Different close values on Historical data

[escobar63]

I'm exporting historical data from Ninjatrader onto excel and I'm noticing some slight differences between the close values from Ninjatrader and the close values from other platforms such as Tradingview/ThinkorSwim. Is there a reason for this? When I run manual backtests, it skews my information.

[NinjaTrader_Marco]

Hello escobar63,

Thanks for posting to the forum.

You can experience difference in data when comparing different data feeds. Please see the link below under 'Understanding the variables involved in building chart bars'.

https://ninjatrader.com/support/helpGuides/nt8/?how_bars_are_built.htm

Discrepancies Between Different Data Feeds
Different data feeds produce different charts, especially when using tick based intervals vs time based intervals. Market data vendors each employ various methods for tick filtering, throttling and time stamping. As a result, no data stream is 100% identical and thus can cause subtle differences in charts. Since NinjaTrader supports many of the leading brokerage and data feed technologies, it is highly likely that two traders using NinjaTrader on different data feeds will have minor differences when plotting the same market and time interval.

[escobar63]

How can I get the historical data to display the 'last price' instead of the 'settlement price' for the close value on historical data?

[NinjaTrader_DrewO]

escobar63,

The data received in the platform would not be altered by the platform. NinjaTrader will simply display the data as it's been received from the data provider. Similarly, it wouldn't change the data as it's being exported. If you believe the data to be incorrect or other than you'd expect, I'd recommend considering a different data provider.

[BeeMirror]

Originally Posted by escobar63
I can get the historcal data custom writing from another platform. But how do I get 'last price' instead of the 'settlement price'?

Hello escobar63,
Which one would you recommend: Tradingview or ThinkorSwim for technical analysis? I'm planning to choose a different data provider this month.