Market data IB TWS is different

[walter739]

Hello, i have a strategy in one minute for SPY, I active this strategy in my VPS with a real account and demo account with my personal computer. In both the market data in the day is different to data in TWS. I download the historical data the next day and is the same in TWS. I dont use in my stretegy tick replay.But i need the same market data of the broker in ninjatrader.

Annex pictures.
SPY VP 16-6 Market data in the moment
SPY PC 16-6 Market data in the moment
SPY VP 16-6 donwload 17-6 . Market data the next day, is the same to TWS.

Please how i can get the same market data of the TWS in intraday strategy.?

I need subscribe to Kinetick or is the same problem?

Regards

[NinjaTrader_Jim]

Hello walter739,

Thanks for your note.

As long as the data provider is the same, the same time zone is configured on each platform, and the chart is set up with the same settings, I would expect to see the same data between both PC's. Timezones in the platform are set in the Tools > Options > Market Data menu. You can clear the data in the Edit tab of the Historical Data window to clear the data, and then open a new chart to request that data so you can make comparisons.

If you are trying to get TWS data to match what you see with a NinjaTrader Continuum connection, you can expect differences since the data provider is different. For one example, Interactive Brokers will provide 0 volume bars for minutes where there are no trades.

If you cannot connect to multiple Interactive Brokers accounts to ensure the data fetched is coming from the same source, you could consider getting Kinetick accounts to fetch the data from both machines, and then configure Kinetick as the preferred data source.

Multiple Connections - https://ninjatrader.com/support/help...onnections.htm

We look forward to assisting.