IB Issue Euronext and IBIS stocks

[ModularMix]

Goodmorning,

In this post i am hooking up to this conversation: http://www.ninjatrader-support2.com/...ad.php?t=24251 at point B.

I am connected to TWS for my brokerage and datafeed. All Euronext(Aeb,Bse and Sbf) and IBIS stocks i watch in NT show an exactly 100 times higher volume as realtime datafeed, the backfill though is normal.
When i watch the NYSE and Nasdaq stocks, the realtime- and backfill data both are normal.

When the realtime volumedata is added to the backfilldata in my charts this leads to an unreadable volumebased indicator. Also when looking in the level2 screen i can see the dailyvolume reported multiplied by 100.

Why are the reported US Exchange stocks showing normal realtime volume and the Euronext and IBIS wrong realtime volume? Why the discrepancy? This is an important issue for me, i am oriented to daytrading mostly on Euronext and IBIS.

Thank you for your help.

[NinjaTrader_Kyle]

Hi ModularMix,

Thank you for your post.

1.) Which version of NinjaTrader are you using? (Help > About)

2.) Which version of IB's TWS are you using? (Help > About Trader Workstation)

3.) Please provide me with a few examples of instruments on these exchanges to check.

[ModularMix]

Hi NinjaTrader_Kyle,

I will select a few examples of instrumenents comming monday, you will hear from me then. Thank you for your assistance. Have a happy new year.

ModularMix.

[ModularMix]

Hello,

For this case i am using NinjaTrader version 7.0.0.6. The datafeed is provided from TWS 900.6.

The following instruments i checked today round noon for there behavior:
ING (ING Groep NV), primary exchange: Aeb
ABI (Anheuser-Busch Inbev), primary exchange: Bse
RNO (Renault), primary exchange: Sbf
DBK (Deutsche Bank AG,) primary exchange: Xetra

I provided two screenshots for RNO@Sbf. The first screenshot shows the historical backfill volume. The second screenshot shows the same chart with realtime volumedata. The value of the volumebars is exact 100 times higher then normal. Note, in the T&S window you see enormous transactions on a one minute timeframe round noon, 100 times higher then should be. The daily volume shows 166.376.100 wich should be 1.663.761 at that moment.
I do not experience this with Nasdaq and NYSE stocks, their volumedata is normal, both as backfill and realtime.
I know that backfilldata and realtime datafeed from IB is not the same. They will differ, i understand that clearly, but this is really something beyond from what i can expect i think.

Check this with the other instruments i provided.

I experience the same behaviour under NinjaTrader 6.5 version 6.5.1000.14 with datafeed provided from TWS 900.6

[NinjaTrader_Bertrand]

Thanks for reporting, we'll check into.

[NinjaTrader_Bertrand]

Unfortunately we don't have the needed data subscriptions to check into those symbols - do you have a paper account setup that would help us testing this? If yes, please contact me directly at support at ninjatrader dot com Attn Bertrand

Thanks

[unitrade]

can someone give me the exact symobol for ads (adidas) with interactivebrokers. i cant find anything and i cant get it run.

thanks

[ModularMix]

Hi, this should be the symbol ADS on Ibis / Xetra.

[unitrade]

i use ads with xetra. all other dax stocks as well. but i only get qoutes from 3 dax 30 stocks. the rest have a blank chart. sometimes nt says i have to set a multiplicator (200). ???

next problem: if i want to use DTE with xetra (deutsche telekom) i cant use dte energy.

[unitrade]

nt: 6.5.1000.14
tws: 40.900

[NinjaTrader_Bertrand]

unitrade, I'm not sure which TWS release you refer to exactly, but we recommend using the 900.6 standalone TWS for the IB connection with the NT version you use - http://www.ninjatrader.com/webnew/su...ivebrokers.htm

[unitrade]

i am now running 900.6 but nothing changed.

here are some screenshots.

[NinjaTrader_Bertrand]

unitrade, which exchanges are you using for those symbols to access them? For example DAI is traded on the NYSE and thus needs the USD currency, then you should have data and chart access.

[unitrade]

DAI is also traded on Xetra. All of these stocks are set to xetra.

DTE and MRK are also listed at both exchanges.

[NinjaTrader_Bertrand]

Correct, but then it's not the DAI ticker in IB for example, but DCX.

Type DAI in the TWS market data line and it would only offer you the NYSE....

You can find those tickers in IB by seaching for example 'by company name'.