Same chart, different LOWS???

[philipp]

hi,

wanted to know how it can be, that the same chart shows different lows after restarting ninjatrader?

is this an zen fire issue or ninja trader issue?

[philipp]

i mean the low at 15.3X. one chart shows a low at 5981, the other at 5966

[NinjaTrader_Matthew]

Hello philipp,

Thank you for your post.

When you restart NinjaTrader and reconnected to Zen-Fire, your charts will reload the historical data on your chart from the servers.

I have compared your charts to mine and see the same low you have after reloading.

Please see our Help Guide article on 'How Bars are Built' for more information:

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

As ticks come into NinjaTrader in real-time, they are time stamped based on your local PC time if they do not already have an associated time stamp that is provided from the real-time data source. The majority of our supported brokerage feeds DO NOT time stamp ticks, where most of our supported market data vendor feeds do provide time stamped ticks. NinjaTrader then builds bars based on the time stamp of the incoming tick and displays these bars in your chart in real-time.

Let's say you have a tick (tick "A") with a time stamp of 10:31:00 AM which gets packaged into the 10:32:00 AM bar and happens to be the high of that bar. An hour later, you reload historical data from your historical data provider into NinjaTrader. This process will overwrite the existing data. The 10:32:00 AM bar now looks different since the high made by TICK "A" is now part of the prior bar, 10:31:00 AM. How is this possible?

• Your PC clock could have been off so the time stamp is delayed
• Your internet may have been lagging so the tick came in slightly delayed and therefore the time stamp is delayed
• Due to standard latency, even 50ms delay (which is normal) could be the difference between a 10:30:59 and 10:31:00 time stamp
• There is no way of knowing how the historical data provider packages their bars

The only way to ensure that data always looks the same is if every connectivity provider sent ticks with time stamps AND that all vendors synchronized on time stamps. Unfortunately, this is just not a reality nor plausible scenario.

[philipp]

thanks,

long story short, how can i fix that.

never had that problem before.

[NinjaTrader_Matthew]

Hello Philipp,

The best way to ensure that the ticks you are receiving in real-time match as closely as possible to the historical data servers, please make sure your PC clock is sync with these servers.

To compare your local PC clock time vs the Zen-Fire time stamps by going to File--> New--> Time and Sales.

From the Time and Sales window, please right click--> select "Instrument" and load any instrument.

You will now see the Time and Sales window populate with trades which are time stamped from the Zen-Fire servers.

You will want to open your PC clock and compare this time down to the second. Is your PC ahead, behind or equal to the Zen-Fire time stamps in the time and sales?

More information about using the Time and Sales window can be found below:
http://www.ninjatrader.com/support/helpGuides/nt7/index.html?time__ sales.htm

If you find there is a discrepancy in your PC clock time and the Time and Sales, please sync your local PC clock.

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.

[philipp]

15 point difference on the day low?

for trading this can be a catastrophy, if i would trade this low tomorrow.

what do traders with another data feed see?

your answer doesnt satisfy me

[philipp]

my pc clock is syncronised with time.windows.com

[philipp]

Let's say you have a tick (tick "A") with a time stamp of 10:31:00 AM which gets packaged into the 10:32:00 AM bar and happens to be the high of that bar. An hour later, you reload historical data from your historical data provider into NinjaTrader. This process will overwrite the existing data. The 10:32:00 AM bar now looks different since the high made by TICK "A" is now part of the prior bar, 10:31:00 AM. How is this possible?

i dont have any ticks below 5981, so thats b******t

[NinjaTrader_Matthew]

Hello,

I am seeing the same lows on a Kinetick data feed.

Please check your FDAX 12-11 Last Tick data under Tools--> Historical Data Manager--> Edit tab. This will display the raw data as it is stored in your current database.

I am in the mountain time zone, and on my chart, I see this low at 7:37:41.

If you look at the ticks at 7:37:41, you will see a range of ticks from 5983.5 to 5966 during this second in time.

This is all happening very quickly and the data server was able to pick up the true low prints of 5966. However, due to a number of factors as outlined in post #3, your PC may not have picked this data up during the second in time, which resulted in your charts displaying 5981 as the low.

Please let me know if you have any further questions.

[philipp]

ok, i see the same data in the hdm ->edit tab ect. as the chart shows

i wanna have the right data on the chart so please tell me what i have to do now?

would like to see my chart with kinetick data feed to compare.

my pc clock is syncronized witj times.windows.com.

yours?

[philipp]

has it something to do with display update intervall?

[NinjaTrader_Matthew]

Hello Philipp,

No, it would not have have any thing to do with how fast the chart is displayed. If you're sure your PC clock is in sync, the next place to check is internet latency.

Variables that can impact market data latency

• Connecting wirelessly can drastically impact performance during heavy volume periods.
• Depending on signal strength, your modem/router is unable to push all the data through. This can be resolved by connecting directly into the modem/router via a hard line.
• Serious abnormal increases in market volume
• Data provider servers could be lagging
• Limited bandwidth internet service (56K dial up modem is not acceptable for example)
• Inadequate PC hardware or running too many applications on your PC'

Since the historical data is recorded off of the same Zen-Fire connection, we know that there were not any lagging from the data providers.

The historical data servers are located in Chicago right next to the exchange, which minimizes market latency. However, your PC likely does not have as responsive as connection and can result in discrepancies in these servers. Ensure there is minimal latency should improve the results you see in real-time.

Right clicking on your chart and selecting reload all historical data will re download the data from our data servers and should ensure that your charts are equal to the data on our servers.

In order to get access to Kinetick data, you will need to subscribe to their service. More information at www.kinetick.com

[philipp]

This is all happening very quickly and the data server was able to pick up the true low prints of 5966. However, due to a number of factors as outlined in post #3, your PC may not have picked this data up during the second in time, which resulted in your charts displaying 5981 as the low.

on my chart image no.1 i have a high at 6038.5, with beautiful candles formed from low to high. how can ninja trader form these candles when the second picture (after reloading) is showing huge gaps?

in the text above you say my pc wasnt able to pick up the right low.

and now it shows highs that never occured??

--> cant find 6038,5 in the historical data manager

[NinjaTrader_Matthew]

Hello,

I see multiple instances of 6038,5 around this time.

As far as the gap in the charts, I do not have the better renko bars so I cannot compare directly. What happens when you right click on this chart and select 'reload all historical data'?

How do you charts compare if you load the standard NinjaTrader 10 renko bars? Do you see the same gap?

[philipp]

no 6038,5 between 15.39 and 15.44 as displayed on my chart

so in one case i get less than really happened, and in another case i get more that really happened!!!