Z backfill from IB

[Zoltar]

I'm trying to trade the Z (FTSE) on IB with NT. All incoming data seems to be the wrong format. When I create a new Z future (6-9 but same happens for 9-9) chart and export the data it looks like this:

20090505;42.75;42.985;42.49;42.69;73
20090506;43;44;43;44;147
20090507;44;45;43.5;43.5;194
20090508;44;44.5;44;44.5;55
20090511;44;44;43.5;43.5;127
20090512;44;44.5;44;44.5;288
20090513;44.5;44.5;43;43;15
20090514;43.5;43.5;43;43.5;41
20090515;44;44;43.5;43.5;15
20090518;43.5;45;43.5;45;15
20090519;45;45.5;45;45.5;91
20090520;45;45.5;44.5;44.5;81
20090521;44.5;44.5;43.5;43.5;28
20090522;44;44.5;44;44;17
20090526;44;45;43.5;44.5;62
20090527;45;45;44;44;35
20090528;44.5;45;44.5;45;33
20090529;45;45.5;45;45.5;83
20090601;45.5;46;45.5;45.5;191

While the price should range between 4000 and 5000. Strange thing is that when the Z opens and data is coming in this data is correct causing a huge candle going from 45.0 to 4448.5.

I tried to reset instruments, delete all Z data, changed some IB account settings. No problems with other futures (ES works perfectly).

I have to note that my Z data subscription is only from last friday but inside IB I can chart back further.

[NinjaTrader_Jason]

Hello Zoltar,

What happens if you right click in the Z 06-09 daily chart and select 'Reload Historical Data'.

What price format is used in TWS upon creating a daily Z 06-09 chart?

[Zoltar]

Attached is my 1 minute Z chart which ran for 3 minutes. Maybe this makes my problem more clear.

I am not sure what you mean with data format setting in TWS. As far as I'm aware there is no setting like this. I also attached a screenshot from my 5 minute 2 day Z chart in TWS.

[NinjaTrader_Jason]

What happens if you right click in the 1 minute NinjaTrader chart and select 'Reload Historical Data'. Does the outcome remain the same?

[Zoltar]

The data remains exactly the same, everything that was requested through backfill is devided by 100 it seems and data that is requested on the fly is correct.

[NinjaTrader_Jason]

Hello Zoltar,

Could you please send me an email to support[at]ninjatrader[dot]com, including your IB login credentials, so we can test your connection to reproduce the issue on our end to further troubleshoot the issue.

Please put 'Attn Jason' in the subject header and reference this forum thread.

[Bubss]

Hi, I am having the same issue. If you check the contract details from TWS it shows the multiplier is 1000 and the increment 0.005.

http://www.interactivebrokers.co.uk/...p?action=Conid Info&wlId=IB&conid=51944742&lang=en


The euronext.com website shows the multiplier as 10 and the increment as 0.50 which is how it should be as far as I know.

http://www.euronext.com/trader/contractspecifications/derivative/wide/contractspecifications-2830-EN.html?euronextCode=Z-LON-FUT

I don't think the user can change the contract settings in TWS, but it would appear to me that this is the problem as the settings in my NT Instrument Manager are multiplier = 10 and increment = 0.50.

I have logged a support ticket with IB and will post the reply here when received.

Regards

[NinjaTrader_Dierk]

Other users experience the same issue but reported it being revolved after going back to TWS 892 which is the recommended version for NT (please see IB installation guide).

Here is the link: http://www.ninjatrader-support2.com/...ad.php?t=17652

I closed this thread and would like to ask you to provide further feedback on the thread above.

I also sent a support request to IB support in order to better understand what's going on.