Why in NT, the EURUSD tick data isn't the same as TWS of IB ?

[pstrusi]

I've been watching a curious way that NT has for incoming data from IB. Despite I have two opened charts, CLOSE and BID for the EURUSD, the incoming tick data is exactly the same, I mean: in NT, the last price = Bid price, and that's a little distorsion that might affect certain automated Algos behavior.

So, I have questions:

- Is NT meant to do this behavior with IB tick data? why?
- If so, is it possible to change it with some code or configuration?

Thanks for any help

[NinjaTrader_ChelseaB]

Hello pstrusi,

Thank you for your note.

The Last and Bid price data from IB to NT should be correct. In general the Bid price will be very close if not the same as the Last price. This is due to market dynamics.

I have created an indicator that will print the values of the close and open prices of the $EURUSD. This will allow you to more easily make a comparison of the Last and Bid prices. You will need to open the Output window to view the results of this indicator.

To open the Output window:

• Click Tools -> Output Window...

To import this indicator:

1. Download the indicator to your desktop, keep them in the compressed .zip file.
2. From the Control Center window select the menu File > Utilities > Import NinjaScript
3. Select the downloaded .zip file
4. NinjaTrader will then confirm if the import has been successful.

Note that on any files that say "File already exists on your PC" that start with an "@" symbol are the ones that came preloaded inside of NinjaTrader so you would say "No" so that you do not override those files.



If after view the results of this indicator you are seeing that the Close Last and Bid prices and Open Last and Bid prices are always the same please let me know.