Is it NT7's bug? how could I solve it at strategy?

[snowbig]

Hi,

There are two issus I found at US Labor Day.

1) EURUSD chart is totally wrong.
seems there was a big price spike at the begining of today session. but TWS didn't. Reseting NT7 or reloading historical data has no help.

how could I solve it by manual? How could I judge it at my strategy to avoid loss?

please see the attached pic1 for details.

2) During US Labor Day, the session end time is different with other days. so the chart has a big blank region. how could I avoid this? couldn't NT7 automatically merge the data?

please see the pic2.

[sledge]

Who is your data provider?

NT support will tell you they are displaying what is coming through.

There is also a filter for "bad ticks".
Tools->Options->Data->filter bad ticks.

I have mine set at 20%. TDA does some wild ticks at times.

Hi,

There are two issus I found at US Labor Day.

1) EURUSD chart is totally wrong.
seems there was a big price spike at the begining of today session. but TWS didn't. Reseting NT7 or reloading historical data has no help.

how could I solve it by manual? How could I judge it at my strategy to avoid loss?

please see the attached pic1 for details.

2) During US Labor Day, the session end time is different with other days. so the chart has a big blank region. how could I avoid this? couldn't NT7 automatically merge the data?

please see the pic2.

[snowbig]

Who is your data provider?

NT support will tell you they are displaying what is coming through.

There is also a filter for "bad ticks".
Tools->Options->Data->filter bad ticks.

I have mine set at 20%. TDA does some wild ticks at times.

sledge, obviously I am using IB. I know NT support often answer such question with such way, but I still want to know if it's a generic issue in such holiday session. is it specific for me or other IB users? is it NT bug as TWS shows correctly. and I also want to know what's the best way to avoid/judge such error.

you suggest a way to enable "bad ticks" filter, could you or NT support explain what/how you define "bad ticks"? is it impossible for a normal tick to spike 20%?

thanks

[sledge]

sledge, obviously I am using IB. I know NT support often answer such question with such way, but I still want to know if it's a generic issue in such holiday session. is it specific for me or other IB users? is it IB bug as TWS shows correctly. and I also want to know what's the best way to avoid/judge such error.

you suggest a way to enable "bad ticks" filter, could you or NT support explain what/how you define "bad ticks"? is it impossible for a normal tick to spike 20%?

thanks

I know nothing about IB...

I do know that TDA picks up those odd spikes... especially in SPY... I see it on Yahoo too. It's those early morning trades that finally settle midday and show up for some reason.. or the odd ball ones that show up midday and get touched after hours.

[NinjaTrader_Jason]

Hello snowbig,

You can manually modify historical data in the Historical Data Manager. Please see the link below for instructions and more information.

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

The filter sledge refers only applies to real-time data. Please go to Control Center-->Tools-->Options-->Data-tab. Subsequently, enter a percentage for the 'Filter bad ticks % off market' field. A value of of 5, represents 5 %. So if a real-time tick is outside the range of 5 % compared the tick received prior, it will be excluded.

As per the blank region, pleae right click in the chart and select 'Properties'. Check if you can set 'Equidistant bar spacing' to True.

[snowbig]

Hello snowbig,

You can manually modify historical data in the Historical Data Manager. Please see the link below for instructions and more information.

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

The filter sledge refers only applies to real-time data. Please go to Control Center-->Tools-->Options-->Data-tab. Subsequently, enter a percentage for the 'Filter bad ticks % off market' field. A value of of 5, represents 5 %. So if a real-time tick is outside the range of 5 % compared the tick received prior, it will be excluded.

As per the blank region, pleae right click in the chart and select 'Properties'. Check if you can set 'Equidistant bar spacing' to True.

thanks for reminder about historical data, I double checked my IB paper account log file, and found there was really such wrong data record received in Api.0.Tue.log in c:\Jts.

"05:15:00-1.25935-1.25940-1.17000-1.25935--1--1.00000-false-20120904"

I also consulted IB support, they said the IB paper account's data quality has a little different with real account. They said I can trust the price data if I use real account to trade. Anyway, it solved my very big concern about NT7 quality. sorry for such misreport.

I also solved my second issue according to Jason's suggestion. thanks

[sledge]

You weren't the only one SnowBig

http://www.ninjatrader.com/support/forum/showthread.php?p=301148

thanks for reminder about historical data, I double checked my IB paper account log file, and found there was really such wrong data record received in Api.0.Tue.log in c:\Jts.

"05:15:00-1.25935-1.25940-1.17000-1.25935--1--1.00000-false-20120904"

I also consulted IB support, they said the IB paper account's data quality has a little different with real account. They said I can trust the price data if I use real account to trade. Anyway, it solved my very big concern about NT7 quality. sorry for such misreport.

I also solved my second issue according to Jason's suggestion. thanks

[marcoheimann]

I had the same issue with IB trading and not paper account data.

NT support suggested to switch on the bad tick filter in the data option to prevent this from happening again.

Marco