Second: For the same chart, I ran a historical print to Ninja Output...(using two AddDataSeries, one for Bid and another for Ask)....of the data for that same minute.
I saved this to a text file.
I ran a binary text compare between the files (to simply finding differences)....
.....(see attached screen grab for sample side-by-side comparison).
RESULTS:
As Expected:
Last Tick matches COMPLETELY on both prints in both Price and Time
I don't Understand ??????
Many of the Bid/Ask differ in milliseconds....
(this is OK if simply a timing difference between my PC clock & the stream)
In some cases....but not all....Price is different by 1 tick between realtime &
historical.
In a very few instances....a bid or ask from RealTime is completely absent from
historical.
Could be I have done something very dumb...(if so tell me)....otherwise I need help.
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