different data results

[jitterbug]

Hi,

looking at the market analyzer feed for daily low thus far for GBP/AUD pair it reads 2.1705, but the chart shows 2.1650, on the daily how does this work?

daily low reading market analyzer


daily bar chart low reading


all data is live feed from MBtrading.

[NinjaTrader_Jason]

Hello jitterbug,

If you select the GBPAUD in the Control Center-->Orders-tab, do you see a Low of 2.1705?

What Low is reported for the daily bar that is plotted before the daily bar in your screenshot?

If you test other forex instruments, do you notice a difference as well?

[jitterbug]

daily low adjustment

Hi Jason

The daily low for the prior day was at 2.1630

The current lows seem to have adjusted now and aligned, I`ll keep an eye on it.

[jitterbug]

price discrepency between daily bar chart and price quotes

Hi Jason,

The sample here shows a high registered on the live daily chart at over 2.1950
where as the control centre, market analyzer, and 30min plus 5 min chart show 2.1806




Another question is does hovering over the latest live bar reveal the total volume for the last 24 hour cycle or since that session started at 5pm? Because the data box reveals a significant change in volume (2.5 billion) compared to averages between 10 and 20 million volume for preceding bars, same situation exists when I checked the 30 min chart.

2nd last bar


latest bar

[NinjaTrader_Jason]

Can you please right click in the daily chart and select 'Reload All Historical Data'. Do you still see 2.1950 as High?

I suspect MBTrading uses different session times for their daily bars. Could it be they uses 12:00 AM - 12:00 AM for daily bars. If you scroll back to 12:00 AM in the 30 Minute chart, does it include the High of 2.1950?

The 30 Minute chart uses the Forex session template which runs from 5:00 PM to 5:00 PM EST the next day.

Please note that volume data for forex instruments is not considered useful because it is not traded on a centralized exchange. It is a known issue with MBTrading that there is difference between historical volume and realtime volume data. Please see the forum thread at the link below.

http://ninjatrader.com/support/forum/showthread.php?t=38412&highlight=MBTrading+forex+volume

[jitterbug]

Refreshing the charts corrected the daily however I had done that this morning and it showed the 2.1950 which is odd. Now its back at 2.1806 for the high.

I checked to see if the daily chart worked on a midnight to midnight session, but it doesn`t seem to be as the current high for the daily is 1806, and if midnight was the start of a new bar then the high for the current bar would have to read 2.1737 if the session did start at midnight 9/25th.

current high on daily quote


30 minute showing 24th to 25th sept.


sept 25th daily high still at 1806.

[NinjaTrader_Jason]

Thank you for clarifying. Unfortunately, I am not sure why a High of 2.1950 was reported earlier. Could it be the issue only occurs if you keep NinjaTrader running overnight? Can you please shut down NinjaTrader at the end of the day. Then start it again the next day and check if the issue remains.

[jitterbug]

Jason the issue is intermittent so its not everyday. So I would end up chasing rabbits. shutdowns won`t help since I`m algo 24.
in the end the kinetic live daily data would be accurate? But if I`m trading with MB then having kinetic data wouldn't work right? I need to use the data from the broker I`m trading with correct? (since their prices will determine my trades)

as long as the live data I use is what the prices for my trades are being set on.

[NinjaTrader_Jason]

Yes, you will need to receive realtime data from MBTrading in NinjaTrader if you like to trade your MBTrading account. So MBTrading needs to be the first connected connection.

You could use the Kinetick EOD connection to load historical data. Please note that this connection only provides historical daily data and no realtime data. You could first connect to Kinetick EOD to load all daily data you need. Subsequently disconnect Kinetick EOD and connect to MBTrading to start trading.

[jitterbug]

thanks Jason,