Backtesting zenfire versus other data

[neb1998]

I have noticed that backtesting 1 minute data that is loaded in via zenfire is much slower the process than 1 min data from tradestation for the same time period.

This seems strange as the session template is identical, time frame is identical yet the zenfire loaded data is close to twice as slow.

Something to do with merge settings maybe?

On the TS data i have do not merge selected as its a cont contract @TF.

the zenfire data was directly downloaded from zenfire servers for the same time period.

if it was ticks i could come to the conclusion there is twice as many ticks in the period, but twice as many minutes??? Not Quite.

Help?

BK

[NinjaTrader_Bertrand]

BK, please try also with two individual front months and the merging in NT set to 'DoNotMerge' as option- I just test TS 9 vs NT7 R4 / ZenFire and could not reproduce your findings so far here. Are you testing with all other workspaces / chart closed down and just with a standalone price chart that would not run custom calcs first before the data is received?

Thanks,