Problem: IB TWS backfilled data showing off scale in NT charts

[RistoX]

I'm using NinjaTrader version 6.5.1000.14 along with Interactive Brokers Trader Workstation as the data source connection. There's a charting-related (or possibly data backfill related) problem that has repeated over and over again over several versions during the past months, so I'm getting tired of it and decided to report it and ask for advice on what could be wrong here.

The problem is that sometimes when starting NT and refreshing the chart data (from IB TWS, which I use), previous days' data is displayed with some kind of an offset from the actual prices. E.g, the highs and lows are offset from the real values pretty much by a single constant. The data is not only displayed this way, but the bar price info window actually shows the wrong OHLC values as well.


I've prepared a thorough comparison between the TWS chart view and NT chart view. I've taken snapshots of yesterday's EUR.USD currency pair 5-minute charts that highlight several highs lows, that are different on the two charts of NT and TWS, even though they display exactly the same time period and equally 5-min price bars, but highs and lows differ by 8-9 pips roughly.

NT chart: price peak 1
TWS chart: price peak 1

NT chart: price peak 2
TWS chart: price peak 2

NT chart: price peak 3
TWS chart: price peak 3
For outside comparison, here's the 3rd peak from NetDania EURUSD web chart:
NetDania chart: price peak 3

So the TWS chart is correct, because it matches NetDania's, while NT chart is offset by 8-10pips.

NT chart: price peak 4
TWS chart: price peak 4

And finally, comparison between the day's last 5-min bar between NT and TWS:
NT chart: last 5min bar
TWS chart: last 5min bar

So here the NT kind of "adjusts" the chart at midnight and all today's bars following the midnight break point are correct. The consequences of this incorrect information are serious, as indicators and trendlines become incorrectly displayed. So please look into this and help.

I can't imagine I could be doing anything wrong, since as a software developer myself, I know that this responsibility is completely covered inside the TWS API interface and the NT implementation and should not be affected by any chart settings or such. I've removed all tools/indicators from the NT chart as well, on purpose. Additionally, I've refreshed the data several times in NT - no changes, the prices stay offset from their actual values.

I've yet to check whether this happens only with the EUR.USD currency data or with other symbols as well. Will look into this later on, for now I've got errands to run, but indeed, it's a serious bug nonetheless.

Thank you

[NinjaTrader_RyanO]

Hello RistoX,

Thank you for your post, and welcome to the forum.

Can you please check the version of TWS you are using by going to Help-->About.


Also, please go to Tools-->Options-->Misc and please make sure the Quote Currency (FX) in: HalfPip.

[RistoX]

Thank you, Ryan, for the welcome and especially for the quick reply. Even more so, thank you for the advice - it helped. The "Quote Currency (FX) in:" setting was at "Pip". Changed it, reloaded the historical data, and the offset is now gone. It seems that this setting was indeed somehow producing this bug.. hopefully that resolves it for good. I'm pleasantly surprised, least to say - thank you again.

But just to be clear, the TWS version I'm using is 901.8


One more quick question concerning charting popped up: when my chart is scrolled backwards (e.g. the view is not located at the very rightmost side, but is focused somewhere in the middle) and I change the bar interval (timeframe), from say, 5-minute to 1-minute, the chart resets the view to the rightmost edge (to the very latest price action). Is there a way to change this so that changing timeframes leaves the view focus where it was previously, as it is quite annoying sometimes, when doing historical price studies and switching between time frames..? Or is this just inevitable right now? Maybe a future fix?

Other than that - great work you guys have done, thumbs up and keep it going. First impressions of support are excellent, too - my respect.

Thanks again.

[NinjaTrader_RyanO]

Hi,

Glad to hear that the setting change resolved the issue.

As for the version of TWS you are using we would recommend that you use the most current supported version which is 900.6. IB updates the TWS software more frequently than we have to NinjaTrader, and as a consequence we are only able to support certain tested versions. You can download that version at the link below.

http://www.ninjatrader-support2.com/ninjatrader/TWS/tws40_install_900.exe

As far as the second issue that is expected with NinjaTrader, and I will forward your suggestion to development for inclusion on the list of possible future enhancements to NinjaTrader.