Time and Sales question

[Mike_32]

Yeah there is in betweens which are gray.
Did you think of the packet loss thing?
Maybe part of packet is not getting here properly for that piece of data so it doesn't know what to print it as and uses default black?
Next step is to try it on other pc.

[NinjaTrader_Jason]

I do not think that could be the cause, since trades occur on one of the 5 locations that you can define in the T&S window - above ask, ask, bid, below bid and between bid and ask.

Please let me know the outcome on the other PC.

[Mike_32]

I will tell you im going to try many other things as well to do with pc internet etc.
But what I mean about the packet malformation/loss is.
Perhaps the packet with the info to tell NT what kind of trade it was, the info was not in it.
Meaning it lost part of that packet with that data or, the info wasn't sent in it.
In which case NT wouldn't know what to print it as.
I would have thought if that happened, NT would just not show it, but maybe it has the time, amount, price, but not WHERE the volume was traded at.
I know a few traders ive seen around on here who do deep in depth volume analysis have said something before about NT and ZenFire having anomalies with accurate volume.
Im not sure exactly what they meant but they say they had to use IQfeed as a feed to get it perfect.
And I believe they mentioned something about packets being that Zen is raw data sent its not saved on another server and loaded from it, like say Esignal is.
But I will look into it now a lot.
Thanks

[NinjaTrader_Jason]

Hello Mike,

Most likely this refers to a different issue with Zen-Fire. In NinjaTrader 6.5 when you reload historical data, data can be a little different. This is because two sources are used for real-time and historical data that use a different compression scheme.

Please let me know the outcome of your tests.

I still have not seen black text lines on my end.

[Mike_32]

Tried on 2 other different computers and it does it on those as well.
So its not this computer.

[Mike_32]

Have also tried this computer and the other 2 computer being plugged directly into the cable modem without a router.
And it still did it.
Im now trying it on NT 7.

[Mike_32]

Tried it on NT7 still does it, its not the computers, its not the net connection or router.
I am at a loss as to what else to do to figure out why the time and sales dom paints some trades as black when no black color is selected.

[Mike_32]

I will try setting the background color to my color, and set all txt to black.

[NinjaTrader_Jason]

Hello Mike,

Market Replay data will run in the T&S window as well. Can you please tell me at what time (+ time zone) you experienced the black text lines.

If you check the Bid and Ask price at the moment you receive these black text lines, what color should be displayed for these trades?

[Mike_32]

HI,
I have tried setting the background color to the required colors, and all the text to black instead.
And on the 6E it has just done it again, except this time it paints the background white instead of the required color for where the trade is located in the bid ask.
I do not know where the trade is supposed to be in relation to the bid ask it is to fast and to much to know this, that is the idea of the colors.
On the 6E Market Replay file I sent you for the 16th, it should come after when it says 5:15am.
This would seem to be unresolvable, it is some fault with Ninja Trader or some Fault with Zenfire yet ZenFire tells me to go and ask NinjaTrader.

[Mike_32]

The zip file I sent you, with one 6E09-10.ntm file and one screen shot of it.
You should see where it comes on the screen shot that was actually of the market replay when I ran it and stopped it when it came I took the pic.
This pic here is of the market replay I sent you I was running it and took the pic.

[NinjaTrader_Jason]

Hello Mike,

I imported the 6E 09-10 Market Replay file for 6/16/2010, however it lists data from 11:10:09 AM - 3:00:03 PM (see screenshot). I replayed all data, but I did not see any black text lines.

I will download Market Replay data from our server tomorrow and check if I can reproduce the lines below.

9:33:40 AM 1.2250 50
9:33:40 AM 1.2250 70

Am I correct your PC clock is set to Eastern Time? So the equivalent of Mountain Time (my PC) would be 7:33:40 AM.

[Mike_32]

Yes eastern time New York time.
I have sent you another email, make sure its my replay file you are running.
Thanks

[tderrick]

Its just done it again I haven't installed the new one yet because I have to restart but I will do it later.
Could you make yours the same as my colors, in my pic down there, and put a size filter of 20?
On 6E.
That's the one that seems to be doing it the most with that filter.

I get the black text volume. The default color for the between fore is black. Could it just not be changing from default?

[Mike_32]

I get the black text volume. The default color for the between fore is black. Could it just not be changing from default?

Jason thought it might be the daily high/low color interfering.
Meaning even though I set the daily high/low color to transparent, it still makes the text black because its coloring that cell as transparent.
But I have tried this setting ALL the text to black, and using background color as an identifier.
And it still does the same thing making the whole cell transparent.
They need to set a function immediately in the next release, to turn OFF showing daily high/low.
Because this time and sales data is supposed to be completely transparent, its the record of the trading, and it can not be blocked by an error like this.
If you set either the back or fore to identify the trading, as soon as some kind of low or high comes it blocks out what type of trading it was.
And the thing is if you use a lower size filter, you will get more and more of these as it gets more lows or highs when the size occurs you will many of them blocking the trade info.