I am using NJ with the Kinetick free EOD datafeed and my broker is IB, although I am using a white brand of IB so I can't connect IB directly to NJ. Anyway here is my "problem" which screams that I have simply a box unchecked somewhere but I can't figure it out.
I found a discrepancy between the closing prices my broker and the exchange provides and the closing price of the kinetick datafeed.
For example for the 7th May contract of
Cocoa at the ICE:
Closing price Interactibe Brokers 2305
Closing price ICE 2305
Closing price in NJ with Kinetick 2277
Settlement ICE 2283
Cotton also at the ICE
Closing price IB 90.03
ICE 90.03
NJ 90.12
Settlement ICE 91.42
Coffee ICE
Closing price IB 187.90
ICE 187.90
NJ 188.60
Settlement ICE 193.05
And this is also present at the ECBOT, for example with Corn
IB 637,75
ECBOT 637,75
NJ 638,75
Soybeans
IB/ECBOT 1326.25
NJ 1326.75 (close but still)
Wheat
IB/ECBOT 638.75
NJ 639.25
The questions is, is this a problem with NJ, a problem with the datafeed or how can I fix this problem, because I need the correct closing price since in some occasions the closing price from kinetick changes a bar/candlestick from positive into negative depending on the closing price and all my indicators rely on the closing prices. Since only the closing prices are affected and the opening, high and low quote is absolutely perfect, maybe there is simply an option which NJ uses to average the closing with the settlement price (if it is provided by Kinetick) and I simple can't find it. Otherwise I have no idea what could cause these anomalies, but please help me correct them.
I added to screenshots to illustrade more clearly what I mean. First one is from NJ, second from my paper trading account in TWS.
Before I wrote this thread I used the search function of this forum and found a thread about price "anomalies" here. There it's pointed out that Kinetick supplies the settlement price which causes these anomalies, but even these supplied settlement prices don't match with the actual settlement prices from the exchange.
So to wrap it up:
- Can I get the closing price for the actual contract? I don't need the settlement, the closing price is much more important to me and if I can get it then please how?
I have to thank you for your time and effort,
Steamy
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