Data Issues

[ryebank]

Hi,

I've noticed what I consider to be a serious issue with data passed from IB to NT.

Looking back through some trades i did today, i compared the times in which these trades were entered into Currenex (GBPUSD) and matched them (by time, allowing for time differences etc) with the NT charts. To my surprise the bar i used as a signal to enter a trade is now displaying a different price, which means i shouldn't have executed a trade...

Can someone explain why this might happen and how can i avoid NT displaying incorrect data?

Regards
Rye

[NinjaTrader_RyanO]

Hello Rye,

Thank you for your post.

This may occur sometimes as there can be differences between real-time and historical data due to incoming ticks. Within NinjaTrader please hit the F1 key and then go the charts section of the help guide and refer to the section on how NinjaTrader builds bar charts.

[ryebank]

So if i do a 'reload historical data' i will have the most upto date price information?

[ryebank]

Hi

What i'm driving at is how can i make sure i have the most acurate data as my trading signals come from bar formations?

Rye

[NinjaTrader_Jason]

Hello ryebank,

You could disable historical data as per your IB connection, so the charts will only display real-time data you receive from IB.

[ryebank]

Data Issues

Hi,

I've disabled historical data from IB so I guess the charts will now only display real-time data. As a result NT works a lot faster, which is a bonus...

Now that i have disabled historical data, will NT store what real-time data is passed to it from IB so it can be viewed offline?

If I have a list of currencies in the 'Market Analyser' will real-time data be stored in NT?

If i lose a connection during the day and have to restart NT i will have a gap in the data....yes?

Would you now consider this to be the most accurate and up to date way of receiving prices from IB?

Rye

[NinjaTrader_RyanO]

Hello Ryebank,

To answer your questions.

1. The real-time data will be recorded in the NinjaTrader database and anytime you open a particular instrument that data will be available regardless of connection since it is in the database.

2. Any instruments in the Market Analyser will record real-time data and store it in the NinjaTrader database.

3. If you are not connected then there will not be data available for the time you were disconnected.

4. If this setup works and is faster then it is fine, plus keep in mind that you can always enable the historical data again to download the from IB into your database, and then when you want to only view the real time data you can disable. So it's not necessary to always have historical data enabled or disabled.

[ryebank]

Data Issues

Ok thanks for that. I'll try it out tomorrow and see how it goes...

rye