NT showing different close values on different systems

[cmt_Robert]

Greetings,

I am running NT on 2 licensed systems, both of which connect to the same brokerage (IB) over the same Internet connection. This morning I noticed that the closing value for the 60 minute ES (09/15) at 0700ET was different on these systems. The high and low values were consistent but the close on the 60 minute ES was 0.25 points different and the volume was different as well. To be absolutely certain of this I took screen shots of the Data Box for both systems and have attached them here. How is this possible? Are not the closing value and volume fixed and universal values?

Thanks for your assistance.

[NinjaTrader_Brandon]

Hello cmt_Robert,

Thanks for your post.

Who are you connected to for data on each system?
If you right click on the charts and select Reload All Historical Data do they match?

[cmt_Robert]

Thanks for your quick reply, Brandon.

I'm obtaining my data from IB on both systems (with different IB accounts and different NT licenses).

I can't reload historical data right now as I have active strategies which would be reset by doing so.

What could account for these differences? I'm not looking to blame, just to understand.

[NinjaTrader_Brandon]

Hello cmt_Robert,

Thanks for your reply.

Time stamps are based on your local PC time when using Interactive Brokers.
I suspect that your PC clocks do not match.

You will want to exit NinjaTrader and sync your PC clocks to help prevent this.

Please use the steps below to change/check your Time Zone and sync the PC clock:

Click on the clock in the lower right corner of your desktop.
Press 'Change time zone...'.
Set the Time zone and press 'OK'.
Click on Internet Time tab.
Set the server to time.nist.gov and then click Update.
Your PC clock should now be updated.

[cmt_Robert]

Thanks again for your prompt attention, Brandon.

This is fascinating. So, if I understand you correctly, the closing value of a candle is calculated based on my local system's time, regardless of the ACTUAL time?

Do ALL data providers act similarly? I ask because you say that "Time stamps are based on your local PC time when using Interactive Brokers" (emphasis mine). If not, who doesn't, and what do they do differently?

For the record, my two systems were already synchronized to under a second, using the method you described.

[NinjaTrader_Brandon]

Hello cmt_Robert,

Thanks for your reply.

That is correct.

No, not all providers get the time stamps from the local PC.

I have provided a link below to our Help Guide that goes over understanding the data provided by your connectivity provider to show who provides native time stamps.

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?historical_data.htm

[cmt_Robert]

Thanks again, Brandon, for both your promptness and the link. Very informative.

What I am taking from this is:
1) I am currently using a provider (IB) that uses local timestamps for its data feed;
2) that, although my systems are CLOSELY synchronized, given that it's essentially impossible for them to be EXACTLY synchronized, periodically there will be instances like this where one system "stamps" a candle close milliseconds before the other one "stamps" that event and, in a busy market like the ES, those milliseconds can mean a difference in both the volume and the price at the close of a candle;
3) that a viable work-around for this (in an imperfectly timed world!) is to choose a data provider that employs native timestamps, which would result in both systems receiving data which is "stamped" identically.

Am I missing anything?

[NinjaTrader_Brandon]

Hello cmt_Robert,

Thanks for your reply.

That's correct and I nothing additional comes to mind to add to that.