Incorrect Market Replay Prices / Timeframe

[dargente]

interesting read, although not sure that the throttling should affect my charts over a 1 sec period. When NT is recording ticks, is the timestamp also being recorded? I don't see how throttling can make my minute charts un-recognizble. Can you please let me know how this is possible even when the bursted data has a timestamp? Eventually every 7/10 of second (for IB data) the chart should be synchronized to the actual time the tick happened, correct? this is not the case.

aside from this, you mention Kinetick. Can you let me know if the 120 days of historical tick data includes the full tick, including bid and ask volumes for forex?

[NinjaTrader_Matthew]

dargente,

Yes, the time stamp is recorded with market replay and is stamped based of your local PC clock.

The filtering of data can lead to inaccurate data on the bid/ask level when looking at minute charts. I don't believe it is the time that is off, but rather the data you are receiving at that time is inaccurate. However, with that said you should always ensure you local PC clock is in sync just in case.

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.


Yes, Kinetick would include the full tick data including the bid and ask volume for forex.


Please let me know if you have additional questions.

[dargente]

ok my clock was synchronized, so no problems there.

As for volume, wanted to make sure, as you stated below "there is not a central exchange for volume to be consolidated from. Some providers may report volume, but many do not." But if you say its included, then I will consider subscribing to Kinetick. One more question; where are the Kinetic servers located?

[dargente]

ok nevermind, won't be making the switch. if anyone else is interested in where the Kinetick Servers are located you can find it at this link:

http://www.bigmiketrading.com/brokers-data-feeds/3782-kinetick-new-market-data-feed-service-ninjatrader.html

[NinjaTrader_Matthew]

Hello dargente,

I read through that thread, but did not see where it states Kinetick servers are located. For anyone interested, Kinetick data servers are located throughout different cities in Nebraska.