Chart Bars non consistent

[davewolfs]

What could be causing this, my bars in real time don't always reflect what is shown when I reload my screen, i.e. in realtime it might show as a Doji and when I reload it shows as a down bar. It's as though my data is out of sync. What would cause this, I am using a zenfire demo feed.

[NinjaTrader_Kyle]

Hello davewolfs,

Thank you for your post.

To some degree, this can be expected when reloading historical data. For more information about why reloading historical data can change the bars on a chart, please see the following link: http://www.ninjatrader-support.com/H...ChartBars.html

To lessen the impact of this we suggest syncing your PC's clock periodically.

You can sync your PC clock by double clicking on the clock in the lower right corner of your desktop. Once you have done that, click on Internet Time tab and then click Update. Your PC clock should now be updated.

[davewolfs]

Here is something else that I have noticed, the closes are not consistent with other data on other platforms.

For example, the third bar today closed at 994.50 and opened at 995, I am showing these numbers on two other brokerages yet on Zenfire the close is showing as 995. Is this type of discrepancy normal? Which data is correct?

[NinjaTrader_Bertrand]

davewolfs, for those comparisons please make sure you compare the same bar and time, NinjaTrader stamps the bar with the closing time.

[davewolfs]

I am, do I need to post images to outline all the differences? This happens consistently.

Will this be addressed in NT7?

[NinjaTrader_Bertrand]

davewolfs, yes please post screenshots of the differences you see. As Kyle already noted to a certain degree this is expected, two different datafeeds will probably never line up a 100% on delivered ticks. For which chart interval do you see this? For tick based intervals the effect would be more pronounced than for minute based ones.

[jwilli]

Zenfire data gaps

Did anyone else have data gaps or slow data today?
Specfically from 9:46 - 9:50 EST and 10:22 - 10:26 EST

[davewolfs]

No gaps, but these damn charts change whenever I reload the screen.

[davewolfs]

Look at the highlighted bars, this is an example of this occurring, the black chart is correct and matches with another data provider. I've seen multiple cases of this, sometimes the results are much more significant.

[NinjaTrader_Kyle]

Hello davewolfs,

Thank you for your reply.

1.) Does the interval on both charts match?
2.) Is the other platform using the same data provider?

[davewolfs]

Interval is the same, this happens with both 5 minute and 3 minute interval. Data provider, I have no idea. I assumed that they should be the same given that two other brokers charts always match and I am constantly having different bars appear with NT.

[NinjaTrader_Ray]

Interval is the same, this happens with both 5 minute and 3 minute interval. Data provider, I have no idea. I assumed that they should be the same given that two other brokers charts always match and I am constantly having different bars appear with NT.

The reason this happens is because when connected to Zen-Fire, the historical server compresses minute bars using 00:00:01 through 00:00:00 where the NT client aggregates minute bars based on 00:00:00 through 00:00:59. So there is 1 second range difference in bar construction. If in this second, a tick comes in that has a different close price, then you could get the subtle difference on re-loading. With NT7, the historic data from Zen-Fire will be in sync using the same 00:00:00 through 00:00:59 range and you will not see this issue.

For now if this is unacceptable, your options are:

- Use a market data provider like eSignal or IQFeed for both real-time and historic data
- Disable historic data server under Tools > Options for your Zen-Fire feed and enable "Store real-time bar data" under Tools > Options.

[davewolfs]

I see, well hopefully that gets released soon.