Bad ticks NT + IB

[naxo79]

NT + IB TWS was working for a week without any hickups which was good.
However now on friday it again introduced bad ticks:

http://img14.imageshack.us/img14/9228/screenshot2011061111251.png

I have filter bad ticks at 4%.
Which apparently is not enough.
It seems I need to set it at 1-2%.
0,8202*0,98 = 0,803796

But the risk with setting it this low is that market opens down 1% and NT filters the whole day?

Is there something else that can be done?
These bad ticks appear somewhere between TWS and NT because they dont show up in TWS.
I have newest versions of both.

[NinjaTrader_Matthew]

Hello naxo79,

Thank you for your post.

Can you clarify the exact build you are using of TWS? Are you on the latest TWS build as per IB, or are you using support TWS version 917 with NinjaTrader?

Please ensure you are using TWS build 917 with the latest release of NinjaTrader. If you need to obtain a copy of this version, you can do so from our connection guide:

Click here to take me to the Interactive Brokers Connection Guide

[naxo79]

Tws 917
nt 7.1.0.6

[NinjaTrader_Matthew]

Hi,

Thanks for the clarification.

Do the bad ticks correct if you right click on the chart and select "Reload All Historical data"?

[naxo79]

Yes it corrects.

[naxo79]

I suppose you are not suggesting that as a solution to the problem.

[NinjaTrader_Matthew]

Hello,

No, that is not a suggested solution, I was collecting information to isolate the issue between real-time and historical data.

Do you only experience these issues with currency pairs? Have you noted this issue with any Futures or Equity data?

[naxo79]

Yes have experienced it only with forex, but havent had many futures strategies running so cant really say.

[NinjaTrader_Matthew]

Hello,

Thanks for the update. We would need to test this here to see if we can replicate.

For the meantime, I would suggest making sure your local PC clock has recently been synced with a windows time server. Even if it is set to sync automatically, please manually sync to ensure this has taken place.

You can sync your PC clock by double clicking on the clock in the lower right corner of your desktop. Once you have done that, click on Internet Time tab and then click Update. Your PC clock should now be updated.


In addition, did this issue occur only after upgrading to R6? Or did you experience in R5 as well? If syncing the clock does not improve results, would you be able to uninstall R6 and revert back to R5 to test for issue? There is a link for NT V7.0.1000.5 on our downloads page:

http://www.ninjatrader.com/download-registration.php

[naxo79]

Hi,

The clock syncs once/week I can make it sync more frequently though.

It happened also in R5 and with TWS 911.
Especially on fridays around 17.00 but in NZDUSD it happened this week also on wednesday.

[NinjaTrader_Matthew]

Hello naxo79,

Please let me know if you experience further issue with the PC clock set to sync more frequently.