IB data server based?

[lovezg]

Hi, I primarily trade ES emini using IB as my broker and data provider on NT. I trader off 5 min chart most of the time. I noticed the real time data from IB does not always start and end on the right price on any given 5 min bar. But if I disconnect and reconnect IB data, then all the previous data will be corrected. Why is that? Is it because IB data is not server based, but time stamped on my PC? I Sync the clock on my PC several times a day, but it still have discrepancy several times throughout the day. Do you have any suggestion to have the data right the first time on all the bars? Thanks!

[NinjaTrader_RyanM1]

Hello Lovezg,

Welcome to our forums.

You've correctly identified what's happening.

Below taken from:

http://www.ninjatrader-support.com/HelpGuideV6/HowDoesNinjaTraderBuildChartBars.html

As ticks come into NinjaTrader in real-time, they are time stamped based on your local PC time if they do not already have an associated time stamp that is provided from the real-time data source. The majority of our supported brokerage feeds DO NOT time stamp ticks where most of our supported market data vendor feeds do provide time stamped ticks. NinjaTrader then builds bars based on the time stamp of the incoming tick and displays these bars in your chart in real-time.

Let's say you have a tick (tick "A") with a time stamp of 10:31:00 AM which gets packaged into the 10:32:00 AM bar and happens to be the high of that bar. An hour later, you reload historical data from your historical data provider into NinjaTrader. This process will overwrite the existing data. The 10:32:00 AM bar now looks different since the high made by TICK "A" is now part of the prior bar, 10:31:00 AM. How is this possible?

• Your PC clock could have been off so the time stamp is delayed
• Your internet may have been lagging so the tick came in slightly delayed and therefore the time stamp is delayed
• Due to standard latency, even 50ms delay (which is normal) could be the difference between a 10:30:59 and 10:31:00 time stamp
• There is no way of knowing how the historical data provider packages their bars

The only way to ensure that data always looks the same is if every connectivity provider sent ticks with time stamps AND that all vendors synchronized on time stamps. Unfortunately, this is just not a reality nor plausible.

[noemotions]

you said: The majority of our supported brokerage feeds DO NOT time stamp ticks where most of our supported market data vendor feeds do provide time stamped ticks

Do you have the list of data providers (including brokers ) which provide you time stamp ticks ?
Does Esignal have that ?

[NinjaTrader_VinceB]

Hi,

Unfortnately we don't have such list available.

Not sure if eSignal has this available either, you might want to contact them.

[lovezg]

Thanks for the clarification RyanM. IB platform has its own charting feature. The data seems to be time stamped on the server side because it is always accurate as far as I can see. But the charting capablity is a bit lacking for my use. Is there anyway this server based IB data can be transferred to NT charting? Thanks!

[NinjaTrader_RyanM1]

Hello Lovezg,

We're not aware of any changes to the IB data feed at this time.

If you can export the data in TWS, you could then import it in NinjaTrader.
Importing data in NinjaTrader.