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IB's real time data is slightly different with its

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    IB's real time data is slightly different with its

    historical data. Anybody know why? Their historical data looks like 15 or 30 seconds earlier than the real time data time frame. That makes the backtesting result is different from the real time trading.

    #2
    Hello,

    Thank you for your post.

    Can you please clarify what type of chart interval you are viewing and using for backtesting.

    Additionally, this is to be expected to some extent.
    http://www.ninjatrader-support.com/H...TimeVsBacktest
    Ryan O.NinjaTrader Customer Service

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      #3
      I am using 15 minutes bar. In real time, the high of the bar at 10 am is 10.55 for exapmale. However, after loaded as historical, the high of the same bar is 10.61 because it is an up trend. And the 10.61 appeared in the next bar in real time. I set my time as 8:30AM to 3:00PM (central time) for the charting period of each day.

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        #4
        Hi atrader,

        This is to be expected since NinjaTrader plots real-time as it comes, but the historical data may be different due to time-stamping of bars by the feed. Please see the following link.
        http://www.ninjatrader-support.com/H...BuildChartBars
        Ryan O.NinjaTrader Customer Service

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          #5
          Thanks Ryan! This definatelly answered my question.

          Comment

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