I am currently running NT on a demo account using the Zenfire datafeed as I am considering changing brokers/software.
In the attached image, the four bars on the left were taken while connected to live Zenfire. This connection had been active since before 8:30am CST so all data should be displayed as it was received. The image was taken before disconnecting from Zenfire. The four bars on the right of the image were taken after connecting to "Market Replay" for the same time period. The open of the third bar of this image is off by 1.75 ES points. The horizontal scale lines in the image are 8 ES ticks.
The Market Replay appears to be correct as it matches my current broker data (IB). I was trading my current broker at the time this happened with NT so I cannot give specifics regarding what was going on at the time.
I can understand a tick here or there being different compared to IB (I know their data limitations), but 7 ticks off is a bit of a range.
Also, after getting the screenshot of the replay I reconnected to Zenfire then used the "Reload Historical Data". It returned an exact match to the live collected data (still incorrect).
The instance I have detailed above is not the only time this has happened. There were at least two instances of the same behavior yesterday as well.
Any thoughts?
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