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Receiving wrong data

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    Receiving wrong data

    I'm using last versions of NT and TWS from Interactive Brokers.
    Just today I started to visulize the minute chars as the attached file.
    It seems that some data I received with the decimal point in a worng position and it's impossible to work.
    I repaired and deleted the database and also reinstalled it but the problem remains.
    Ib tell me that they are sending the right information and the problem will be in the reception of the data.
    Ihave same problem wiht all the instruments (ES, 6B, FGBL,....) and each time I charge it the problem appears in a different hour or day.
    Can you let me know how solve the problem?
    Thanks and regards

    Joan
    Attached Files

    #2
    Hello,


    Can you please double check the build of TWS are you using? You can check under TWS -> Help -> About


    With the current version of NinjaTrader, it is critical that you use TWS build 917.


    If you are using a version newer, please uninstall your existing version via the Windows Control Panel, and then install 917 via the following link:


    http://www.ninjatrader.com/ninjatrader/TWS/tws40_install_917_8.exe


    Once TWS 917 has been installed, please ensure that the configuration in our Connection Guide for TWS has been completed.


    The following link will take you to a page that details the steps required for creating a connection to Interactive Brokers and specific connection configuration information.


    Click here to take me to the Interactive Brokers Connection Guide



    Lastly, please make sure that you have enabled the TWS API Configuration to allow a connection. This can be set in TWS by going to Configure--> API--> check "Enable ActiveX and Socket Clients".


    Please let me know if you need further assistance.
    MatthewNinjaTrader Product Management

    Comment


      #3
      I'm using the TWS 917.8. The API connection is ok, I was working without problems for few months, and the Day data are ok. The problem appears only in minute charts

      Comment


        #4
        Joan,

        What happens when you right click on these charts and select 'reload all historical data'? Do the charts backfill correctly?
        MatthewNinjaTrader Product Management

        Comment


          #5
          Yesterday when doing it, the result was the same,...today it seems that is ok . I don't understand.
          What is your suggestion about Options-Data-"Save Chart data as historical" working with Interactive Brokers?
          ... and... can you let me know what the attached error means?
          Attached Files
          Last edited by domenech; 11-22-2011, 08:42 AM.

          Comment


            #6
            Hello,

            You should only enable 'save chart data as historical' if your provider does not off historical data. If you are using tick data from IB, you might want to consider enabling this option as they do not off historical tick data.

            This message indicates that the symbol is not setup correct.

            Can you please go to Tools--> Instrument Manager--> remove the ES 12-11 contract from the Default Instrument list by pressing the ">" button.

            Next please reset your instruments: To reset your instruments please: go to the Tools menu, select the Options menu item, select the Data tab, and then click on 'Reset Instruments'.

            Then restart NinjaTrader and test again.
            MatthewNinjaTrader Product Management

            Comment


              #7
              OK thanks, so, if I understand correctly for use minute charts from IB I don't need enable 'save chart data as historical'.
              I will reset the instruments,....
              When could be necessary to enable "Get data from server(if available)"?

              Comment


                #8
                For connections that do not offer any historical data, such as Patsystems or Trading Technologies

                Click here for more information on the varying levels of data of our supported connectivity providers
                MatthewNinjaTrader Product Management

                Comment


                  #9
                  ok,.... but in this case, if I close a session today, when I open it tomorrow morning I lost the night data, and if I want to use it in a chart for (for example) calculate an indicator, I need to have the "get data from server" enabled. True?

                  Comment


                    #10
                    Hello,

                    This would be true for tick intervals, such as tick charts, range, volume, second, etc. IB does not offer historical tick data so this information cannot be downloaded from their servers when you restart. If you wish to save the data you collected in real time for the tick charts, please enable this option.

                    For your minute data from IB, this will be backfilled from the IB servers when you connect. If you are only using minute intervals, you would not need to select this option.

                    Please let me know if you need further clarification.
                    MatthewNinjaTrader Product Management

                    Comment

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