FDAX Gaps

[__Kai__]

Dear support team,

I have a problem with the FDAX Future Chart. The candles do not show the correct movement. Enclosed are three screenshots showing the FDAX September Future in a daily chart:

1: Ninjatrader 8


2: Interactive Brokers

3. Trading View



As you can see NT shows massive gaps and a completely incorrect chart movement compared to IB and TV. What can be the reason for this?

Trading Hours are set correctly and I have also reloaded the historical data several times. Nothing has helped. I use the CME Top of the Book LVL 1 Data Feed bundle.

Greetings Kai

[NinjaTrader_Marco]

Hello,

Thanks for your post.

Trading Hours would not affect Daily Bars- they will use ETH data by default.

As a test, change the Data Series to a 1440 Minute chart and change the Trading Hours template to Default 24/7. This will display all available data on the chart, which should display as the other platforms (if they are using the same template of showing all data, and not just Regular Trading Hours, for example.).

Please let me know if I may be of any further assistance.

[__Kai__]

Hello,

I followed your advice and changed the data series to M1440 and trading hours template to Default 24/7. The chart looks better now but still not the same compared to the IB:



The differences are quite huge.

[NinjaTrader_Marco]

Hello,

Thanks for your reply.

Is the data provider you are using Interactive Broker also for the NinjaTrader chart? If so, What version of TWS are you using?

You'll need to be using the supported version of TWS as per the connection guide below to ensure the connection functions correctly:

TWS 978.2c - Download

https://ninjatrader.com/ConnectionGu...nnection-Guide

Lastly, NinjaTrader will only display data as it is received from the data provider and is configured to display within the charts, so if all other items are equal, the data feed used in TWS and NinjaTrader should be the same, so there must be another Data Series setting you have applied differently within TWS.

Please let me know if I may be of any further assistance.

[__Kai__]

No NT uses CQG Data Feed from Dorman and TWS shows its own data feed. But I thought Future data comes from the stock exchange and is the same everywhere for the same instrument? Isn't it?

[georgelinda]

thank GOD!!!!!!!!!!!

[NinjaTrader_ChristopherJ]

When connected to IB there is a X millisecond update/filter for the data they provide to NinjaTrader therefore you may see different data real time due to the update interval. Keep in mind IB does not use the same data server in TWS therefore you may see discrepancies in chart data when comparing the two.

[__Kai__]

I solved the problem. I simply installed NT to the same SW version again.
The chart looks good now:

[__Kai__]

Hello again,

I played around with different futures and data settings and again I stumbled upon a weird behavior also related to deviating candle shapes of the same instrument.

CT Future M1440: 50 bars

Chart:



CT Future M1440: 70 days:


Chart (seems to be the correct compared to other charting platforms):


Reloading historical data doesn't change anything. So what is happing here? I can't compare every single instrument with other chart platforms in order to figure out their correctness. So what do I have to set in order to ensure a correct visualization?

I also observed that candle shapes are impacted by the number of days loaded especially around the beginning of the loaded range.

Addendum:
The problem seems to disappear when I change from 'Merge back adjusted' to 'Merge non back adjusted' in the Market data settings. But this can't be the solution?!? I want to see adjusted contracts and the offset added by the adjustment should not cause such a problem.

Please help.

[NinjaTrader_ChristopherJ]

I was unable to reproduce this behavior on my end when adjust the merge policy. So I may look into this further please go to Help->Email Support and be sure to include Attn: Chris Jameson, Ticket 3174557 in the Subject line, a link to this thread in the body and a check in the box for "Log and trace files".