IB Forex Data, Details of reqMktData Call by NinjaTrader

[JackOfAllTrades]

I know that there is a issue with how IB feeds it's Forex Data since there is no common exchange to get last price from.

NinjaTrader appears to be getting a last price but using the API from IB the reqMktData method will not return a "LAST" price.

Through the reqRealTimeBars method one can get the 5sec "MIDPOINT" price, but when using "Time and Sales" inside NinjaTrader prices come in at <5sec intervals.

Can any of the NinjaTrader developers give me some insight on how they are calling the data specifically EUR.USD.

Thanks

[NinjaTrader_Dierk]

Unfortunately we do not disclose any details on NT internal coding. Thanks for your understanding.

However, FOREX markets in general do not provide a "Last" price (true for most data providers/brokers). For that matter NT uses the "Bid" price to generate "Last" price events.

[JackOfAllTrades]

Thanks, I can understand you not wanting to give details of the code. I'm just trying to understand how you gather tick data. I had noticed it seemed to be attached to the bid price.