Last Price gets stuck with IB's market data

Discussion in 'Data Sets and Feeds' started by davidc123, May 23, 2008.

  1. Hi,

    I'm linking NinjaTrader to IB's feed because TWS is rubbish. What i'm seeing is that in the first half hour or so the last price will frequently get stuck at the wrong price, while the Bid/Ask folllow the real price.

    e.g. The price on a stock moves from 20.00 to 30.00 in 20 minutes, and the Bid/Ask make their way from 20 to 30, but the last price coming through in T&S stays at 20.00.

    This also leaves the charts looking completely wrong. Bars just stay at the wrong price, and often i'm left with big gaps where the price supposedly didn't change for that period.

    Ninja say this is IB's problem, and IB dont respond. Has anyone else seen this? Is there anything I can do?
    If not, can you recommened a data feed for a reasonable price?

  2. Sounds like NinjaTrader isn't properly using the IB API to get the last trade price. Never had this problem using QuoteTracker with IB.