IB vs NinjaTrader charts

[corrado]

Hi,

I'm trading automated strategies on tick by tick basis using IB data feed. I'm aware that IB sends last tick of a group few times a second. Running side by side live strategy on IB account vs on SIM account I noticed that regularly stop gets hit on IB account unlike on SIM account. I compared the charts IB vs NInjaTrader an noticed that they are different! I compared some candles' OHLC data and they were different. However, when I reloaded the NinjaTrader chart after a while then the both charts matched. Apparently, IB corrected its historical data, live data was incomplete.

Question:
1. Is the IB data feed the reason of the problem?
2. Is there any way to fix this issue without subscribing for additional tick data feed service?

[NinjaTrader_Matthew]

1. As IB has a live filtered feed, you may see some discrepancies when you compare to the historical data
2. The only way to ensure that your live data matches historical data is to use an unfiltered real-time feed.

The only suggestion I have is to ensure your local PC clock is in sync to a time server, as the real-time IB data will be time stamped based of your PC clock and this may not match the historical bar times that IB is using for the historical data once you reload.

[corrado]

NinjaTrader_Matthew, thank you.

[beierde888]

Thank you for your answer Matthew.
My local PC time is in sync to the windows server, but the time on IB TWS is always different from my local time, so the bars on TWS and NT are not formed at the same time. Is there a way to fix this problem? Thanks in advance!

[NinjaTrader_Matthew]

What version of TWS are you using? There was a known issue with 939.2 which displays the exchange time, rather than the local PC clock time.

This was discussed by TWS support as being fixed in an upcoming release. To resolve this behavior currently, the best resolution is to revert to the support 938.1:

http://www.ninjatrader.com/ninjatrader/TWS/tws40_install_938_1.exe

[beierde888]

Thank you for replying Matthew.

I have reverted TWS to 938.1 but the time is still different from my local time.

[beierde888]

Not sure why but the images are not shown correctly in my last post.

[NinjaTrader_JC]

Hello beierde888,

I am not able to view any of the images that were attached.

Could you send them to "support [at] ninjatrader [dot] com" with reference to this thread in the body of the email and put "ATTN: JC" in the subject line so that I may be of further assistance?

[NinjaTrader_JC]

Hello beierde888,

I have not received your email yet but I was able to see the images that you attached in the last post and I see that the time in IB is about 13 seconds less than your local PC clock.

Have you tried changing the Time Server that you are syncing your PC clock to? For example have you tried the time server "time.nist.gov".

Happy to be of further assistance.