This is getting really frustrating.
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NinjaTrader
Issues with Daily Chart
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Originally posted by traderji View PostToday again at 7am Ninjatrader did not create a new daily bar and instead has kept writing to yesterday's bar.
This is getting really frustrating.
Here are the daily charts from TWS and NT. The TWS clearly shows a new daily bar whereas NT just keeps putting new highs on the current bar instead of closing it.
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I looked at the Interactive Brokers API log and the data that IB sends is correct. The attached log file contains the API messages for daily historical data. The bit at the end shows the correct data for the dates 13/07/2011, 14/07/2011 & 15/07/2011. The problem must lie with the way NT processes that API data.
20110713-1.40280-1.40620-1.38370-1.39755--1--1.00000-false-
20110714-1.39690-1.41925-1.39515-1.41680--1--1.00000-false-
20110715-1.41710-1.42820-1.41710-1.42300--1--1.00000-false-
The IB API reference guide specifies the message format as
Date-Open-High-Low-Close-Attached Files
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