Charting difference between IB data and Kinetick data

[GDuck]

Hi. New to NT and working myself through the basics. I am feeling my way around using the free Kinetick data and my IB connection. I'm pretty good at sitting and figuring stuff out but this one has me stumped.

When charting the last 8 trading days for the ^SP500 using the 2 data sources I get quite different results. Attached. Not only is the OHLC data for both quite different, the Kinetick chart goes to the 13/04/2012 and the IB chart actually charts the 14/04/2012...the 13th hasn't happened yet and the 14th is a Saturday.

A chart from my Saxo Trader looks idenitcal to the Kinetick in terms of OHLC but Saxo charts to the 12th as you would expect. A chart from IB TWS charts to the 12th also but again IB's OHLC data looks very different to both Kinetick and Saxo.

Is there a setting in NT that I have missed? Is it because I'm on simulation? I suspect I'm missing something really simple.

Thanks

[NinjaTrader_Jason]

Hello GDuck,

IB provides different OHLC values for daily as per the ^SP500. I am not sure what times are used by IB to create daily ^SP500 data. I suggest to contact IB for clarification. If you create a minute chart you could track down the start and end times. Draw lines at the Open and Close prices and check what times correspond.

What session template do you have selected in the chart? Do you notice a difference if you select the 'US Equities RTH' session template?

What time zone is used on your PC clock? If the PC clock is not using an US time zone, please try the following. Remove all historical daily data in the Historical Data Manager. Instructions can be found at the link below.

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

Exit NinjaTrader and go to Documents-->NinjaTrader 7-->db and delete the cache folder.

Set your PC clock to US EDT time zone.

Start NinjaTrader and connect to IB and create a new daily chart. Check if daily data is timestamped as expected.

[GDuck]

Thanks Jason

The session template is US Equities RTH per instrument settings and it looks like IB's close is @ 16:00

I have created 2 more charts today for ^SP500 to session close on Friday while connected to IB. The 1 minute bar chart looks fine and matches an IB TWS chart and a chart from other software. However when I simply switch the NT chart to daily it no longer matches a daily chart from IB or other. Its like the data for the daily chart is coming from somewhere else but I am only connected to IB, not Kinetick or anything else.

I tried deleting all of the historical data for ^SP500 as you suggested then reconnected to IB and produced the charts again but same result. I have attached the minute and daily charts showing the different close levels

Thanks for your help

[NinjaTrader_Jason]

Hello GDuck,

IB provides daily data as per RTH in NinjaTrader. It seems the daily data in TWS consists of ETH. Could this be the case? If you are not sure, please contact IB for confirmation.

[GDuck]

I dont think its an RTH/ETH issue. 2 print screens attached. NT isn't charting Friday which the historical data manager lists as the 14th (Saturday). Friday's session should show as the 13th, its as if the bars have all been shifted a day.

I'm on a Singapore time zone and I'll try the PC clock thing again but its going to be a little annoying if I have to keep my PC on US EST

[NinjaTrader_Jason]

The timestamp issue is caused by the PC clock time zone.

If you like to keep your PC clock to Singapore time, please try the following. Create a new session template. Set the session template to Singapore time and enter start and end times in Singapore time that are equivalent to the start and end times of the ^SP500. Subsequently restart NinjaTrader and create a brand new daily chart using the session template you created. You can create custom session templates in the Session Manager. More information can be found at the link below.

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

If the issue remains, you will need to change your PC clock to avoid the issue.