Fdax - Ib - Ninjatrader

Discussion in 'Index Futures' started by albet15, Aug 22, 2011.

  1. albet15


    Attached chart shows:

    left side is real-time data from IB to NT.
    right side is reloaded historical data from IB to NT.

    This got my attention today as I was looking at IB chart of first few minutes. The first minute candle was red, but after refreshing the chart (which probably made IB load historical data) it became green.

    WOW. I know that IB feed is not raw feed..... but this means that for someone trading on 1 min charts external feed is a must.
    Is IB historical data unfiltered?

    Am I right or am I missing something?
  2. FGBL07


    IB distributes a snapshot of the Eurex Member data feed. That means it is fast, but not accurate in the sense that you may miss Highs/Lows of a move.

    The historical IB feed should be accurate.

    I think there is an option in IB to give you accurate date for 5s (or larger) time frames.

    Changes in the chart pattern may happen with any data feed. Usually the data feed providers have large server farms and depending which server you are logged in you may see differences. That is log out, restart software/computer, log in and you may see a different pattern. Not radically different but something to the tune you have experienced.
  3. Ticks from IB are not time stamped so software must form bars on the basis of the PC clock. If this is a bit off then bars are going to be not the same. TWS sends it's notion of the current time when software connects to it via the API. The software may choose to sync the PC clock to this or to make adjustments on the fly. I don't know what Ninja does.

    That said, the DAX has been extremely volatile and only a few "ticks" per second from TWS are bound to miss some traded prices occasionally. That's the way it is.
  4. eric341


    I use TT feed on NT for FESX and usually everything is rock solid.

    But I don't scalp 1 or 2 ticks, I am more of a swing trader so...

    Some older historical data is defective, though (like 2-3 years old stuff)
  5. IB data feed is actually very good no matter how much bashing it attracts.
    Sure it has drawbacks.

    Problem is that (to my knowledge) none of the usual platforms cares to use it appropriately.
    Certainly not Ninja. Ninja handles historical backfill from IB in a chaotic way and when you talk to them it's the usual "it's IB's fault" rant.