Times for tick and minute timeframes do not match

[mantak007]

Hello, I'm testing a strategy which uses 5min timeframe for logic and 1-tick timeframe for order handling (5min is default, 1 tick is added). At the start of the second session I have Times[0][0] == {24.9.2012 15:45:00} but Times[1][0] == {21.9.2012 22:14:59}. The session starts at 15:30 and ends at 22:15, so 3 bars have been processed from the first timeframe, but none from the second. Moreover, orders are placed in the previous day context and the fills are incorrect. AFAIK, the Times[0] and Times[1] values should correspond to the same bar at the higher timeframe, right? Am I missing something?

[NinjaTrader_Joydeep]

Hello mantak007,
Timestamps for minute based bars and tick based bar may not match.

Please refer to our help guide which further clarifies how the bars are built and how the time are reference to a bar.

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?how_bars_are_built.htm

[mantak007]

Hi, thanks for a quick but unfortunately not very helpful answer. The problem was in invalid tick data. After reloading everything worked as expected. Even the minute and tick bars matched as expected.

[NinjaTrader_Joydeep]

Hello mantak007,
Thanks for the clarification.

You can filter out the bad ticks from:
In Control Center menu bar goto Tools>Options>Data tab and please check on the option "Filter bad ticks" and set an appropriate "% off market" value.