764 tick ES chart

[Sheriff]

I plot the 764 tick chart for the ES, but i am getting only a chart with a few bars in comparison with the 3 minutes chart. (see attachment)
I have seen some examples in a book, and the 764 tick chart has more bars, similar to the 3 min chart. Maybe i have to modify the y-axis?

Also i am not able to plot the MACD indicator in the tick chart.

[NinjaTrader_RyanM1]

Hi Sheriff,

The amount of historical tick data available is determined by the data provider. It's not unusual to see less tick data available than minute.

On your chart, you can check the days to load setting through the right click > Data Series screen. If it's set higher than what you see, then you're getting all that's available.

Historical tick data will typically be less using a brokerage service for data rather than a stand alone data service like Kinetick.

Indicators will require at least 20 bars before they start plotting.

[Sheriff]

I know IB is not providing historical tick data at all. The problem is in real time.
I am connected and getting real time data from the start of the session (as in the example i sent you yesterday). During the first two hours the tick chart plots only 8 bars by more than 40 for the minute chart

[mate41]

Hello,
don't trust TICK charts from IB.
The min. interval you can set is 15sec, no ticks.
The nbr of ticks vary within a time (mi/sec,...) chart.

[NinjaTrader_RyanM1]

Thanks for the reply. The # of tick bars is not by itself an indication of an issue as they work differently than time based charts. It looks like you're viewing a low volume contract (September rather than December) during low volume trading time (if your time zone is US based).

Any tick charts will be built from the IB stream. NT is the trading platform only and does not apply any filtering to the stream. The chart is a representation of the trades as reported by your provider IB.

[Sheriff]

I see that the problem is of the data provider.
I was using ES future during US day session, so i dont think is a volume problem.

[xenayoo]

Hello Sheriff,

I see you plot the ES 09-11. The ES 09-11 expires in September - so actually the ES 12-11 is the most recent contract. The ES 09-11 now is traded with very low volume....

please try ES 12-11

:-)

Jens

[Sheriff]

Thankyou Xenayoo,

i have realized that the other day, and from today i am plotting the ES 12-11. It is better now but still i am getting less number o bars than expected.
As far as i know the 764-tick chart during day session and normal conditions of volume should plot more bars than the 3-minute chart, is that correct?

[NinjaTrader_RyanM1]

If you are looking for a historical tick chart, you will need a provider that supplies historical tick data. IB does not offer this, so the tick data you're seeing is only what is built from real time data.

To see what data providers offer this, see the following link and then the section Understanding the data provided by your connectivity provider

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

[xenayoo]

Hello Sheriff,

yes may be. I use ZenFire which provides unfiltered Tickdata. I look at 1min Chart and 377Tick. At the beginnig and the end of the regular trading session there are often 3 and more tick-bars in one minute. in the middle time there could be less then one tickbar in one minute. If you use NT7 you can put bothe charts in one window. There you get an impression, how accurate your datafeed is.

You also could get a free datafeed from Zenfire for one month. So you can see the differences....

:-)

Jens