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I very much doubt that the problem is Interactive Brokers. I use them as
well and have never had to question a fill. If you're using TS2000 then I'd
check there first. I believe that one of their settings synchronizes your
data with the PC clock rather than the data feed time. That might be a
cause. The only other thing I can think of is that TS defines a bar with the
closing time and some charting programs like QCharts use the opening time.
Andrew
----- Original Message -----
From: <erwilm45@xxxxxxxxx>
To: "Omega List" <omega-list@xxxxxxxxxx>
Sent: Sunday, January 06, 2002 5:34 PM
Subject: NEED INPUT: my broker fills are outside range of bar. any ideas?
(e-mini futures)
> Hello List!
>
> After checking my trades in the ES and NQ, I found several entries and
> exits that are outside the range of the bar in which the trade
> occurred. Am I getting screwed? Any ideas on what's going on? I'm
> using Interactive Broker, and supposedly they are bringing in a live
> bid ask from the CME. I'm using e-signal for data.
>
> Thanks for the input.
>
>
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