Bad Real time data, not accurate.

[ferdinand]

Hi,

1) I have a difference in the start and the close of the bar compared to what it is really happening. If I want to see the real chart I have to realod the data. this is a common issue.

2) I have a fake occassional data tick, it is not much, 2 or 3 ticks in stocks. it is annoying.

3) sometimes I have huge tails in price that I know for experience they are fake. like 120 ticks. this is not very important.

I am a price action trader, I need an accurate data, I don´t use other indicator that price.


I use NT 7. load 5 five charts of ES, one spy and load differents days on the charts, from 50 in 5 min TF to 365 in daily TF.

How can I solve this issue?

[NinjaTrader_Jason]

Hello ferdinand,

Please note that NinjaTrader acts like a radio receiver and displays the data it receives. Can you please tell me to what data feed you connect in NinjaTrader.

Unfortunately data in a chart can be different after you reload historical data. Please see the link below under 'Understanding why a chart can look different after reloading historical data from the server' for the explanation.

http://www.ninjatrader.com/support/helpGuides/nt7/how_bars_are_built.htm

Make sure you PC clock is synched. 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.

As per the fake ticks and huge tails, please contact the data feed provider why such data is provided. You can always edit historical data in the Historical Data Manager to correct it. Please see the following link for more information.

http://www.ninjatrader.com/support/helpGuides/nt7/editing.htm

[ferdinand]

Hi Jason,

I read the link you provided me.

1) My data feed is from Interactive Brokers. Are they providing time stamp ticks?

2) does the sesion template or the days loaded have anything to do with the delayed data?

3) Regarding the clock in my pc. If the delayed data is because of my ISP lagging lets say 50 ms if i adjust that as -50 ms in my clock, would that solve the lag problem and correct the start and the close of the bars?

4) would you recomend me using filtered data tick function? Are they going to help with the fake 2 or 3 ticks? are real ticks going to dissapear beacuse of this function?

5)"get data from server function (if available)" it is refering to IB servers? if not, are the data sources mixing up? should I leave it on (or checked)?

6) I know for sure those huge tails are not an IB problem. They never happen in real time, always after reload data and never in the current day.

[NinjaTrader_Jason]

1. No, data from IB is time stamped by your PC clock.

2. The session template nor the 'Days to load' setting do not cause data to be delayed.

3. Yes, that would solve the issue. However you will need to adjust your PC clock exactly as per the delay of the ISP. I am not sure if the delay is static and would be 50 ms all the time - I suspect not. If so, adjusting the PC clock will not solve the issue that way.

4. We provide a real-time tick filter, however it will only filter out bad ticks as per the offset percentage you enter. You can find the real-time tick filter at Control Center-->Tools-->Options-->Data-tab-->Filter bad ticks.

5. It refers to IB servers.

6. Historical data is loaded from IB, so it would indicate that IB provides such huge tails in their historical data.