Kinetick - A new Market Data Feed Service for NinjaTrader

[Harry]

easier way to reproduce:

add one day to your chart period, and the data between 0:00 and 6:00 disappears

[NinjaTrader_JoshP]

Harry,

Thanks. While you were writing those up I was testing on my end in parallel and managed to isolate the scenario with slightly different steps as well. I have forwarded the information to development. Thank you.

As far as I can tell this is a Kinetick issue at this point in time as I have tried several other feeds and they did not run into any issues. We will see what development says on the matter.

[Harry]

Hi Josh,

thanks for the answer. It is most frustrating, if I have issues on two different machines, and nobody can reproduce this. This happened so often, and there is still a number of them around. Glad you found a way to recreate this problem.

[NinjaTrader_JoshP]

Harry,

Thank you for your persistence and your efforts. When we are unable to reproduce we will try again from different angles and see what we can do. We will employ multiple computers and put in as much effort as possible till we manage to nail it down. Some bugs will unfortunately take more time than others to nail down, but once nailed half of the work is done and addressing it should come swiftly afterwards.

[NinjaTrader_JoshP]

This issue has been resolved on the Kinetick and DTN adapters for the next version. Thank you for reporting.

[syxforex]

Hi Josh,

I'm running nt7.17. I just setup IQFeed. I'm having issues with charting. There are a few things happening but of foremost importance now is any chart other than a time based chart does not line up with the correct time stamp. Eventually my tick, volume, range based charts end up being delayed by 10+ minutes.

I spoke with a tech at amp and he showed me that zenfire was working fine. No such issue with it. So it has something to do with IQFeed.

Another person in a trading forum I follow is showing examples of erroneous historical data coming from IQ.

At any rate, for now, can you show me how to fix my problem with the non time bar charts and the discrepancies with the time stamps.

Thank you

This issue has been resolved on the Kinetick and DTN adapters for the next version. Thank you for reporting.

[NinjaTrader_Austin]

syxforex, could you please post a picture showing what you're describing here? Also, could you list out the steps that generate this occurrence? For example: 1) Start NT7 2) Connect to DTN 3) File -> New -> Chart 100 tick ES 09-10 all default settings 4) wait 5) notice timestamps don't match.

I used those steps more or less but all the data is flowing in like it should and the bars are being created at the appropriate time/location on the chart.

[syxforex]

It's exactly the five steps you have outlined. Use a ten tick chart. I watch each new bar form and look at the clock and see that the time that nt is saying the bar starts is false. Sometimes I will get the same time stamp on several consecutive bars, to the second, same time on each bar, yet I have watched the bars churn out over several minutes.

I have a fresh instal of 17. I wiped the system completely. Reinstalled. Time based charts seem to work but another person on my forum is saying his historical data is full of mistakes.

I'm frustrated right now b/c I've paid a ton of money for this IQFeed. I imagine with the all the screwups I could face with this I would be better off paying for a professional level trading platform like CQG. I'm paying a quarter of that right now and it's just non-stop (>>>>)

[NinjaTrader_Austin]

syxforex, I will leave a chart open for much longer this time to see if I can reproduce the issue.

[syxforex]

This might be a waste of time for you no? It is obvious within two or three bars every time I open a non-time based chart. You should see it right away. Are you on 17?

syxforex, I will leave a chart open for much longer this time to see if I can reproduce the issue.

[NinjaTrader_Austin]

I am on beta 17, and just re-tested this. The bars were created with the appropriate times.

With DTN/IQ, the timestamps come directly from the data provider. How are you determing the times are 10+ minutes off? You can bring up the data box (the button with a white rectangle and a magnifying glass) and then place the mouse cursor over the most current bar to view that bar's timestamp. Are you sure your PC's clock isn't the source of error?

Would you mind taking a screenshot of this, including the data box and the mouse over the bars? I'd like to see what you're seeing in order to further troubleshoot your situation. Thank you.

[syxforex]

My windows clock is updated to a local atomic clock, on the minute. But, if I am sitting here for ten minutes and every single bar has the same time stamp, to the second, I don't really need a clock to see the program is in error.

This isn't a one off situation. This happens every single time I open a chart, any symbol, any chart, as long as it's not a time based chart, the timestamps are wrong.

I am on beta 17, and just re-tested this. The bars were created with the appropriate times.

With DTN/IQ, the timestamps come directly from the data provider. How are you determing the times are 10+ minutes off? You can bring up the data box (the button with a white rectangle and a magnifying glass) and then place the mouse cursor over the most current bar to view that bar's timestamp. Are you sure your PC's clock isn't the source of error?

Would you mind taking a screenshot of this, including the data box and the mouse over the bars? I'd like to see what you're seeing in order to further troubleshoot your situation. Thank you.

[NinjaTrader_Ray]

Syxforex,

Since we are unable to reproduce on our PC, would you be willing to let us remotely login to your PC so we can watch you replicate this behaviour? This will help us tremendously so we can see where the issue lies.

You can send a note to support at ninjatrader attent to Austin along with a contact number we can reach you.

Thanks in advance.

[syxforex]

http://www.bmcharts.com/view.php?filename=8dbegf.png

http://www.bmcharts.com/view.php?filename=dgu3k3.png

There are two shots taken at 546 est. you can see the last ten tick bar is stamped at 1646, 14 minutes before the session ends at 1700

[NinjaTrader_JoshP]

Thank you. We will investigate and let you know.