Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

charts slightly different after reconnecting to broker

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    charts slightly different after reconnecting to broker

    If I leave my computer on for a period or time, and draw in a bunch of trendlines, and then disconnect and reconnect to my broker, I notice that price action is not the same as before the reconnect. Price is slightly different so that my trendlines dont line up anymore.Price can vary by 1-2 pips.

    How do I know whether I was looking at the correct price before or after the reconnect? This happens every time I do this.

    Thanks

    #2
    Hello supermad,

    Thank you for your post.

    Hello supermad,

    Thank you for your post.

    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

    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 plausible scenario.
    KyleNinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by quantismo, Yesterday, 05:13 PM
    2 responses
    15 views
    0 likes
    Last Post quantismo  
    Started by maybeimnotrader, Yesterday, 05:46 PM
    4 responses
    23 views
    0 likes
    Last Post maybeimnotrader  
    Started by frankthearm, Today, 09:08 AM
    6 responses
    25 views
    0 likes
    Last Post frankthearm  
    Started by adeelshahzad, Today, 03:54 AM
    5 responses
    33 views
    0 likes
    Last Post NinjaTrader_BrandonH  
    Started by stafe, 04-15-2024, 08:34 PM
    7 responses
    32 views
    0 likes
    Last Post NinjaTrader_ChelseaB  
    Working...
    X