Bar time

[guillembm]

Hello,

I'm trading with IB and I have an issue with the time of the tick. There is usually a range of error and the time of the tick/bar is wrong. Sometimes is only about seconds and sometimes some minutes.

I get my data mainly from IB and I have Kinetick as a secondary datafeed.

There is a way to solve this?

[NinjaTrader_Bertrand]

Hi guillembm, that's only for the realtime data you receive from IB, correct?

In this case synching the local PC clock would help, since this is used as timestamping reference for the data from IB that's not natively stamped.

[guillembm]

My PC clock is perfectly sync with the real time and with TWS. Your argument would explain a difference of seconds but not of minutes.

[NinjaTrader_Bertrand]

Then you would need to get more specific please to what you're actually comparing here. The stamp is coming in this setup directly from your PC clock and NT would stamp on the end of bar time.

[guillembm]

I just print ToDay(Time[0]) for an instrument and I compare it with the PC clock.

There are moments where this difference is bigger and only with tick time frame

[NinjaTrader_Bertrand]

Sure, would it expect it so > we stamp the bars with the closing time.

[guillembm]

Sorry, I don't understand.

[NinjaTrader_Bertrand]

For time based charts > the bars timestamp will have the future / ending time stamp of the current bar. i.e. 7:20 AM now, my current building 5 min bar has a timestamp of 7:25 AM.

For tick based bars you would see the time of the last tick (as the closing time could not be known in advance). If a market would not be active, this could show a difference to the current PC clock that would continuously advance each second...