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IB and NT: stock price lag

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    IB and NT: stock price lag

    I have latest NT (6.5.1000.7) and latest supported IB (887.2). I noticed that while in IB TWS I get the correct "last price" quotes, NT w/ IB connected is not updated all the time correctly, to start with it seems ok, but then it lags by quite bit (even 10-30 seconds) seemingly "stuck" at some price, then eventually catching up. This behaviour is same either on NT chart or in the Control Panel "Last" field. Looks like even though IB TWS is working correctly here, the way NT is calling IB API fof TWS for stock quotes is not behaving correctly, have seen this fairly consistently over quite a few stocks (today observed it on Citibank - "C"). Deleting database didn't help. thx.

    #2
    also to add further, I first connect to Zenfire for futures quotes and then to IB for stock quotes. Also, noticed that bid and ask quotes are always correct just the "Last Price" intermittantely lags behand with NT as compared to IB TWS.

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      #3
      Hi warrior,

      Can you please check if your PC meets the minimum requirements listed at the link below.


      In addition, please see the following link, which contains helpful tips to improve the performance of NinjaTrader.
      JasonNinjaTrader Customer Service

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        #4
        yes it does, I have a computer custom designed for trading. Can you please check with your API programming team about this, I dont think the answer could be this simple. As it also appears lagging for JUST STOCK QUOTES in the control center or in the charts. The futures quotes are correct, it is definitely a bug in the way NT-IB talk to each other through IB TWS API for just the stock quotes (if I dont use zenfire, then NT-IB do work fine for futures quotes also).

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          #5
          Hi warrior,

          I tested 4 stocks simultaneously on my end for about 20 minutes, but I did not experience any lag; sometimes NinjaTrader updated price approximately 0.5 seconds later but no more.

          Could you please send me your workspace to support[at]ninjatrader[dot]com and put "Attn Jason" in the subject header and reference this thread. You can find your workspace at My Documents-->NinjaTrader-->workspaces.

          For now, I suggest to recreate your IB connection using the instructions at the link below and check if it will make a difference.
          JasonNinjaTrader Customer Service

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            #6
            The issue is being caused by the Tick Filter under Tools-->Options-->Data-tab; the price has come down so much that the tick filter is being activated.

            Please disable the tick filter to avoid this.
            JasonNinjaTrader Customer Service

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