MB Trading Historical vs Live Tick Data

[TheTradingMantis]

Hello,

I am seeing a large discrepancy between the the live and historical tick data from MB Trading. I realize there may be small differences because the historical and live data are time stamped differently. But I believe what I am seeing is a completely different issue. The amount of historical tick data is almost twice as much as the live data.

For instance, on 8/22 from 6:00 am to 7:00 am (CST) on $EURUSD I received 4060 Last Ticks of data on a live chart (according to the Historical Data Manager). When I reload all historical data, the Historical Data Manager then shows 7513 Last Ticks for the same date/time period.

I emailed MB Trading about the issue and got a basic "not our problem and we don't support 3rd party platforms" response.

Because of the large difference in amount of data, the historical charts (candles and ema's) are very different from the live charts.

Any help or information you can provide would be appreciated.

Thanks,
Greg

[NinjaTrader_Jason]

Hello Greg,

Can you please synch your PC while NinjaTrader is closed. You can sync your PC clock by double clicking on the clock in the lower right corner of your desktop. Press 'Change time zone...'. Set the Time zone and press 'OK'.

Once you have done that, click on Internet Time tab set the server to time.nist.gov and then click Update. Your PC clock should now be updated.

MBTrading uses your PC clock to timestamp real-time data. Likely your PC clock is out of synch with MBT server that provides historical data, which causes the discrepancy you experience. The same issue has been reported at the forum thread below.

http://www.ninjatrader.com/support/forum/showthread.php?t=45405&highlight=MBTrading+difference

In addition, real-time data will report different volume compared to historical data with MBTrading as seen in the text files. This is a limitation of the MBTrading API.

[TheTradingMantis]

Hi Jason,
Thanks for the quick response. I had already tried syncing my PC Clock. Anyway, I don't think the clock being off would result in twice as much data in the historical data stream as the live data stream.

The volume on a given tick is really not important to me as I don't use volume data.

But having twice as many tick data points for a given period of time does matter.

Thanks,
Greg.

[NinjaTrader_Jason]

Can you please send me your Config.xml file so I can test your connection on my end. You can find the Config.xml file at C:\-->Users-->*Windows user account*-->(My) Documents--> NinjaTrader 7.

Please attach it in an email and send it to support[at]ninjatrader[dot]com. Please put 'Attn Jason, MB Trading Historical vs Live Tick Data' in the subject header.

[TheTradingMantis]

Hi Jason, I've emailed the requested file.

[maxmaxwell]

any joy here i have the same problem

[NinjaTrader_Jason]

Hello maxmaxwell,

Can you please tell me for what instruments you experience the issue. Could it be the same instruments are affected that experience the error we discussed in the other forum thread?

Am I correct that the amount if ticks is doubled after reloading historical data?