Attention!

moonriver · 12-13-2008, 08:58 AM

I was comparing data output on a 2 min fdax chart running NT and esignal side by side. Even though IB is a snapshot feed I thought on non-tick chart bars, such as a minute interval chart at least OHLC would be the same. Yet there is a tick or 2 difference on the open or high, low or close. It is not consistent. 1 bar on IB was even 6 ticks "short" (3 full point difference on the close!) compared to esignal. Any idea why that is? Thanks

NinjaTrader_Bertrand · 12-13-2008, 09:30 AM

Hi moonriver,

You are correct I believe, the time bars should align pretty closely.

Did you compare the eSignal already rolled continuous contract with the 'old' Dec one in IB by any chance?

Otherwise I would suggest synching your PC time and checking again next week.

Good weekend!

12-13-2008, 08:58 AM	#1
moonriver Member Join Date: Dec 2008 Posts: 35 Thanks: 0 Thanked 0 times in 0 posts	OHLC on minute bar - IB vs. esignal I was comparing data output on a 2 min fdax chart running NT and esignal side by side. Even though IB is a snapshot feed I thought on non-tick chart bars, such as a minute interval chart at least OHLC would be the same. Yet there is a tick or 2 difference on the open or high, low or close. It is not consistent. 1 bar on IB was even 6 ticks "short" (3 full point difference on the close!) compared to esignal. Any idea why that is? Thanks
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12-13-2008, 09:30 AM	#2
NinjaTrader_Bertrand NinjaTrader Customer Service Join Date: Sep 2008 Location: Germany Posts: 22,421 Thanks: 252 Thanked 982 times in 964 posts	Hi moonriver, You are correct I believe, the time bars should align pretty closely. Did you compare the eSignal already rolled continuous contract with the 'old' Dec one in IB by any chance? Otherwise I would suggest synching your PC time and checking again next week. Good weekend! Bertrand NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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