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Extreme Tick volume IB feed

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    Extreme Tick volume IB feed

    I have been having this issue for about a week now. Very few larger prints (20-150 contracts) are coming through on the ninja T&S and at seemingly random times a massive order prints. These orders do not match IB volume as shown in the first jpg. At the end of the session the Ninja T&S matches the IB total volume but it seems as it's all bogging down somewhere in between and then ninja just spits out a huge print to balance it. I thought maybe it was a time sync issue but I have made sure TWS and my computer clock are spot on. I have tried with version 6.5 on a laptop and the issue persists. I have attached a comparison of a ninja 1 min chart and a TWS 1 min chart after a large print. As well a couple tick charts. And finally what a MHI T&S typically looks like with a 20 contract minimum filter. HSI data has been suffering the same issue. Any assistance would be appreciated.
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    #2
    Hello GeneTrash,

    Can you please tell me what TWS version you have installed. You can check this at Help-->About TradersWorkStation. Make sure you have version 911 installed as per the IB connection guide at the link below.


    Unfortunately I do not have access to the HSI and MHI on our IB account. Does the issue occurs with other instruments as well?

    What happens if you right click in the NinjaTrader chart and you select 'Reload All Historical Data'?

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