sam028 

From the TWS itself: The IB API is the same for everybody: here it's an reqHistoricalData(), and the data stored on IB server, so, no surprises expected I think.

If we talk about historical data, all three applications, TWS, NinjaTrader and Amibroker show the same data. The difference only occurs with real-time data.

The (identical) real-time data shown by both Amibroker and NinjaTrader is completely different from the historical data. TWS displays the same real-time as historical data.

Fat Tails 

If we talk about historical data, all three applications, TWS, NinjaTrader and Amibroker show the same data. The difference only occurs with real-time data. The (identical) real-time data shown by both Amibroker and NinjaTrader is completely different from the historical data. TWS displays the same real-time as historical data.

Oh sorry, I didn't get it.
As the IB feed is only 4 snapshots/second, I agree that it's not a front-end problem, but the live feed itself.

sam028 

Oh sorry, I didn't get it. As the IB feed is only 4 snapshots/second, I agree that it's not a front-end problem, but the live feed itself.

But why is real-time TWS as per chart different from real-time API ?

Fat Tails 

But why is real-time TWS as per chart different from real-time API ?

Maybe TWS adds other bugs.

The only thing I can say now about ninja is that my realtime and refreshed charts (volume bars) are always identical. The realtime feed is velocity, the refresh is ninja servers. Only one day they were a bit different after the refresh.