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Old 08-14-2012, 08:15 AM   #1
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Default Sugar SB Oct12 with InteractiveBrokers

Hi,
I was trying to plot Sugar but I get some problems.
First of all Interactive has a different scale with tick = 0.0001 instead of 0.01 which I adjusted in the instrument manager, I also created a custom session starting 8:30 am and ending 8:00 pm Central European Time, yet I don't get correct bars on previous days plotting for example 5 minutes or 60 minutes bars.
I attach two screenshots to show what I get.
Is there anybody who can help?
Thanks
Smodato
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File Type: jpg SB60.jpg (41.7 KB, 3 views)
File Type: jpg SB5.jpg (68.0 KB, 2 views)
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Old 08-14-2012, 08:29 AM   #2
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Hello Smodato,
The tick size of SB in our default instrument list is .01. If you witness anything else I would suggest to reset the instrument manager.
  • To reset your instruments please: go to the Tools menu, select the Options menu item, select the Data tab, and then click on 'Reset Instruments'.

To assist you further can you send a screenshot of the custom session template.

Also please let me know the timezone of your PC.

I look forward to assisting you further.
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Old 08-14-2012, 08:35 AM   #3
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Quote:
Originally Posted by NinjaTrader_Joydeep View Post
Hello Smodato,
The tick size of SB in our default instrument list is .01. If you witness anything else I would suggest to reset the instrument manager.
Hi, I had to change that due to the way Interactive quotes Sugar, please see attached screenshot

Quote:
Originally Posted by NinjaTrader_Joydeep View Post
To assist you further can you send a screenshot of the custom session template.

Also please let me know the timezone of your PC.

I look forward to assisting you further.
I attach the custom session which is related to Central Europe (Rome, Berlin, Paris) as my computer.
Thanks, bye
Smodato
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File Type: jpg SugaratIB.jpg (5.2 KB, 2 views)
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Old 08-14-2012, 08:54 AM   #4
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Hello smodato,
Thanks for the information.

I suspect the erroneous bars were built before you changed the tick size. Can you please delete the the erroneous data and see if you could get the right chart.
  • Disconnect from all account connections
  • In Control Center menu bar goto Tools>Historical Data Manager>Edit tab
Please refer to our help guide which further illustrates how to delete data.
http://www.ninjatrader.com/support/h...ml?editing.htm


Please restart NinjaTrader once you are done.
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Old 08-14-2012, 08:59 AM   #5
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Thanks, I deleted the historical data and now it is plotting properly, thank you so much for your help!
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Old 08-14-2012, 09:04 AM   #6
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Sugar is traded at New York. You should never ever use a session template that does not reflect the timezone of the exchange. You will run into difficulties and have false charts, because the US has different daylight savings schedules than Europe.

To get the correct session template, please go to the website of ICE, then look for the contract specifications of SB and enter those times into your session template. The timezone must be Eastern Time, otherwise your session template cannot work correctly.

For the price, Interactive Brokers is dead wrong, because their prices do not reflect contract specifications. Kinetick has correct data, but of course this does not help, if you execute through Interactive Brokers. You will then need to rely on IB data only, because they are the only ones to have those false quotes.

The problem only occurs with SB. Other softs or commodities are not affected, for example you will get the correct quotes for Cotton, Coffee and Cocoa.


Quote:
Originally Posted by smodato View Post
Hi, I had to change that due to the way Interactive quotes Sugar, please see attached screenshot



I attach the custom session which is related to Central Europe (Rome, Berlin, Paris) as my computer.
Thanks, bye
Smodato
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