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[bug] spreads <0.5pip displayed as 0 in Level II
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[bug] spreads <0.5pip displayed as 0 in Level II
I use IB data feed.In Ninjatrader Level II window, all forex spreads < 0.0000'5 will be displayed as 0. For spreads >= 0.0000'5 everything is ok. I guess small spreads are rounded to 0. This should be a bug.Tags: None
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Hello wzero,
Please attach a screenshot of the value you are referring to.
To take a screenshot press Alt + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CTRL + V to paste the image. Lastly, save as a jpeg file and post the file as an attachment.
For detailed instructions please visit the following link
Christopher S.NinjaTrader Customer Service
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I don't think it's due to the IB data feed. Because see the attached EUR/USD as an example, the first line of the depth is 1.3525'8 * 1.3525‘9, this is the data NT get from the data feed. But the spread is 1.3525'9 - 1.3525'8 = 0.0000'1, the math is unrelated to the data feed. Becuase NT already get the bid, ask value from the data feed and now the math spread = ask - bid, here is 0.0000'1, not 0. This is math problem.
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Hello wzero,
Tenth pip Forex data is not supported with Interactive Brokers. This connection supports the half pip setting.
This information can be found publicly at the link below.
Click here to take me to the Interactive Brokers Connection Guide
Are you connecting to another data provider in NinjaTrader?Christopher S.NinjaTrader Customer Service
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IB TWS already support tenth pip forex by enabling the "high precision forex" option in TWS, and it works very well with NT7 charting except the spread in Level II that's a math problem of Ninjatrader itself. Ninjatrader alread get the bid and ask price in Level II window and the ask - bid is not equal to 0. What problem can be the data feed?
I don't have other data feed has forex spread < 0.5 pip to test.Last edited by wzero; 07-17-2014, 08:23 AM.
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Hello wzero,
The tenth pip setting is not supported when connected to IB in NinjaTrader.
In NinjaTrader, the IB connection supports the half pip setting.
Information on supported pip settings with different data providers can be found in the connection guide.
Connection guides can be found at the link below.
Christopher S.NinjaTrader Customer Service
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