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Difference from broker IB versus Zen-Fire

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    Difference from broker IB versus Zen-Fire

    Hello,
    some tests about dataseries from broker IB and Zen-Fire are completely different.
    How can it be possible ??
    Attached screenshots from both.
    Attached Files

    #2
    Mate41,

    Thank you for your post. IB doesn't offer historical tick data, so it will be pulling from your database with Zenfire, not IB. It looks like the timestamps between the database and your computer are different. Please 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, select the nist.gov server and then click Update. Your PC clock should now be updated. Please let me know if that works for you.
    Caleb S.NinjaTrader Customer Service

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      #3
      Hi CalebS,
      my clock is set to local time and synchronized with an internet server.
      I don't know how to set the NT-timestamps to the server time of the broker.
      I work with a tick stting of 220 and not 100 as you can see. The 100 settings are those to have approximately the same chart from ib as with zen-fire.

      PS: forgot: i was API connected to IB when the chart was drawing. And to Zen-Fire when his chart was drawing.
      Last edited by mate41; 09-07-2011, 11:47 AM.

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        #4
        Mate41,

        Please send a note to [email protected] ATTN Caleb in the subject line with a link to this thread to set up a call.
        Caleb S.NinjaTrader Customer Service

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          #5
          Originally posted by mate41 View Post
          Hello,
          some tests about dataseries from broker IB and Zen-Fire are completely different.
          How can it be possible ??
          Attached screenshots from both.
          ZenFire's data is unfiltered: IB data is snapshot aggregated. On such a fine time frame, I would expect them to chart with a noticeable difference.

          Comment


            #6
            Hello,
            there is a really problem with IB. On a 220 tick period i counted 5 bars and with zen-fire i counted 44 bars. IB seems not the appropriate brooker/data provider for working with NT.

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              #7
              Originally posted by mate41 View Post
              Hello,
              there is a really problem with IB. On a 220 tick period i counted 5 bars and with zen-fire i counted 44 bars. IB seems not the appropriate brooker/data provider for working with NT.
              Just as one would expect aggregated snapshot data to behave relative to raw data.

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