Tick filter

[pezza3452]

Hi,

Would having the tick filter enabled at .1% cause missing data on news events? On news days I have a problem with data looking different after a reload at the end of the day! However this doesn't really happen during non news days. So was wondering if having the tick filter enabled would I be missing small pieces of data that then get added in after causing the changes in data and decrespancies post reload ?

I hope that makes sense

Many thanks
Chris

[NinjaTrader_EricB]

Hello pezza3452

Thank you for your post,

Yes, this could cause a difference between data received in real-time and data reloaded from the historical data servers. There's not a reason this would be more pronounced on news days, though I suspect it's easier to tell due to the higher volume.

Let us know if we may assist further.

[pezza3452]

Thanks Eric

[otislauwaert]

Does the tick filter make markets move slower/smoother or does it cause more jumps in price?

[NinjaTrader_EricB]

Hello otislauwaert,

Thank you for your post. The Real-time tick filter wouldn't change the speed, but rather the number entered takes a percentage off the market price as-received by the provider.

Let us know if we may assist further.