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Price spikes with IB-connection
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Price spikes with IB-connection
With the SPY instrument there are regularly large price spikes with the Interactive Brokers (IB) connection. These spikes are not on the IB Trader Work Station (and I do not see them on NT-7). I set filter bad ticks to the Max , but did not helped.Tags: None
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Originally posted by marcel-nl View PostWith the SPY instrument there are regularly large price spikes with the Interactive Brokers (IB) connection. These spikes are not on the IB Trader Work Station (and I do not see them on NT-7). I set filter bad ticks to the Max , but did not helped.
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We do not have a recommended value, You will need to consider what percent change would be considered a bad tick for the market which you are trying to filter. Here is the help guide link for your reference:
http://ninjatrader.com/support/helpG...marketdata.htm
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Originally posted by NinjaTrader_PatrickG View PostWe do not have a recommended value, You will need to consider what percent change would be considered a bad tick for the market which you are trying to filter. Here is the help guide link for your reference:
http://ninjatrader.com/support/helpG...marketdata.htm
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The reason it disappears when you reload historical data is that all chart data up to the moment you chose to reload is now historical data instead of real-time, so I believe this to be isolated to real-time data.
How frequently is this occurring? I would like to test on my end to see if I can replicate this behavior.
What version of TWS are you using?
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Originally posted by NinjaTrader_PatrickG View PostThe reason it disappears when you reload historical data is that all chart data up to the moment you chose to reload is now historical data instead of real-time, so I believe this to be isolated to real-time data.
How frequently is this occurring? I would like to test on my end to see if I can replicate this behavior.
What version of TWS are you using?
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Can you test with the recommended version of TWS/Gateway (954)?
Please follow the setup instructions in the connection guide:
http://ninjatrader.com/ConnectionGui...nnection-Guide
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Originally posted by NinjaTrader_PatrickG View PostCan you test with the recommended version of TWS/Gateway (954)?
Please follow the setup instructions in the connection guide:
http://ninjatrader.com/ConnectionGui...nnection-Guide
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I have been testing throughout the day and I have replicated this behavior when viewing SPY in NinjaTrader 8 using TWS 944.3 and 954, but could not replicate in NinjaTrader 7.
I will submit this to the Development Team so they can begin working on a resolution.
Thank you for bringing this to our attention.
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