Wrong OHLC data on YM 12 12 (Interactive brokers)

[Felix291212]

Hi,

I have some problems getting the correct values for daily OHLC data on mini sized dow (YM) via Interactive Brokers data feed (regular trading hours). The data I get displayed in the chart window is not correct.

E.g I get an open of 13077 for 31/10/12 although it should be 13104. The strange t 1hing is, when I switch to a 15 min chart I can see the correct open of 13104 on the first bar. Only the daily chart seems to completely out of sync.

Has anybody some hints the fix that problem?

Thanks & regards,
Felix

[NinjaTrader_Joydeep]

Hello Felix,
Welcome to the forum and I am happy to assist you.

NinjaTrader appends ETH data from the IB API. Please make sure you are watching the chart with the extended session in TWS also.

Please let me know if I can assist you any further.

[Felix291212]

Hi Joydeep,

thanks for the fast reply. On both charts I use the regular trading hours (IB and NT). Furthermore I've downloaded the OHLC data from Ib using IBCollector. There the data is completely correct. I just can't figure out where this 13077 as open price comes from. It's definitely not the open of the regular session and the NT chart is configured that way that I only see regular trading session data. So, I'm still not sure what to do... ;-)

Regards,
Felix

[NinjaTrader_Joydeep]

Hello Felix,
If you change the session template in TWS chart as shown in the attached screenshot then are you getting the mating data.

[Felix291212]

Unfortunately it does not work. However, for me it would be really strange if chart parameter settings in Traderworkstation would affect data supply to NT... ;-)

[NinjaTrader_Joydeep]

Hello Felix,
NinjaTrader will pull the data as per ETH session template from IB/TWS.

In TWS you are watching the chart based on RTH session template. Thus you are getting the discrepancy.

If you change the session template in TWS (Right click on the chart in TWS and click on Settings parameters, and check on "Show data outside of regular trading hours") then the chart in TWS will have the same value as in NinjaTrader.

[Felix291212]

Hello Joydeep,

I understand what your are saying and if I switch to ETH in IB I get the same values. But - I don't want to see the charts (neither IB nor NT) with extended trading hours. So disable the ETH setting in IB and choose a RTH session in NT. And than I would expect that the NT chart is adjusted accordingly. Unfortunately this does not happen...

Cheers,
Felix

[NinjaTrader_Joydeep]

Hello Felix,
Unfortunately NinjaTrader will display the daily data based on ETH session template only.

As an alternative, you can open a chart for 1440 minutes with the session template "CME US Index Futures RTH" assigned to it.

[Felix291212]

Ah, that works. Is it planned to adjust the currlent behavior in future? The problem is, that I can get a much longer EOD data history from IB than I can get intraday data...

Many thanks for your help!

[NinjaTrader_Joydeep]

Hello Felix,
Glad you could make it work.

I will forward your feature request to development for future consideration.