Ninjatrader IBKR Market data integration issue

[sambathraj]

I have signed up for required market data with IBKR and I am able to get the historical data. Issue is that the data is one bar out. i.e. OHLC for 1 min say 6.30 AM is stamped as 6.31 am in the Ninja trader. I have attached the file for Futures MNQ. If I use the 5 min chart, each bar is 5 min out. I verified this by comparing with thinkOrSwim / Trading View.

I checked with the TWS from IBKR, and it does show correct data. I tried deleting the history data and downloading it again. But no luck. How to resolve this issue?

I am using the NJ 8.1.4.1 and connecting to IBKR using the IB Gateway. Default preference for connections has been set to IBKR.

[NinjaTrader_LuisH]

Hello sambathraj,


Thank you for posting on the NinjaTrader forums.


NinjaTrader stamps a bar with the closing time of the bar. For example, a minute bar with a time of 9:31:00 AM has data from 9:30:00 AM through 9:30:59 AM. This cannot be changed within the NinjaTrader platform; more information on this can be found here.



Please let us know if there's anything else we can assist with!

[sambathraj]

Thanks. This is causing issues with the calculation. How to overcome this in the real-world scenario? If the opening price of a bar is different than what the market thinks, is it not a huge issue?

[NinjaTrader_LuisH]

Hello sambathraj,


I can agree that it can be an 'issue' if you're not aware that NinjaTrader stamps its bars this way, however if you are aware of this you can make changes to your analysis with this in mind.


Thank you!