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Connecting Support for establishing connections to your broker or market data service provider.

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Old 12-16-2007, 08:28 PM   #1
TraderGuy
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Default ESignal & IB Decimal Differences

If I use ESignal as my feed and IB as my broker, are the differences in how quote decimals are handled between the two resolved?

For example IB format for JPY(6J) is 0.000000/0.009000 where ESignal will represent the same as 0.0000/0.90000. This creates a mess when using one feed one day the other the next. Currrently this is resolved by making changes in Instrument Manager and reloading the data.

The question I have is how is this handled with ESignal as the feed and IB as the broker in a live trade? What price quote and PnL are reported in Ninja, and are they correct?

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Guy
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Old 12-16-2007, 09:21 PM   #2
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Fortunately/unfortunately we do not have this problem since we do not support IB as a broker for FX.
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Old 12-17-2007, 06:05 AM   #3
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Sorry, I wasn't clear on this, the issue is with 6J futures. One way to see this issue is to load a chart using ESignal symbol 6J, disconnect ESignal, then use IB for live data, you will see a two decimal place difference in the price on the chart.

Instrument manager can be set up for one or the other (0.0001 or 0.000001 and the correct value) but not both. So my question is how would NT handle this with ESignal as a feed and IB as the broker?

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Old 12-17-2007, 07:04 AM   #4
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Orders would go in at the price that is you choose using the tick size specifified in the instrument manager. I suspect you can set the tick size based on IB and all should be fine.
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