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OHLC on minute bar - IB vs. esignal
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OHLC on minute bar - IB vs. esignal
I was comparing data output on a 2 min fdax chart running NT and esignal side by side. Even though IB is a snapshot feed I thought on non-tick chart bars, such as a minute interval chart at least OHLC would be the same. Yet there is a tick or 2 difference on the open or high, low or close. It is not consistent. 1 bar on IB was even 6 ticks "short" (3 full point difference on the close!) compared to esignal. Any idea why that is? ThanksTags: None
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Hi moonriver,
You are correct I believe, the time bars should align pretty closely.
Did you compare the eSignal already rolled continuous contract with the 'old' Dec one in IB by any chance?
Otherwise I would suggest synching your PC time and checking again next week.
Good weekend!BertrandNinjaTrader Customer Service
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