Data discrepancy

[Ray11]

Im using DLL to get price data, it usually works perfectly. except a few times that I receive off results that are way off. eg. below price for MYM:

price at 11:15:10 am EST today is at $11480.75 (Close': 11480.75, 'Low': 11441.75, 'High': 11497, 'Open': 11461.25)

while I requested the price from DLL it returned the following: Last:11396.75 Bid:11396.5 Ask:11396.75

Does anyone have a suggestion?

[NinjaTrader_BrandonH]

Hello Ray,

Thanks for your post.

Since you are getting the Last, Ask, and Bid prices using the DLL, you would want to compare those prices to Last, Ask, and Bid prices.

You could consider creating a simple indicator that prints out the Last, Ask, and Bid prices from OnMarketData(). Those prints could be compared to your AddOn Last, Ask, and Bid prices.

See this help guide page about OnMarketData() and sample code: https://ninjatrader.com/support/help...marketdata.htm

If you compare the Last, Ask, and Bid prices from OnMarketData() with your AddOn, do you see the same behavior?

Let me know if I may assist further.

[Ray11]

I believe that's what I'm doing. I use MarketData. I use SubscribeMarketData at the start of the week and use UnsubscribeMarketData at the end of the week. During the week it stays subscribed.
Since the candle is not closed the Close price that I receive from the other platform (real data) is the Last price which should be close to both Last, Ask, and Bid. Non the less in that specific candle at the mentioned time, the price was nowhere near Ask/Bis/Last price I received from NinjaTrader. Again this only happens sometimes and not very often!

[NinjaTrader_ChelseaB]

Hello Ray11,

This may be an errant tick from the data provider.

https://ninjatrader.com/support/helpGuides/nt8/options_marketdata.htm

Are you able to reproduce the behavior with a NinjaScript Indicator from OnMarketData() as suggested by NinjaTrader_BrandonH?

[Ray11]

yes I guess thats the way to solve the issue