2. If the data isn't received with a timestamp, how can it be assured that ticks are charted in the correct sequential order? Imagine a stock undergoing a fast upward trend, but one stray tick from early in the trend arrives AFTER others that occured later in the trend; this would make it appear that the stock dropped back down.
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Interactive Brokers data and timestamps
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Interactive Brokers data and timestamps
1. Does Interactive Broker's data still arrive without a timestamp from the exchange?
2. If the data isn't received with a timestamp, how can it be assured that ticks are charted in the correct sequential order? Imagine a stock undergoing a fast upward trend, but one stray tick from early in the trend arrives AFTER others that occured later in the trend; this would make it appear that the stock dropped back down.Tags: None
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Hello MM345,
While this question is specific to Interactive Brokers and should be asked to IB, in general all ticks (and market updates) are time stamped by the exchange for futures and equities.
(There are no centralized exchanges for forex)
NinjaTrader, as these are received, will convert this to your local PC clock.
The ticks are timestamped in order on the exchange before being sent to a brokerage server.Chelsea B.NinjaTrader Customer Service
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Thank you for the reply.
My question arose from reading your help file https://ninjatrader.com/support/help...rical_data.htm
Not just specific to Interactive Brokers, but in the table I take "local" as meaning the data is timestamped based on the time it arrives on my local computer. Am I wrong? If not, I'm still curious as to if/how my chart knows how to order the ticks in the case they didn't arrive in correct order.
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Hello MM345,
Ah, I am seeing your meaning.
This still appears to be a question for Interactive Brokers as the data is sent from IB's servers and received by the Trader Workstation, and then TWS makes this available through the API to NinjaTrader.
But my understanding is the same as yours, that the data is received and time stamped on the local computer in TWS.
Native timestamps on real-time data are offered by the following providers:
BarChart
CQG
eSignal
IQ Feed
KinetickChelsea B.NinjaTrader Customer Service
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Hello barrosco,
Are you asking if its possible to connect to Interactive Brokers and receive real-time data?
If so, yes, this is possible.
Below is a link to the connection guide for Interactive Brokers.
As well as a video that demonstrates setting up an instrument that is not already setup in the Instrument Manager.
Or is your question related to what is being discussed in this thread about Native vs Local timestamps?
We will not be able to change how TWS timestamps its data.
I would recommend you contact Interactive Brokers to make this request.Chelsea B.NinjaTrader Customer Service
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