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IB daily data issue

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    IB daily data issue

    Hi,

    I am using Interactive Brokers as a data provider. I have loaded historical data back to a certain date. Then during the week, I notice that the daily bars have one or two days of bad days that load. Refer attached chart as an example for ADI which shows one day two days ago that has a price over 100 which did not occur. Minute timeframes seem to be ok.

    Is this a known issue with Interactive Brokers and if so what is the work around? I am using NT8.

    Thanks

    Numbo
    Attached Files

    #2
    Hello Numbo,

    If you right-click the chart and select Reload All Historical Data does this correct the chart?

    If so, it may be that there are errant ticks being received in real-time.

    What is the Trading hours template that is used for this chart?

    If this is the issue it is possible to filter bad ticks from the Tools -> Options -> Market Data window.
    Chelsea B.NinjaTrader Customer Service

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