differences in the data between data providers

[dcheg]

Hello. I've encountered with data divergence from two data providers. I use two data connections (providers). Zen-Fire I use as a real-time provider and IQFeed as a historical data provider. Since Zen-Fire does not provide historical data for several instruments I chose "Disable historical data. I will use another connection for historical data".

The chart PA ##-## (continuous futures contract by IQFeed) I use for backtest.
The chart PA 06-13 I use for real-time trading by strategy.

As you can see on pictures below, these chart data are not equal.





I've e-mailed this issue to IQfeed first, and they advised me ask Ninja Trader Help Desk to solve this problem.

Thanks in advance.

[NinjaTrader_Jason]

Hello dcheg,

You can experience difference in data when comparing different data feeds. Please see the link below under 'Understanding the variables involved in building chart bars'.

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

Discrepancies Between Different Data Feeds
Different data feeds produce different charts, especially when using tick based intervals vs time based intervals. 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 subtle differences in charts. Since NinjaTrader supports many of the leading brokerage and data feed technologies, it is highly likely that two traders using NinjaTrader on different data feeds will have minor differences when plotting the same market and time interval.

[dcheg]

Hello Jason. Thank you for your reply. To solve this problem I want trade using IQfeed as data provider only. That I have to do to switch off Zen-Fire as a data provider? If I will chose "disconnect" for Zen-Fire in connections menu, I can not trade with my brokerage account.

[NinjaTrader_Jason]

Please connect to IQFeed first and Zen-Fire second. This way you load all data from IQFeed. Please see the link below for more information upon using multiple connections simultaneously in NinjaTrader.

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

[dcheg]

Thank for your advice. After I've seen this problem, I restarted Ninja. After restarting the Ninja has been working for almost 10 hours and has no problems with the data. All of charts were equal. Problem was solved!

In this regard, I have a question: is it nessesary to restart NT periodically?

[NinjaTrader_Jason]

Good to hear data is the same now that you connect to IQFeed first.

It is not required to restart NinjaTrader periodically.