real time charting error

[smodato]

Hi,
I attach an example but the problem relates to a number of instruments and situations. I was plotting a 60 minute bar of KC-09/2014 and during realtime feed last bar showed suddenly a wrong low, reloading all historical data it led to correct plotting but after a while the mistake came back. Historical data do not contain the wrong number as you can see from attached downloaded info.
I have 7.9.1000.22 with TWS 944.3

[NinjaTrader_Jason]

Hello smodato,

As per your description, it seems IB sends bad ticks in realtime for this instrument.

You can use the realtime tick filter to filter out ticks as per a percentage compared to the last traded price. A value of of 5, represents 5 %. So if a realtime tick is outside the range of 5 % compared the tick received prior, it will be excluded. Please see the link below for more information and instructions to have it enabled.

http://www.ninjatrader-support.com/HelpGuideV6/Real-timeTickFiltering.html

[smodato]

Hello smodato,

As per your description, it seems IB sends bad ticks in realtime for this instrument.

You can use the realtime tick filter to filter out ticks as per a percentage compared to the last traded price. A value of of 5, represents 5 %. So if a realtime tick is outside the range of 5 % compared the tick received prior, it will be excluded. Please see the link below for more information and instructions to have it enabled.
http://www.ninjatrader-support.com/H...Filtering.html

Aren't the realtime ticks saved into the historical data file? If yes why isn't there trace of themin the txt? If no is there a possibility to have a confirmation somehow? The filter in this case would be a bit tough as the distance of the "bad tick" is absolutely in line with possible moves (you can see it yourself on the posted chart).
Smodato

[NinjaTrader_Jason]

Realtime data is not saved unless you have 'Save chart data as historical' enabled at Control Center-->Tools-->Options-->Data-tab.

I suggest to reload historical data again the next hour and check if data is loaded correctly.

[smodato]

I reloaded right now and candles are now correct, this is not a solution anyway as the problem can occur again

[NinjaTrader_Jason]

If the issue recurs, I suggest to contact IB for clarification.

Unfortunately I do not see any other ways to correct the data in NinjaTrader besides reloading historical data or using the realtime tick filter.