hi/lo/indicator data differs from different places

[cowboyss]

im following a course strategy and when I try to replicate the assignment on ninjatrader I find that the EOD NinjaTrader high/low/and the indicators I use have different data from my teacher, & from other EOD providers...meaning everyone has different data from one another.

as I am new to this, I wonder how this can be, but more importantly, is there a way for me to tweak Ninja data to replicate my teachers? I mean beyond the basics like setting ATR to 14 or another number - I can replicate this part of the indicators.

and how can different data have different EOD high/low? and is there a way for me to tweak this too?

thanks

[NinjaTrader_Kyle]

Hello,

Thank you for your post.

Different data feeds produce different charts; Market data vendors each employ various methods for tick filtering, throttling and time stamping. As a result, no data stream is 100% identical and thus can cause differences in charts. Ultimately, the best way to ensure that you see matching data is to use the same source as your instructor. Do you happen to know which data source they use?

[cowboyss]

Hello,

Thank you for your post.

Different data feeds produce different charts; Market data vendors each employ various methods for tick filtering, throttling and time stamping. As a result, no data stream is 100% identical and thus can cause differences in charts. Ultimately, the best way to ensure that you see matching data is to use the same source as your instructor. Do you happen to know which data source they use?

thanks I'll check with him

[cowboyss]

Hello,

Thank you for your post.

Different data feeds produce different charts; Market data vendors each employ various methods for tick filtering, throttling and time stamping. As a result, no data stream is 100% identical and thus can cause differences in charts. Ultimately, the best way to ensure that you see matching data is to use the same source as your instructor. Do you happen to know which data source they use?

They are their own data feed company.
I was advised to ask about NinjaTrader -
maybe there’s a setting I have to change or something.
Like what is a day,
does the data include overnight session?
Is it the electronic market?
What time does it use to start/end a day?

Many Thanks

[NinjaTrader_Kyle]

Hello,

Which EOD data source do you currently use with NinjaTrader? (Yahoo, Kinetick, Google)

[cowboyss]

Hello,

Which EOD data source do you currently use with NinjaTrader? (Yahoo, Kinetick, Google)

CQG & Kinetick - my choice is CQG as I use it for intraday as well

[NinjaTrader_Kyle]

Hello,

Which order do you connect in? First to CQG or first to Kinetick?
Could you please provide me with an example of a symbol you're working with?
Finally, please clarify for me which interval of data is used. (minute, tick, day, etc.)

[cowboyss]

Hello,

Which order do you connect in? First to CQG or first to Kinetick?
Could you please provide me with an example of a symbol you're working with?
Finally, please clarify for me which interval of data is used. (minute, tick, day, etc.)

Kyle, for this purpose I use EOD data & I use CQG.
When the data came up differently I tried Kinetick as well.
So I really only use CQG EOD

symbol: ES 13-03 (Emini S&P 500)

[NinjaTrader_Kyle]

Hello,

The source of data is dictated by the order in which you connect. Are you using only CQG and Kinetick or both Kinetick and CQG? If the latter, which order do you connect in? First to CQG or first to Kinetick?

If you're unable to clarify, contact me via email (Support AT ninjatrader DOT com) and include both a link to this forum thread as well as a copy of today's trace file so that I can see which data source you use. The trace file is located in the Documents > NinjaTrader 7 > Trace folder. I need a copy of the 'trace.20130204.txt' file if you are unable to tell me what order you connect in.

[cowboyss]

Hello,

The source of data is dictated by the order in which you connect. Are you using only CQG and Kinetick or both Kinetick and CQG? If the latter, which order do you connect in? First to CQG or first to Kinetick?

If you're unable to clarify, contact me via email (Support AT ninjatrader DOT com) and include both a link to this forum thread as well as a copy of today's trace file so that I can see which data source you use. The trace file is located in the Documents > NinjaTrader 7 > Trace folder. I need a copy of the 'trace.20130204.txt' file if you are unable to tell me what order you connect in.

maybe im not understanding you
i generally do not connect to kinetic at all
I only connect to CQG - I use it for intraday and EOD data
I do not use them both at the same time - (didnt know you could do that)

[NinjaTrader_Kyle]

Hello,

With CQG a RTH session is used for daily bars - do you happen to know the session of the other platform? Is, for example, a 24 hour bar used?

[cowboyss]

Hello,

With CQG a RTH session is used for daily bars - do you happen to know the session of the other platform? Is, for example, a 24 hour bar used?

Thanks Kyle,
They said the generally use data at 4:30 MT (6:30 ET) though sometimes its 15 min late.

What is Kinetick's session?

[NinjaTrader_Matthew]

Kinetick EOD day would be ETH hours.

CQG daily data would be RTH.

If you want ETH for your daily bar calculations, please make sure you connect to Kinetick first, and the connect to CQG.

[cowboyss]

Kinetick EOD day would be ETH hours.

CQG daily data would be RTH.

If you want ETH for your daily bar calculations, please make sure you connect to Kinetick first, and the connect to CQG.

can u explain or link me to an explanation of the difference between the two?

[NinjaTrader_Matthew]

ETH = Extended Trading Hours

RTH = Regular Trading hours

For example, the CME US Index Futures Extended Hours are 5:00PM to 4:15PM Central Sunday through Friday

The CME US Index Futures Regular Trading Hours are 8:30AM to 3:15PM Central, Monday through Friday.

Should the highs or lows be reached outside of the regular trading hours, they will not be reflected on an RTH daily bar, as you have with CQG.