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IB Gateway Connection still Returning wrong values when getting connected

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    IB Gateway Connection still Returning wrong values when getting connected

    Hi,
    I already did try to address this issue half a year ago (2929351). When connecting NT to IBG 978 it returns wrong values. I attached some screenshots.
    Very disappointing that after 6 month there is no progress.
    Klaus
    Attached Files

    #2
    Hello Klaus,

    If I understand correctly, the wrong values are received as realtime data. If you reload historical data in the chart, it will remove the wrong data in the chart, correct?

    I suggest to enable the realtime tick filter in NinjaTrader to avoid receiving incorrect realtime data. You can enable the bad tick filter to filter out bad ticks in realtime. Please go to Control Center-->Tools-->Options-->Market data and enable 'Filter bad ticks'. Enter a value you like in the "% off market" field.

    Filter bad ticks
    Enables or disable filtering of bad ticks. This filtering only works on real-time data and will filter ticks that are a greater then a set percentage away from the last tick. Set the percentage for filtering with the property: "% off market". Note: If NinjaTrader receives 2 or more ticks that violate the tick filter we will no longer filter the ticks as the market is assumed to have legitimately gapped up or down.

    % off market
    Sets the real-time tick filter offset percentage (0.1 equals 1/10 of a percent)


    I did not see the email referred in forum post #10 at the link below. Do you have the ticket number of this email?
    Hi, I have the issue, that after the restart of IB Servers at around 06:22 am (German time) NT is not receiving market data any more. I think that somehow NT is losing the market feed to IB Gateway. I will explain in detail what I did to analyse the issue. I also made a video of the issue this morning which I can provide to


    @NT Support:
    I just send you an e-mail with additional information. I also send some videos via WeTransfer.
    JasonNinjaTrader Customer Service

    Comment


      #3
      Hi Jason,
      thanks for your reply. The issue occurs as soon as I connect to IBG 978. No other things done. NT is per default downloading the latest price history of the instruments which I have in my workspace. This is the time where it occurs.
      I also thought about this "workaround" but I actually do not very favour this. I rather like to get rid of the underlying issue then to have such workarounds.
      The ticket numbers I had in January where 2929351 and 2931175. For me, both issues are still open.
      Thanks for your help.
      Klaus

      Comment


        #4
        I see you worked extensively with my team lead Manfred on ticket 2931175. I will check with him on the status of this issue.
        JasonNinjaTrader Customer Service

        Comment


          #5
          Thanks Jason!

          Comment


            #6
            Just for your information. I just had a complete crash of NT (gonna open another thread about it) and while restarting and connecting to IBG 973 there was the same issue with the wrong prices. So it is not dependent from the IBG version

            Comment


              #7
              I see, thank you for letting me know.
              JasonNinjaTrader Customer Service

              Comment


                #8
                Unfortunately we don't know what exactly is causing this issue you experience. We were not able to reproduce it on our end so far.

                For how many instruments do you request data when you connect and the issue occurs? If you reduce this to 10 instruments, do you receive realtime data as expected?
                JasonNinjaTrader Customer Service

                Comment

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