Difference between daily data in NinjaTrader and DTN.IQ

[BohdanGT]

Hello, we have issue with chart data in Ninja Trader and DTN.IQ integrated client, both these app connected with the same account and data feed (IQ Feed). But some bars in NinjaTrader have difference OHLC values(Please check the picture below).:


This happens for futures only(XG# for example) for previous expired time bars.

Does anyone know why this happens, maybe some settings in NinjaTrader?

[NinjaTrader_Jason]

Hello BohdanGT,

NinjaTrader back-adjusts historical data from previous expiry months by default. Could it be the other app does not back-adjusts this data. Unfortunately I could not view the picture. It shows a small rectangle.

If the other app does not back-adjusts data, please go to Control Center-->Tools-->Options-->Data-tab. Set 'Merge policy' to MergeNonBackAdjusted and click OK. Create a new daily chart or reload historical data in an existing chart and check if data is loaded the same.

[BohdanGT]

Ok, thanks for quick response now another question:

We're creating two charts for same symbol(XG#(FDAX)) with different timeframes, one chart created with daily timeframe, second with 1440 min timeframe and we have difference between close and volume data in each bar. Could you please tell us why it happens as it's important to us(we're using such timeframes in our indicators and we have problems with this difference) Please check the screenshot http://prntscr.com/a401oz

[NinjaTrader_Jason]

IQFeed likely uses the settlement price for the Close of daily data. The minute chart just shows the last traded price from the chart. I suggest to contact IQFeed for clarification.

[BohdanGT]

Thank you Jason, we clarified this.

We have another question:
We're creating two daily charts with bars count 50 and 51, and we see similar bar data,
but when we're creating two charts with periodicity 3 days (with bars count 50 and 51), we see the different bars data, could you please tell us why it happens as we're expecting similar data as well. Please check the attached pictures.

[NinjaTrader_Jason]

The starting point is different, so data will be different as well. The chart with 51 bars includes a daily bar that is not included in the other chart. This daily bar is included in the first 3 Day bar. This causes different data for subsequent daily bars as well.