Innacurate historical IB stock data download

[pstrusi]

Despite I have the same session manager data between IB and NT7 for the stocks I follow, the daily data: Open, High, Low and Close are not the same. For example, the Close price for a session will always be at 4pm, despite I have a session that goes until 20:00. I've tried several workaround unsuccessfully. Any ideas?

Thanks

[NinjaTrader_Melissa]

Hello pstrusi,

Thanks for the post.

Daily data generally will not respect your session template as the bars themselves are sent directly from the data provider with the close information, rather than being formed with data that the platform receives in the way minute or tick-based bars would be formed.

In NinjaTrader, daily bars will always use the ETH session template by default for your Interactive Brokers daily bars. It would not be possible to change these settings as it relates to daily charts or any bar type built from daily data.

There is a workaround to have it match which involves using a 1440 minute chart instead of a daily chart. This kind of chart represents one day per bar but will respect the session template, making it match more closely with your other platforms.

An example of this setup can be seen below:



Please let us know if you have any further questions.