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Wrong quotes used by strategy

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    Wrong quotes used by strategy

    I have a weird thing going on in one of my strategies. My strategy runs with CQG as first and IB as second connection, with trading the CQG connection on Sim and the IB connection live. When trading LE or HE - and only those two - quotes received by the NT platform through the IB connection are 1/100 of the real prices, and consequently all live trading uses totally wrong numbers. The IB platform however shows the correct quotes, with no indication why it would send these wrong quotes to NT. All the Sim trading is correct. I checked the instrument manager, and all the parameters like exchange, point value or tick size are correct. The entry for IB in the symbol map is also correct.Both CQG's and IB's data subscriptions are including HE and LE.

    Any idea what's wrong?

    #2
    Hello Loki45,

    Thanks for writing in to our Support team.

    Please send me your log and trace files so that I may look into what occurred.

    You can do this by going to the Control Center-> Help-> Mail to Platform Support.

    Ensuring 'Log and Trace Files' is checked will include these files. This is checked by default.

    Please include a link to this forum post in the body of the email and put ATTN Alan S in the subject line.

    I look forward to your reply.
    Alan S.NinjaTrader Customer Service

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