Tick bar charts not consistent

[Sparkyboy]

I use tick charts. If I close down NT and restart it a couple of hours later, my tick bars have changed. Candles that were down bars are now showing as dojis. Up bars have changed to down bars. Candle close times have changed. In short, it's not even like looking at the same chart. Any ideas?

[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 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

•There is no way of knowing how the historical data provider packages their bars

The only way to ensure that data always looks the same is if every connectivity provider sent ticks with time stamps AND that all vendors synchronized on time stamps. Unfortunately, this is just not a reality nor plausible scenario.

[sledge]

I use tick charts. If I close down NT and restart it a couple of hours later, my tick bars have changed. Candles that were down bars are now showing as dojis. Up bars have changed to down bars. Candle close times have changed. In short, it's not even like looking at the same chart. Any ideas?

Hitting F5 to refresh the chart should also show this discrepancy that NT_Kyle explained without have to restart NT to see it.

[Sparkyboy]

But I'm using Kinetick, which does timestamp data, for real time and historical data. So what's the problem?

[NinjaTrader_Kyle]

Hello,

Please contact me by email at Support AT NinjaTrader DOT com.

In your message, please include a link to this forum thread and a copy of today's trace file. You will find the file in the Documents > NinjaTrader 7 > Trace folder. I would need a copy of the 'trace.20130805.txt' file.

[Harry]

The tick bars also depend on the session template that was used. The session break cuts off the last tick bar prior to the session break. Therefore a different cutoff time will lead to different candle shapes.

[Sparkyboy]

The tick bars also depend on the session template that was used. The session break cuts off the last tick bar prior to the session break. Therefore a different cutoff time will lead to different candle shapes.

Thanks Harry.

Yes, I found out that by using a weekly template on intraday charts, one can reduce the session break problem to just one day per week rather than five.

Regarding the real time/historical bar discrepancy, I was advised by tech support to upgrade to the latest version of NT, which has restored my historical chart bars to the original real time ones I saw when trading. The big test is what happens at the end of today...

[Harry]

Thanks Harry.

Yes, I found out that by using a weekly template on intraday charts, one can reduce the session break problem to just one day per week rather than five.

Regarding the real time/historical bar discrepancy, I was advised by tech support to upgrade to the latest version of NT, which has restored my historical chart bars to the original real time ones I saw when trading. The big test is what happens at the end of today...

I do not think that the session breaks at the end of a day is a problem. I do not want to have any bars that overlap from the old trading day into the new one, so I am definitely fine that NinjaTrader resets at the beginning of the trading day.

Real-time data and historical data are always two different data sources. Depending on the data provider and the time stamp issue, they can exactly match or they can be completely off.

If you use multiple bar series - whether loaded by the chart or an indicator - NinjaTrader does not maintain the proper synchronisation of all bars that have the same time stamp. This due to the current limitation to 1-second granularity and will change with NinjaTrader 8, when milli- or microseconds will be introduced.

I would not go for saving real-time data as historical bars, because you cannot run your PC 24/24 without interruption. Rather find a datafeed which matches historical and real-time bars. I have not found any problems with Kinetick data feed, but then I am not a high frequency trader who uses 10-tick or 2-range bars.

[ystan79]

Sorry to have to bring this topic up again as I am also facing in consistent Tick chart for 6E and 6A with my CQG provider.

Just wander is there a solution for this already?

Will Ninjatrader version 8 Resolve this?

Thanks

[NinjaTrader_DrewO]

Hello,

Thanks for your note.

I'd like to see your log and trace files. Please send me a note to platformsupport (at) ninjatrader (dot) com. Attach your most current log and trace files to the email, and put a link to this forum post in the body of the email. Please note "ATTN: Drew" in the body of the response.

You will find the log file on your PC in the (My) Documents > NinjaTrader 7 > Log folder.

The log file will be named "log.20150429.txt"

You will find the trace file on your PC in the (My) Documents > NinjaTrader 7 > Trace folder.

The trace file will be named "trace.20150429.txt"

I look forward to hearing from you.