NT7/NinjaTrader7.html

Interactive Brokers Adapter
- Fixed issue where price events with zero volume were filtered
- Added Indian Rupee and NSE exchange support