different close in ninjatrader

[michaelbb]

Sometimes I get different close values in NinjaTrader:

actual example:

- YM / 4 min chart 10:06 bar has a close of 12825 in NinjaTrader (on a YM / 1 min chart close is also 12825)
- close in Neoticker is 12823

Startet eSignal charting to verify: close is 12823

Neoticker and NinjaTrader connected real-time to eSignal (NinjaTrader first connected to eSignal, then to IB).

Any idea / explanation?

[NinjaTrader_Ray]

What NT version?

[michaelbb]

Version is 6.5.1000.2 (Live)

Same error again on 10:38 bar : close is 12811 in NinjaTrader 12809 in eSignal!

[michaelbb]

historical data reload: correct close values

[NinjaTrader_Ray]

To double check...are you comparing the same bar? NT used end of bar time stamp where eSignal uses beginning of bar.

Thus, to compare a 10:30 AM 1 minute bar in eSignal you would need to compare to 10:31 AM in NT.

[michaelbb]

compared same bar

[NinjaTrader_Ray]

Can you try this with ES on 1 minute bars? Can you reproduce. Have been running on my spare PC here for a while and bars are identical so far.

[michaelbb]

Found no new errors after historical data reload & shutdown & restart (was at 11:00 EST).

Its a very seriously issue to me if I cannot rely on correct close values.

Can you provide an Indicator to save real-time close values to file for later compare? Or any other ideas how to monitor this issue?

regards, Mike

[NinjaTrader_Ray]

No need, we will monitor here for a day or so to see if we can reproduce.

[michaelbb]

Hi Ray,

That would be against all my experience of life if you can reproduce it.

Is it ok to have Neoticker and Ninjatrader at same time connected to eSignal Data Manager?

Are the bars in NinjaTrader constructed form ticks? As far as I remember there is a setting in Neoticker to construct form ticks (I do not use it). So this can maybe explain the difference?

regards, Mike

[NinjaTrader_Dierk]

- NT real time bars are constructed from streaming real time data
- sorry we never have tested to run multiple 3rd party apps against the same data manager instance

[michaelbb]

What happens if I do a historical data reload - after doing that I had correct close values? Are the bars constructed from cache or is it a reload of historical data from eSignal?

[NinjaTrader_Dierk]

>> is it a reload of historical data from eSignal
correct

[michaelbb]

Once again different close value in NinjaTrader:
4 min YM Chart / 10:14:00 bar - Close in NinjaTrader real-time chart is 12929 (same in NinjaTrader 1 min Chart)

Close in Neoticker and eSignal Charting is 12930.

Wrong Value caused wrong signal today and I lost some money.

Any news from NinjaTrader on this issue?

[NinjaTrader_Ray]

No news, will let our set up run again to see if we can reproduce.