Order Location on Chart

[Chris001]

Real time testing of my strategy is placing orders in strange locations but correct price. I synced my computer time to time.nist.gov so I am unsure why this is happening. I have indicated with arrows where the orders should be placed (the start of the green or red backgrounds), the first set of short orders should be very obvious.

[NinjaTrader_Bertrand]

Hi Chris, was the sync done before you actually saw those executions getting stamped? As if you synched up afterwards it would only have an effect on new executions that you would then stamp locally, it would not apply to past ones.

[Chris001]

It was synced before and the computer was restarted. I am working on tick data and it seems that it shifts by about 6-10 minutes. Seeing as the trade is executed on the proper tick at the proper price, just displaying in the wrong location, should I be concerned at all about live trading not placing orders according to my strategy? Thanks

[NinjaTrader_Bertrand]

If you consistently see that difference, which time server did you sync to? Would using another one like time.nist.gov make an impact?

Which broker / datafeed do you work with so I could check how they timestamp?

[Chris001]

time.nist.gov

and I use Kinetick

Thanks

[NinjaTrader_Bertrand]

Thanks, they would stamp their bars natively. So for the execution timestamping it would be then your local PC that would need to be in alignment with this time as closely as possible - here are the scenarios with more background explained that would likely come to play in your case as I understand - https://www.ninjatrader.com/support/..._are_plott.htm

A time sync could also be off, when you for example compare live time and sales coming in with your clock, does it match?

For the tick bars, I suppose those were not multiple bars with the exact same timestamp?

[Chris001]

no the bars have different times. What is the best way to compare live time and sales coming in with my clock? Will I need to wait and watch trades, check the trades table and compare that time with my PC time?

[NinjaTrader_Bertrand]

Correct, you would need to compare the Time and Sales realtime to your clock basically. From your description, it looks to be a sync issue as the local stamped execution time is off when you chart that on the natively timestamped bars.

[Chris001]

Thanks Bertrand,

I watched a trade this morning, when it was posted on the chart it did not appear on the trades table. It must be off by at least 9 minutes. based on my wait now. I know that they are being listed here at some time because I had other live time trades that were not monitored but are listed here. Does this sound like what you would expect? I don't understand, I thought I synced to the proper server how could this go wrong?

[NinjaTrader_Bertrand]

Sounds like what I would expect from clock that's not set correctly - so you're stamping the execution off compared to the natively timestamped data you're running on the chart. You might want to try another server offered then, or a tool like Atomic Clock Sync / Dimension perhaps. Those are publicly available for free and would offer to keep the clock synched automatically.

[Chris001]

I looked at the current time for nist atomic clock. It is close to my PC time, a matter of seconds. I do not understand how a slight difference could cause such large discrepancies on the order of 10-20 minutes. Does time zone matter or the instrument settings?

[NinjaTrader_Brandon]

Hello Chris,

Thanks for your reply.

The time zone does affect it however hour differences would be expected with an incorrect time zone. There could be some corruption with the settings. I would recommend exiting NinjaTrader and changing the Time Zone to another time zone. Sync the PC clock with this change. Next adjust the time zone back to the desired settings and sync once again. Start NinjaTrader and test.

[Chris001]

Ok, I did that but I still seem to have huge time issues. Half the time the charts do not automatically refresh. The bar charts skip, looking at the 30 second, sometimes they will skip a minute or two. Testing on the 30 second sometimes only the current bar is updating until I select reload historical data then that bar is broken down to 30 second intervals. I really hope this is all through some fault of my own otherwise I cannot even use NT because no matter how well I do something these apparent time stamp problems will prevent its success.

[NinjaTrader_Bertrand]

Hi Chris, we're sorry to hear that - which timezone are you presently working in? If possible I would like to see if we could schedule with you taking a remote look by a support team member at the setup you're using to further investigate?

[Chris001]

Thanks Bertrand,

I was speaking with Chris from NT support, and I am a complete twit, I had not subscribed to the full CME service with my data provider and was being provided with delayed data. I will update this and hopefully this will fix the problems I am having with the time stamp. Sorry for the frustrated ranting. I will post back here if this does not resolve it.