Tick Charts vs Live Tick Charts

[Starry]

Ive noticed that the candles look different when you look at a live tick chart, vs the tick chart you see when you reload ninjatrader. For example, heres a 100 tick charts of gbpjpy. notice the difference (highlighted blue rectangle). one was taken live, and the other was taken right now...

Is this normal, and is there any way to fix this so historical data shows what i would see live? I think ticks are only with a resolution of a second, so maybe this normal

Im using mbtrading.

[NinjaTrader_Kyle]

Hello,

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 (including MB Trading) 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

In many cases, syncing the PC's clock can help to reduce the types of differences you'd see when using a data provider like MB Trading who's real-time data is timestamped by the local PC.

Please use the steps below to sync the PC clock, note to set the server to time.nist.gov.
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.

[Starry]

thanks, tried that see how it will do.

which supported brokerage time stamp their ticks?

[NinjaTrader_Kyle]

Hi,

Native timestamps on real-time data are offered by the following providers:

• BarChart
• CQG
• eSignal
• IQ Feed
• Kinetick

If other questions come up please let me know.

[sourcem]

Hello,

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 (including MB Trading) 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

In many cases, syncing the PC's clock can help to reduce the types of differences you'd see when using a data provider like MB Trading who's real-time data is timestamped by the local PC.

Please use the steps below to sync the PC clock, note to set the server to time.nist.gov.
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.

Hi Kyle,

I am finding that even the 15 minute chart , the candles look different when live compared to the historical chart. This plays havoc with my back testing.

How can I avoid this discrepancy? My PC automatically syncs with Nist.gov internet time.

Is there anything else I can do?

Thanks,
kailash

[NinjaTrader_KennethD]

Hello,


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