daily close prices are not correct when using IB as datafeed

[clearpicks]

Hello,

When using IB as datafeed, the daily close prices seem not correct for some symbols. For example, for SP500 index, on NT daily chart, yesterday's close price is 717.92. However in esignal it is 719.60. Also in IB TWS, the daily change is very close to the daily change calculated in esignal. So it seems in IB TWS, it uses correct daily close price to calculate the change, but in NT, yesterday's close is obviously not correct. Can someone explain why?

- Clearpicks

[NinjaTrader_RJ]

Hello,

When using IB as datafeed, the daily close prices seem not correct for some symbols. For example, for SP500 index, on NT daily chart, yesterday's close price is 717.92. However in esignal it is 719.60. Also in IB TWS, the daily change is very close to the daily change calculated in esignal. So it seems in IB TWS, it uses correct daily close price to calculate the change, but in NT, yesterday's close is obviously not correct. Can someone explain why?

- Clearpicks

Hello Clearpicks,

Thank you for your post.

Can you try right clicking and select "Reload Historical Data?"

Does this update the chart closet to TWS?

[clearpicks]

No, reloading would not solve the problem.

[NinjaTrader_RJ]

No, reloading would not solve the problem.

I just tested and TWS shows the close of yesterday as 717.92, so this is correctly reflected in NinjaTrader.

Double check your TWS and Zoom in to the close for yesterday. I checked both a daily and 5 min bars and the close is both 717.92.

[clearpicks]

It should be 719.60. In IB TWS itself, it also shows 719.60 same as in eSignal and on Yahoo finance.

[NinjaTrader_RJ]

Please see my screenshot of the close from yesterday in TWS.

If you can, post a screenshot of your TWS chart showing the other close.

Thank you!

[clearpicks]

I think it might be the problem of IB data feed. Because in IB TWS, the daily close price in the "close" column is shown as 719.60.

[NinjaTrader_RJ]

I think it might be the problem of IB data feed. Because in IB TWS, the daily close price in the "close" column is shown as 719.60.

Ok, this is most likely the case as the same information from the charts in TWS is used in NinjaTrader.

You will have to contact IB support to inquire why there is a difference between the chart and the data in the "close" column.