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    missing data

    Hi

    comparing IB Datafeed and NT8 / Continuum Datafeed i'm missing a lot of data.
    attached one example.

    in time and sales list from IB you can see +182 contracts.
    in orderflow / and time and sales list from NT8 these +182 are not available.
    why ?
    thx.
    Attached Files

    #2
    What version of NinjaTrader 8 are you using? Please provide the entire version number. This can be found under Help -> About (Example: 8.0.X.0)

    What version of Trader Workstation are you using?

    Please clarify - you're comparing the feed within Trader Workstation to a Continuum feed within NinjaTrader? If so, the answer may be that different data feeds in different platforms can provide different data.

    If you disconnect from Continuum then connect Interactive Brokers to NinjaTrader, do you notice the same discrepancy?
    Patrick G.NinjaTrader Customer Service

    Comment


      #3
      Hi Patrick,
      i'm running 8.0.13.1
      i'm also running the latest version from TWS.

      it's exactly like you describes:
      i've compared NT8+ Continuum Feed against IB + TWS

      The instrument was YM Future.
      My expectation as it's a future feed: this feed should be identic in each datafeed.

      Comment


        #4
        This is not necessarily true. All data providers are not created equally. Different providers could filter or package the data differently. NinjaTrader behaves like a radio in that it simply displays the information from your provider as it receives it.

        Interactive Brokers in particular chooses to handle data requests differently when their data is requested by a third party platform through their API.

        Have you made the comparison between TWS and NinjaTrader when NinjaTrader is connected to Interactive Brokers and not Continuum?
        Patrick G.NinjaTrader Customer Service

        Comment

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