price data different from TWS

[lawrence124]

hi, i'm using interactive brokers as data source, and i use the "orders" tab to confirm what i get from ninja is same from what i see in tws.

Got an interesting situation, the data of CL and FDAX contracts are in sync with TWS, but price data of FTMIB (exchange = IDEM) (bid/ask/last) is rather out of sync with TWS but the bid/ask size are in sync, The error occurs when market is open, and sometime, bid price = ask price.

What could cause the problem?

[NinjaTrader_Jason]

Hello lawrence124,

Unfortunately, I am not sure what causes the discrepancy. Can you please tell me what NinjaTrader and TWS versions do you have installed? You can check this at Help-->About (TradersWorkStation).

We currently support TWS version 921 as per the IB connection guide at the link below.

http://www.ninjatrader.com/ConnectionGuides/Interactive-Brokers-Connection-Guide.php

You can download TWS 921 from the following link.

http://www.ninjatrader.com/ninjatrader/TWS/tws40_install_921_5.exe

You will need to upgrade NinjaTrader to version 7.0.1000.9 as well. The latest version can be installed from the link below on top of your current version. Make sure NinjaTrader is closed when you install the new version.

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

Check if the issue remains using these two versions.

Do you notice data is in synch if you close all other charts, windows and other applications you have running on your computer?

[lawrence124]

hi, i'm using the 7.01.0009, tws version, 923.8a

attached is the screen shot of the problem

not positive that closing chart and etc will fix it as other contracts have no problem

the problem is, price data is not way off (the differences are usually 5-15) and bid/ask sizes are correct.

[NinjaTrader_Jason]

Can you please check if the issue persists with TWS 921.

If so, please see if data is in synch if you close all charts, windows and other applications you have running on your computer.

[lawrence124]

hi, i've downgraded the tws to 921 but the problem still persist. I further checked the historical data ninja saved in local database, the volume is correct but price data (ohlc) are all incorrect. The attached is a snapshot of my findings. Please advice, thanks

[NinjaTrader_Jason]

Can you please proceed as follows. Delete all incorrect data you have in the Historical Data Manager-->Edit-tab. Instructions can be found at the link below.

http://www.ninjatrader.com/support/helpGuides/nt7/editing.htm

Shut down NinjaTrader and delete the (My) Documents-->NinjaTrader 7-->db-->cache folder. Start NinjaTrader and connect to IB. The deleted data will be loaded fresh from IB. Check if data is in synch.