Hi,
I am using Interactive Broker extension and had intraday data problem after I updated WL 8 Build 34.
15 min bars end at 13:00 everyday and I see gaps between days because of missing data. What can I do to fix this?
Chart Settings:
- US Stocks selected
- Ticked "Filter Pre/Post"
- EST: 08:10
- Local: 15:10
Things I Tried:
- Removed and add IB from data manager
- Deleted and fetched 15 min historical data
- Went over WL documentation and made sure Broker Connections are correct
I am using Interactive Broker extension and had intraday data problem after I updated WL 8 Build 34.
15 min bars end at 13:00 everyday and I see gaps between days because of missing data. What can I do to fix this?
Chart Settings:
- US Stocks selected
- Ticked "Filter Pre/Post"
- EST: 08:10
- Local: 15:10
Things I Tried:
- Removed and add IB from data manager
- Deleted and fetched 15 min historical data
- Went over WL documentation and made sure Broker Connections are correct
Rename
First thing - check your machine's time zone and make sure that the clock is synchronized to that zone.
What symbol(s), for example?
What symbol(s), for example?
All data started to look like this.
I have this in AAPL, TSLA, AMZN
Machine/local timezone is different than EST and local timezone is 15:30. Do I have to change this to EST?
The Time Zone does not matter, but the clock must be synchronized to the proper time for the zone.
I synchronized the clock but still have the problem.

I can see the problem as volume is high from 2:45 am to 9:15 am. I can see the the shift in trading hours but I still can't fix it

I didn't have this problem before.
I can see the problem as volume is high from 2:45 am to 9:15 am. I can see the the shift in trading hours but I still can't fix it
I didn't have this problem before.
It's definitely a time zone issue. The timestamps should be in the Market's time zone, which is U.S. Eastern time for US Stocks.
I don't recognize this - "12 Nisan 2023 Carsamba"
1. Are you on a Windows machine?
2. Can you try using a different time zone that matches your country's?
Unfortunately, you'll need to refresh the data to correct the timestamps in your local cache. If it just started, you can use the Data Tool in the Data Manager to truncate from the day it went wrong.
I don't recognize this - "12 Nisan 2023 Carsamba"
1. Are you on a Windows machine?
2. Can you try using a different time zone that matches your country's?
Unfortunately, you'll need to refresh the data to correct the timestamps in your local cache. If it just started, you can use the Data Tool in the Data Manager to truncate from the day it went wrong.
Okay, I think I know - you must have changed your TWS Time Zone.
You need to set the TWS Time Zone to match your UTC + 3 zone. On the TWS Login dialog, click "More Options" in the lower right corner. Which Time Zone is selected there?
You need to set the TWS Time Zone to match your UTC + 3 zone. On the TWS Login dialog, click "More Options" in the lower right corner. Which Time Zone is selected there?
I uninstalled and reinstalled WL. I tried another UTC+3 timezone and it didn't work. I checked TWS timezone, it seems ok.

This is a windows machine and here is the local machine time settings.

In any changes I truncate all 15 min data and fetch again.
Two weird things:
- Time is not shifted hourly but it is shifted -6 hours and 45 minutes. First trading bar is 02:45 am Last trading bar is 09:15 AM
- Then I right click on IB under my datasets, deleting option is gone. I am deleting IB data but connection is same.
This is a windows machine and here is the local machine time settings.
In any changes I truncate all 15 min data and fetch again.
Two weird things:
- Time is not shifted hourly but it is shifted -6 hours and 45 minutes. First trading bar is 02:45 am Last trading bar is 09:15 AM
- Then I right click on IB under my datasets, deleting option is gone. I am deleting IB data but connection is same.
I don't have your data to analyze, but It's either -6.5 or -7 hours. WealthLab timestamps are adjusted to the end-of-bar.
Example:
The 15-minute bar that opens at 09:30 ET in a TWS Chart will be timestamped 09:45 in WealthLab.
Well, I can't tell what's gone wrong there, but if I have another idea I'll let you know. But don't go re-installing things to try to fix a bug - that's a waste of time.
Example:
The 15-minute bar that opens at 09:30 ET in a TWS Chart will be timestamped 09:45 in WealthLab.
Well, I can't tell what's gone wrong there, but if I have another idea I'll let you know. But don't go re-installing things to try to fix a bug - that's a waste of time.
melih007, please restart everything.
1. Start TWS, then WealthLab.
2. Order Manager > select IB > Connect
3. At the bottom of the Order Manager, you'll see some connect messages. There will be one like this - 0.1 seconds difference: Local - TWS time.
How many seconds difference is yours?
1. Start TWS, then WealthLab.
2. Order Manager > select IB > Connect
3. At the bottom of the Order Manager, you'll see some connect messages. There will be one like this - 0.1 seconds difference: Local - TWS time.
How many seconds difference is yours?
I see difference of -0.8 seconds.
Which version of TWS are you running? (TWS > Help > About)
I'm still using Build 10.21.1o, Feb 14, 2023 5:00:24 PM, so it's possible that something just changed getting reqCurrentTime().
I'm still using Build 10.21.1o, Feb 14, 2023 5:00:24 PM, so it's possible that something just changed getting reqCurrentTime().
I just tried TWS Latest Build 10.22.1h, Apr 5, 2023 3:17:15 PM. Works fine. Unless you're on beta build, 10.23, that's not going to lead anywhere.
I am using TWS Build 10.22.1h April 5, 2023 3:17:15 PM
I just reinstalled TWS offline version again as suggested in WL 8 documentation.

After TWS version control, I fetched data again and it didn't work.
I was fetching data in paper trading account of IB, I didn't think it would be an issue. Then I started TWS with real account and all of the data is now correct.
Now I have all correct data but I am not sure if I can trade in paper trading account.
I also can't delete my dataset/IB paper trading account data connection. When I right click paper account dataset, "Delete Dataset" option is not available.
I just reinstalled TWS offline version again as suggested in WL 8 documentation.
After TWS version control, I fetched data again and it didn't work.
I was fetching data in paper trading account of IB, I didn't think it would be an issue. Then I started TWS with real account and all of the data is now correct.
Now I have all correct data but I am not sure if I can trade in paper trading account.
I also can't delete my dataset/IB paper trading account data connection. When I right click paper account dataset, "Delete Dataset" option is not available.
okay, that's good news I guess. You can connect to only one instance of TWS with WL.
I set different Port numbers for live and paper accounts, and adjust the WL configuration to connect to the one I want to use. But if you switch between live and paper, make sure to restart WL.
fwiw, I don't have any trouble with the data when using the paper account, but I vaguely remember a setting in the IB account portal to share the data with the paper account.. I'm not sure.
I set different Port numbers for live and paper accounts, and adjust the WL configuration to connect to the one I want to use. But if you switch between live and paper, make sure to restart WL.
fwiw, I don't have any trouble with the data when using the paper account, but I vaguely remember a setting in the IB account portal to share the data with the paper account.. I'm not sure.
Thanks for your help Cone.
I will contact them and check IB data share settings.
I will contact them and check IB data share settings.
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