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Exac ticks repeated one after the other, why?

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    Exac ticks repeated one after the other, why?

    OnBarUpdate always was called when a new tick came in, this means every new tick came with some new info: Price or Size ( Volume ). But now you can see that new ticks are weirdly been drawn in normal charts and they are all the same. Please see the attached file. You can compare a normal chart with the one with the issue.

    Why is happening this? How to solve it ? My biggest fear is that this a new issue that might be distorting my backtest results.

    Looking forward !
    Attached Files
    Last edited by pstrusi; 07-27-2018, 05:48 AM.

    #2
    Hello pstrusi,

    Thanks for your post.

    Before we get into any troubleshooting steps, could you let us know who you are connected to? (This will be noted in the lower left hand corner of the NinjaTrader Control Center when connected.)

    I look forward to being of further assistance.
    JimNinjaTrader Customer Service

    Comment


      #3
      Interactive brokers.
      I have many years connecting NT with IB.

      Comment


        #4
        Looking at the log files, I discovered something that may explain. I've found out that before it began that weird data download, there was a disconnection. So, now I know what happened. It's something related to IB. Thanks for your attention.

        Here you have the messages after those the issue appears:

        7/18/2018 5:55:43 PM|0|2|IBpiers: TWS forced your connection to close. NinjaTrader is unable to automatically reconnect. Please shut down NinjaTrader and reconnect manually to TWS: No more data to read
        7/18/2018 5:55:43 PM|1|2|IBpiers: Primary connection=Disconnected, Price feed=Disconnected
        7/18/2018 5:55:43 PM|0|2|IBpiers: TWS forced your connection to close. NinjaTrader is unable to automatically reconnect. Please shut down NinjaTrader and reconnect manually to TWS: An established connection was aborted by the software in your host machine
        7/18/2018 5:55:43 PM|1|2|IBpiers: Primary connection=Disconnected, Price feed=Disconnected
        7/18/2018 5:56:38 PM|1|2|IBGateway: Primary connection=Connecting, Price feed=Connecting
        7/18/2018 5:56:39 PM|1|2|IBGateway: Primary connection=Connected, Price feed=Connected
        7/18/2018 5:56:40 PM|1|2|Time to flatten=4:59:45 PM, Flatten all=Disabled
        7/18/2018 5:56:40 PM|2|4|Market data farm is connecting:cashfarm 2119
        7/18/2018 5:56:41 PM|2|4|Market data farm is connecting:usfuture 2119
        7/18/2018 5:56:41 PM|2|4|Market data farm is connecting:cashfarm 2119
        7/18/2018 5:56:41 PM|2|4|Market data farm is connecting:usfarm 2119

        Comment


          #5
          Thanks for writing back with that information pstrusi.

          NinjaTrader does not receive historical tick data from Interactive Brokers. So if there was a connection issue and the data was not available, it would make sense where there would be issue with the data presented.

          I'm not sure if the TWS initiated disconnect was due to connection loss or due to another reason on TWS' end, but I may suggest confirming that you are using TWS 960.2g since it is the latest version we support with NinjaTrader, and there may be issues when using other versions.

          If there is anything else I can do to help, please let me know.
          JimNinjaTrader Customer Service

          Comment

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