From a colleague of mine : "Tick data from IB is not real tick data, its only a market snap-shot of multiple trades". I also found the following "IB TWS streaming data are NOT tick-by-tick, but rather 0.2-0.3 second snapshots".
Here is a forum thread on this : http://www.ninjatrader.com/support/f...ad.php?t=32712
As far as replication steps, for now I understand when you have a chart open and are receiving tick data from IB with "save chart data as historical" enabled, then when you switch to a different instrument and back its causes your issue. Is there anything else you are doing? What version of NinjaTrader do you have? What version of TWS do you have?
I would recommend using the latest version of NinjaTrader, and ensuring that you have the supported version of TWS which is 917.
Comment