IB forex tick chart vs. time chart

[gregiii]

I am attaching two images for $AUDUSD data from IB. One is tick chart, one is time chart. For some reason tick chart is screwed up not only with big gaps, but data is not even correct. The gaps seem to happen when I disconnect/reconnect to TWS, or when I shut down NT and restart. I am using NT 6.5

I have tried to repair data/rest data. No use.

Any idea?

PS. if you watching the chart as data is coming in then the tick chart is ok, but after you exit NT and restart, then tick chart messed up. Happens to other forex pairs also.

[NinjaTrader_Ray]

We do not support historical IB tick data and thus if you disconnect and reconnect, any data during that disconnect will not be presented on the chart. Could this be the source of the gap?

[gregiii]

There is less than 1 min of time lapse between disconnect and connect. There is no data gap during these 1 min as you see from 3min chart. These two charts are from the same data and same time frame. If you put them side by side, you can clearly see that tick chart is not plotting correctly. The value on tick data is not even correct. eg at 8:30am of 4/17 the value is 0.9640 on tick chart, at 8:30am of 4/17 on 3min chart the value is about 0.9372

Charting ER2 or ES etc. do not have this problem.

And this is not history data. it is the data being collected real-time.

It may be the way NT handles FX data incorrectly.

[NinjaTrader_JoshP]

What you are experiencing is likely due to the missing data when you disconnect. When NT starts up again you already missed out on a lot of tick data thus causing gaps and differing values.

Also, the only way to "fix" the gap is to reload data, but like Ray said there is no IB historical data to reload the data from so you will likely need to resort to a secondary source for that.

[NinjaTrader_Ray]

gregiii,

I can't reproduce this behaviour, it works as expected.

- What TWS version are you using?
- What NT version (Help > About)
- What are your chart session begin/end times

[gregiii]

Ray,

gregiii,

I can't reproduce this behaviour, it works as expected.

- What TWS version are you using? 881.8
- What NT version (Help > About) 6.5.1000.1
- What are your chart session begin/end times 5pm to 5pm

I am adding two more screen captures here for $USDJPY data collected from last night until today. One is captured before I shut down NT (good chart), one is after shut down NT and then restarted NT (bad chart).
Look at these two charts side by side for comparison. They are both TICK chart with identical setttings.

Referring to the bad chart, The giant gap at ~8:30pm was when I disconnected/reconnect to TWS this morning. The samll gap at 12:00am 4/18 is caused by IB reset midnight, and one gap before that was also by own disconnect/reconnect at ~7:30pm 4/17.

As you can see the good pic give no trouble at all when I disconect/reconnected, but after I restart NT, the data is obviously screwd up. As long as you don't shut down NT, you can dis/reconnect as often you like, no problem.

Note this behavior only happens to FX pair. All other instruments work just fine.

I am using NT for quite some time now and dis/recconect all the time, and never had this problem. I did, however, just begin to chart FX recently after I downloaded NT 6.5.

[NinjaTrader_Ray]

Please see post #5.

[gregiii]

post 6 already answered your question. here it is again.

What TWS version are you using?

881.8

- What NT version (Help > About)

6.5.1000.1

- What are your chart session begin/end times

5pm to 5pm

[NinjaTrader_Dierk]

Some quick questions to isolate the issue
a) which timezone us your PC running you in?
b) please make sure your PC clock is synced and you have not manipulated your PC clock time
c) have you checked Tools->Options->Data->Store realtime bar chart checked?
d) is this is live/paper trade/demo IB account?
e) please try Tools->Options->Misc->Reset instruments. Does this issue persist?
f) can you reproduce the issue at will or is it just a freak occurance?
g) do you connect only to IB, or do you also connect to other providers ?

[NinjaTrader_Christian]

Hi gregiii !

Comparing the screenshots from #6 I see, that after close/open NT the market is at 101.0, before it was at 103.7. Strange.

Could you please send me your database ? Use The Help -> Mail to Support function, and add my adress (christian AT ninjatrader DOT com) into the to field.

Thanks and kind regards,
Christian

[gregiii]

a) which timezone us your PC running you in?

ET

b) please make sure your PC clock is synced and you have not manipulated your PC clock time

Yes, synced.

c) have you checked Tools->Options->Data->Store realtime bar chart checked?

Yes

d) is this is live/paper trade/demo IB account?

Live

e) please try Tools->Options->Misc->Reset instruments. Does this issue persist?

Thought about doing it, but didn't. Afraid of reset will wipe clean all my setup. What "Reset instruments" does?

f) can you reproduce the issue at will or is it just a freak occurance?

I can reproduce it at will last 2 weeks. But have not reproduced it this week. Only thing different I did this week is instead of let NT running 2-3 days continuously, I shut it down once a day and restart. Maybe it solved the problem. So far so good.

g) do you connect only to IB, or do you also connect to other providers ?

Just IB

[gregiii]

Data file is coming. Also see post #11

[tjendra]

Data file is coming. Also see post #11

Hi, is there any update on this post? I am also experiencing incorrect Tick charts on IB Forex data.

[NinjaTrader_Kyle]

Hi tjendra,

Thank you for your post.

Please send us a note to Support [AT] NinjaTrader [DOT] com with "ATTN: Kyle" in the subject line.

In the message, please include the following:
1.) A link to this forum thread.
2.) What version of TWS are you running? (Help > About Trader Workstation)
3.) Your most current trace file.
You will find the trace file here: My Documents > NinjaTrader 6.5 > Trace > trace.YYYYMMDD.txt
4.) A screenshot of what you are seeing and any steps I would need to take in order to reproduce the issue.
To send a screenshot press Alt + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CRTL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment.

[tjendra]

Hi tjendra,

Thank you for your post.

Please send us a note to Support [AT] NinjaTrader [DOT] com with "ATTN: Kyle" in the subject line.

In the message, please include the following:
1.) A link to this forum thread.
2.) What version of TWS are you running? (Help > About Trader Workstation)
3.) Your most current trace file.
You will find the trace file here: My Documents > NinjaTrader 6.5 > Trace > trace.YYYYMMDD.txt
4.) A screenshot of what you are seeing and any steps I would need to take in order to reproduce the issue.
To send a screenshot press Alt + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CRTL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment.

Hi Kyle,

Before I send the stuff. I contacted IB helpdesk and they say they do not provide Tick data at all. I am quite puzzled why we are able to display the Tick chart for Forex in NT?