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    Matching Data

    Hi!

    Is there a way to match time-based candles on TOS and NinjaTrader? I attached 2 files, as you can see, the candles don't match even though it's on the same time frame

    #2
    Unfortunately, TD Ameritrade is not a supported futures data provider in NinjaTrader, so there is no way to pull in data directly from TD Ameritrade for futures.

    I could not speculate as to why NinjaTrader doesn't match a different platform using a different data feed, but I can confirm whether or not the data within NinjaTrader seems correct based on when I view the data on my end using Kinetick. It closely matches your NinjaTrader chart:

    Click image for larger version  Name:	ES0920_120M.png Views:	0 Size:	29.4 KB ID:	1111126

    Based on this comparison, it actually seems as if your TD Ameritrade chart is missing data or is restricting data in some way. If I check the CMEGroup's chart for ES 09-20, I also see data that closely matches yours and my NinjaTrader screenshot and not TD Ameritrade:

    Click image for larger version  Name:	2020-07-24_07-41-33.png Views:	0 Size:	104.6 KB ID:	1111127

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