Phantom price spikes with open tick?

[mazachan]

I've been going through my data and there appear to be phantom price spikes. I'm not sure where they are coming from, as when I export the price for that period, they look ok. However, for my charts, you can see that one of them has a price spike for the SPY on 11/12/2006 that puts the low at around 10.00. On another time frame for the same period, that spike is not there.

Any idea what could be causing this? Or is this supposed to be fixed for the update?

Thanks.

P.S., I'm currently using the latest version, 6.5.1000.1 live

[NinjaTrader_JoshP]

Try reloading your data: http://www.ninjatrader-support.com/H...V6/Reload.html

[mazachan]

Tried that already. Tried deleting the data and importing from the exported "clean" file too. Also tried closing the chart and opening it back up again.

[NinjaTrader_JoshP]

Can you provide the export file so I can test on my end? Thanks.

[NinjaTrader_Dierk]

NT delivers the data "as is". You would need to contact OT support to clairfy on spikes in historical data.

[mazachan]

NT delivers the data "as is". You would need to contact OT support to clairfy on spikes in historical data.

Yes, I realize that. However, what I am saying is that when I exported the data to a file, I could not find the discrepancy and that it did not show up on my other charts. If it was a data issue, I would expect it to show up on the other charts.

I have attached a copy of my exported data and could not see any discrepancy there. But if you look at the image that I have sent, that spike shows up on only one of my charts and not the other. It has been puzzling me since.

[NinjaTrader_Dierk]

Not sure I follow. If you now pull up a chart and see this spike you well see it as well you export this data to a file. In both events the data comes from OT, meaning you would need to OT support in order to clarify on that issue.

Also: SPY is not a NT default instrument. Please double check your custom setup for that instrument is accurate (pointValue, tickSize, OT mapping, exchange etc.). I believe it should be an index, whereas your screen shot shows it as stock. Please contact OT support for details on this instrument.

[mazachan]

Not sure I follow. If you now pull up a chart and see this spike you well see it as well you export this data to a file. In both events the data comes from OT, meaning you would need to OT support in order to clarify on that issue.

Also: SPY is not a NT default instrument. Please double check your custom setup for that instrument is accurate (pointValue, tickSize, OT mapping, exchange etc.). I believe it should be an index, whereas your screen shot shows it as stock. Please contact OT support for details on this instrument.

SPY is a stock. It is an ETF. I have those two charts side by side and linked to the market analyzer. The first shot is of 5 day chart and the second one is of a 15 day chart. I also have a 1 daychart set up and that spike does not show up on the 1 day chart either. If it was bad data, I would expect that spike to show up on all 3 time frames, however it does not. I am aware that sometimes open tick does have bad data as in march of the same year, they had a high of 9000 for the same instrument. I had corrected that and re-imported the prices back in and that particular problem was fixed.

My issue is that I can't seem to find the problem with this spike down to the 10 level. I just find it odd that I could not find that bad piece of data anywhere and ninja is drawing it. That is why I am posting it here.

I hope that makes more sense.

[Larry22]

Good luck with that problem as I used to have this allmost every weekend a few months ago and did the same test then you, as no bad ticks were showing in the export file it was clearly a Ninja problem.

The spikes used to disappeared when I was able to reconnect to IB on sunday evening's.

Anyway these spikes went away after an upgrade of a certain beta release and never came back (fingers crossed) it still remained a mystery as I never understood how these spikes could be created as no bad data were on the files.

[NinjaTrader_Dierk]

Unfortunately I'm unable to reproduce the problem based on your attached data below.

[mazachan]

Yes, I figured as much since it did not export that price. I'm just glad that someone else had the same problem and not just me going insane or something.

[NinjaTrader_Dierk]

Next time you experience this, please do this:
- export the daily data to a file: if you see the spike there then NT received this bogus data from OT in which event you should contact OT support
- if the export file does NOT hold this bad data: please send me by Help->Mail to support, subject "for Dierk" with reference to this post:
* the zipped DB
* the zipped export file
* a chart screenshot of the issue
* exact settings/steps to replicate the chart issue based on your DB

Thanks

[mazachan]

Thanks for all your help Dierk and Josh. For some reason, they have gone away now and all seems ok.