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Constantly needing to "Reload all historical data" to see correct bars

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    Constantly needing to "Reload all historical data" to see correct bars

    On 25000 tick chart for MES, every five minute when I click "reload all historical data", the bars would adjust and change in some way.

    It feels like the chart is skipping 20% real time price movements. But when you reload historical data, all the ticks then show up.

    This leads to delay of up to a minute before entry because you want to reload the data and see the correct bars before making a trade.

    Is there a fix to this? Thank you

    #2
    Hello xxzbill,

    Please see the link below under 'Understanding why a chart can look different after reloading historical data from the server' that explains why data can be different after reloading historical data.

    Last edited by NinjaTrader_Jason; 01-16-2022, 06:34 AM.

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      #3
      Originally posted by xxzbill View Post
      On 25000 tick chart for MES, every five minute when I click "reload all historical data", the bars would adjust and change in some way.

      It feels like the chart is skipping 20% real time price movements. But when you reload historical data, all the ticks then show up.

      This leads to delay of up to a minute before entry because you want to reload the data and see the correct bars before making a trade.
      Who is your data provider?

      Comment


        #4
        Originally posted by bltdavid View Post

        Who is your data provider?
        In my case it is TD Ameritrade live account. This started happening recently.

        Comment


          #5
          Hello aligator,

          Please note that real-time and historical data will not match when you connect to TD Ameritrade in NinjaTrader as real-time data is snapshot based. The realtime feed that NinjaTrader uses through the TD Ameritrade API does not send updates for every single tick. It provides filtered data with a minimum time interval of approximately 5 seconds.

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