Can someone explain this?

[maskiepop]

Hi,

I cannot understand this at all. I connect NT to Sim Data Feed, and point it to the ES 09-07 product. NT provided this data. I did not set this up.

I then set up a tick chart, for a two tick bar, to display the data. I also wrote an indicator that was to pick up every tick, create a record of each one, and write the record out to a csv file. The last four fields of the tick record are based on this:

• strMsg.Append(DateTime.Now.ToString()) // the local date time
• strMsg.Append(",");
• strMsg.Append(Bars.Period.Id.ToString()); //period id
• strMsg.Append(",");
• strMsg.Append(FirstTickOfBar.ToString()); //First tick of bar
• strMsg.Append(",");
• strMsg.Append(Bars.TickCount.ToString()); // Tick Count

This is what I see in the first four records (only last four fields shown):

• 2/09/2007 12:45:36 AM,Tick,True,1
• 2/09/2007 12:45:36 AM,Tick,True,1
• 2/09/2007 12:45:36 AM,Tick,True,1
• 2/09/2007 12:45:36 AM,Tick,True,1

Rather than the above, I am expecting something like this:

• 2/09/2007 12:45:36 AM,Tick,True,1
• 2/09/2007 12:45:36 AM,Tick,False,2
• 2/09/2007 12:45:36 AM,Tick,True,1
• 2/09/2007 12:45:36 AM,Tick,False,2

Tell me NT is not dropping ticks.

I wish I could export the data feed so that I can take a look at the data, but I can't. So I am hoping someone can tell me why I seem not to get two ticks to a bar in some records.

Other records come out as expected, though.


TIA

[mazachan]

Could the fact that you're doing this on a saturday night at 12:45 AM have something to do with it?

You might want to check your time templates to make sure that it's not ignoring the weekends too.

[NinjaTrader_Ray]

Works as expected.

Print(CurrentBar.ToString() + " " + FirstTickOfBar + " " + Bars.TickCount);

on a 2 tick ES chart I get the following output.

81772 True 1
81772 False 2
81773 True 1
81773 False 2
81774 True 1
81774 False 2
81775 True 1
81775 False 2
81776 True 1
81776 False 2
81777 True 1
81777 False 2
81778 True 1
81778 False 2
81779 True 1
81779 False 2
81780 True 1
81780 False 2

[maskiepop]

Works as expected.

Print(CurrentBar.ToString() + " " + FirstTickOfBar + " " + Bars.TickCount);

on a 2 tick ES chart I get the following output.

81772 True 1
81772 False 2
81773 True 1
81773 False 2
81774 True 1
81774 False 2
81775 True 1
81775 False 2
81776 True 1
81776 False 2
81777 True 1
81777 False 2
81778 True 1
81778 False 2
81779 True 1
81779 False 2
81780 True 1
81780 False 2

Ray,

Thanks for your help. I tracked down what was causing my problem.