OHLC real-time data differs from manually updated historical data

[NinjaTrader_Brett]

Yes I believe just for last couple of days in your case. Please let me know should you see this again in the future.

-Brett

[td_910]

The time stamp does not affect the chart reload, native time stamping ensures this does not matter and on a minute chart you should be able to confirm you see no issues with reload matching almost exact with the reload vs live.

However you are seeing the behavior because you are using a Tick based chart, with tick based charts time is not factored in at all when making the bars. The only thing that is factored is seeing the number of ticks go >= the tick bar size to create a new bar.

What this means is that with tick bars (Range and other tick based bars as well) it does matter where you start the chart as to what your chart will look like. This is the reason why we always start a new tick bar at the beginning of a new session so everyone's charts more or less looks the same and it doesn't matter what your days to load is set too.

In your case you most likely are starting on the same bar at the beginning of the session however what is going on here is the load time of the chart.

->Its 10:30:05 and you start your chart.
->NT makes request for historical data for 10::30:05 back to the days to load you request to be loaded.
->NT starts downloading the data.
->Data download complete at 10:30:08
->NT starts live data feed at 10:30:08.


You can see where we are going with this and that means that you could be missing a few ticks while the chart loads. Depending on how active the instrument is trading when you load the chart and how fast your internet connection and amount of data you are downloading will affect how many ticks are not factored into the current bar during the chart initial load. Which then slightly affects all the remaining bars after the fact.

This effect is normally not seen with any other chart type.

We do have on our suggestion list for our next major version to look into starting the live data stream first then caching the live data while the chart loads. Until that time workarounds to this is to start your chart early or leave it running throught the overnight session and to reduce the amount of historical data you will be loading at one time.

Let me know if any questions.

Hi Brett,
lets assume I have a trading chart of 2000t (ES, ETH template), that displays 25 days of data.
Reloading this chart takes quite a lot of time.
Is it a workaround to have another 2000t chart open, that displays only the last two days and reloading this, lets say after market close?

Thanks

Thomas

[NinjaTrader_Matthew]

Yes, that should speed up the request if you're only reloading the last 2 days from that smaller chart.

You don't necessarily need a 2000 tick chart, but that's up to you. Reloading data on at tick chart reloads the underlying 1 tick series that's used to make up your 2000 tick chart.