Critical issue during live trading - Volume bars changed on reload

[siroki]

Hi,

I'm trading the US stockmarket. I connect NT8 directly to TWS (Interactive Brokers). When I watch the 1 min volume bars they show a certain level. But when I click on reload data, the volume bars are changed!

I put my TWS chart next to NT and TWS charts seems to show the correct volume bars.

How can this be? Please help because I really need reliable volume data.

Thanks

[suroot]

Hi,

What data feed are you using in Ninja, Kinetic or something else? Same behaviour on all instruments?

br,
Chris

[NinjaTrader_PatrickG]

siroki, the difference you're seeing in data before and after a reload would be expected when using Interactive Brokers data feed.

The real-time data which Interactive Brokers displays in their platform (TWS) is unfiltered. The real-time data which is sent to NinjaTrader is filtered. Historical data sent to NinjaTrader is not filtered.

When you connect to Interactive Brokers in NinjaTrader, historical data (unfiltered) is loaded up until that exact moment, and then real-time data (filtered) is used to populate your charts in real time.

When you 'reload all historical data' on your NinjaTrader charts, this causes historical data to load up to that exact moment and then real-time data is used to populate your charts with data in real-time. Because of this, it is expected that you should see different data after a reload.

I'll submit a feature request to change the adapter with Interactive Brokers so that unfiltered real-time data is received into NinjaTrader. EDIT: tracking ID SFT-2738