Hello Adamthoery,
Thank you for sending those files over. You should see my response shortly.
With respect to data spikes & outages, this will mainly depend on the market & the broker’s policy on fast markets & whether trades are ‘broken’ or left to stand. As you know, NinjaTrader is not a data provider or broker.
You mentioned the EUR & if you are referring to the spot (cash) instrument, you should note that this market follows a true OTC convention. This means that trades do not clear through a central exchange & therefore fills (or lack thereof) would have to be contested individually with the broker.
In the case of CL (your second example), these trades DO take place on an exchange & therefore you would be able to reference the time & sales data to see if you were elected &/or due a fill on your order(s). Again, fast market conditions introduce an element of ‘risk’ in that prices may not necessarily follow an ordered progression; i.e. gaps.
NinjaTrader does allow you to connect to multiple data providers, so if you are concerned about these sorts of outages then you may want to look into subscribing to an additional data provider.
Please let me know if I can answer any additional questions.
Thank you for sending those files over. You should see my response shortly.
With respect to data spikes & outages, this will mainly depend on the market & the broker’s policy on fast markets & whether trades are ‘broken’ or left to stand. As you know, NinjaTrader is not a data provider or broker.
You mentioned the EUR & if you are referring to the spot (cash) instrument, you should note that this market follows a true OTC convention. This means that trades do not clear through a central exchange & therefore fills (or lack thereof) would have to be contested individually with the broker.
In the case of CL (your second example), these trades DO take place on an exchange & therefore you would be able to reference the time & sales data to see if you were elected &/or due a fill on your order(s). Again, fast market conditions introduce an element of ‘risk’ in that prices may not necessarily follow an ordered progression; i.e. gaps.
NinjaTrader does allow you to connect to multiple data providers, so if you are concerned about these sorts of outages then you may want to look into subscribing to an additional data provider.
Please let me know if I can answer any additional questions.
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