Another historical data question...

[5iver]

OK.

I get my realtime data from Zen-fire.

When I reload historical data, my bars change — I understand why — I've read the help files and the posts here about historical data coming from a different server... I know Zen-fire (for some reason) doesn't offer historical data and so I'm refreshing from another source.

BUT. If the two are different, which one is 'right'? I mean, which one represent's the absolute truth vis a vis filling orders?

If a bar in realtime hits price value 'x', but that price is not hit in the historical data (or vice versa) which is obeyed?

Also, if three people across the States are all using Ninja/Zen for realtime data, shouldn't all three charts/bars be identical?

Cos the ain't.

thanks

[NinjaTrader_Bertrand]

Hi 5iver, the 'absolute truth' in filling orders is directly the exchange itself. You can download daily data files from them, which would be considered the 'official' data. Depending on location, ISP connection and system setup data will never be a 100% identical, but if you want you can also record the data that you receive in realtime (Tools > Options > Data, Store Realtime bar data).

Also consider those performance tips when working with a unfiltered feed like ZenFire - http://www.ninjatrader-support.com/H...anceTips1.html