Weird fills with IB data

[naxo79]

Hi,

IB+NT giving me weird data (a 10% drop) on SGDJPY which executed a stoploss:

http://img600.imageshack.us/img600/8427/screenshot2011052800273.png

In IB TWS this 61,36 data not present.

[NinjaTrader_RyanM1]

Hello naxo79,

Can you please mail in your log / trace files to support. Use help > Mail to support feature, reference this forum thread, and include the time that this order was filled.

[naxo79]

Mailed them.

Doing more tests, I am actually also getting very varying results doing the same backtests from time to time. With Kinetick EOD data the results stay quite the same, but IB data or combinations of Kinetick and IB data results vary greatly. Had hoped the headaches would stop after developing the actual strategy..

[Chartsky]

I used IB several years ago and found their data was consistently poor.

They get highs, lows and closes right on minute bars, mostly, but anything else was a crap-shoot.

Chartsky

Hi,

IB+NT giving me weird data (a 10% drop) on SGDJPY which executed a stoploss:

http://img600.imageshack.us/img600/8427/screenshot2011052800273.png

In IB TWS this 61,36 data not present.