Price (Bid,Ask, Chart Trader out of Sync

[BartMan]

I am in Simulated Data Feed.

I am trying to test and understand https://forum.ninjatrader.com/filedata/fetch?id=1222179 from
How to access or override account & order methods inside custom indicator script? - NinjaTrader Support Forum​ Forum

I had this happen to me in live trading with MGC earlier this week and it cost me $467

[bltdavid]

Sorry, the issue you're having is not clear.

So, uh, what is your question?

[BartMan]

Well in my screen shot the price for the bars is 13308.5, The Ask/Bid is 12967.25/12967.00

Clearly a mismatch

[QuantKey_Bruce]

I notice you say this is Simulated Data Feed...

[BartMan]

LOL, well sorta..

Yes, I wanted to clear it was on simulated feed. And yes that is an odd duck. simulated = <fictional>
I also saw it on Playback. But now that I think about it, it is possible it was on simulated. I have found downloading playback is sometimes faster from simulated data feed and sometimes from rithmic.


==> The issue is I saw this happen while in market hours. Not Playback and Not Sim. This sample screenshot was from simulated.
I will soon have my playback and live trades logged to a local SQL and hosted web database, also SQL where I can verify or halt my trading from a cell phone during power outages. UPS is nearly worthless when the house router is down. I might move my code to a VPS once the live logging is complete.

[bltdavid]

UPS is nearly worthless when the house router is down.

Sounds like your router needs its own UPS.

[QuantKey_Bruce]

Typically a UPS is just to supply enough power to gracefully shut down your computers, not run them for long periods of time. There are long runtime UPS but they are expensive and unusual. Typical runtimes for consumer UPS are in the 5 to 20-minute range at half to full load.

[BartMan]

PG&E Power and Comcast go out.

No UPS in my residence can do anything for that scenario. I grab my Laptop and know several places that.

A VPS with monitoring is my plan.

[NinjaTrader_BrandonH]

Hello BartMan,

Thanks for your post.

The Simulated Data Feed connection is a random internally generated market and has no correlation to real market data. It will automatically use the last price from the last connection as the starting price for the instrument.

You could see the Simulated Data Feed start price for the instrument by opening the Tools > Instruments window, searching for the instrument you are using, selecting the instrument in the Instruments window, and noting the 'Sim feed start price' field.

Simulated Data Feed: https://ninjatrader.com/support/help...connection.htm

I am not able to reproduce the behavior you are reporting in regard to the Bid/Ask price being outside the range of the market price on the chart window. See the attached screenshot

" I have found downloading playback is sometimes faster from simulated data feed and sometimes from rithmic"

To download data for use with the Playback connection, you should do so by connecting to your live data feed connection instead of the Simulation Data Feed connection.

If you open a New > Chart window for the MGC 06-23 instrument, connect to the Simulated Data Feed connection, and compare the current market price on the chart to the bid and ask price in Chart Trader, do you see the same behavior occur?

If you connect to your live data feed connection, download Market Replay data for MGC 06-23, disconnect to your live data feed connection, connect to the Playback connection, and test to see if the behavior persists, do you see the same behavior occur?

Please let me know if I may assist further.

[BartMan]

if I see a mismatch outside od simulated IO will repost but for now thanks all dead issue to it is not.