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Missing 15 Minutes of Data - Interactive Brokers

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    Missing 15 Minutes of Data - Interactive Brokers

    I have missing data between the hours of 22:00 and 22:20 on my forex feeds from IB. On a M5 chart this often shows up as a gap. On higher TF charts you can still often see where the close of the prior bar doesn't match the open of the next.

    I've tried reloading data but still this 15 minutes of data is missing? No 22:05, 22:10, 22:15 on a M5 chart, regardless of currency.

    #2
    pmn100, which NinjaTrader and IB TWS version are you using currently?

    Have you verified with IB that this data is present on their historical data servers?

    I would suggest you go to Tools > Historical Data > Delete to delete all data for this instrument, then redownload a full fresh set of data to check its consistency.
    BertrandNinjaTrader Customer Service

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      #3
      I've print screened some IB charts. Looks like something iffy with their data?

      22:00 hrs corresponds with 17:00 hrs on the IB charting (assuming EST. My NT is GMT). They don't seem to have a time stamp for the data. Also notice the gaps between close and open of bars?

      Looking at the second chart, you have 5 minute intervals up to 16:55, then it jumps to 17:15?
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        #4
        Same on the live account? Also please try the IDEAL exchange if possible, too.
        BertrandNinjaTrader Customer Service

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          #5
          pnm100,
          IB' forex feed always stops for 15 minutes after US session close...

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            #6
            Originally posted by trader65 View Post
            pnm100,
            IB' forex feed always stops for 15 minutes after US session close...
            Thanks for that. Why on earth would they do that though?

            Comment

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