Incorrect Cumulative Delta data

[NinjaTrader_Zachary]

Hello mnooooo,

Thanks for your post.

I've just sent a new response to our existing email exchange regarding this. I will keep my eyes out for your response.

[geo9419]

I have exactly the same problem. The cumulative delta is completely wrong. I tried three different software as I thought that was a problem of indicator. I have a broker the Rithmic with TOPSTEP. I update every 5 minutes the historical data to receive the real cumulative delta.

[NinjaTrader_Zachary]

Hello geo9419,

Thank you for your post.

There would be a certain amount of expected difference between the values in real-time vs. what is displayed historical, as the source of historical data for Rithmic-based connections is actually NinjaTrader's own historical data server. However, depending on how you have your Topstep connection configured, there may be some settings that are contributing to this as well. Feel free to send us an email from within the platform by going to Help > Email Support. Provide a brief description of the behavior you are experiencing in the body of the email and one of our Technical Support representatives would be happy to look into this for you.

We look forward to hearing from you.

[jmu_1]

Hello,

I'm having an issue getting the correct cumulative delta data to display on a real time chart. I'm using the NT order flow indicator but I've tried a 3rd party indicator and get the same problem. During the real time session my cumulative delta chart will not match the charts of others in my trading group with the same broker. My chart will be off by several thousand. In the evening, when I start NT to review the charts, the cumulative delta appears correct. When I shut down and restart NT during the live session the cumulative delta is correct but then slowly gets worse. If I use 'reload the historical data' during real time I'll get a different delta result which also appears incorrect.

I believe it may have something to do with real time data vs historical or my broker setup. I get my ES data from my broker, but I also connect to Kinetick for market data (but it does not have real time data). I'm not sure if having Kinetick is messing up the calculation. I've played around with the Preferred Connections for Historical and Real Time data, but I have not been able to find a combination that fixes the problem. Currently, I have Rithmic set for both Real Time and Historical future data. I do not have Kinetick set as a preferred connection in the options.

I'm including screenshots of the ES and the cumulative delta indicator from Jan 31 of my real time chart and the historical chart from later that evening (note 7:30 am is when the market opens for in my time zone). The delta which ends the day near zero is historical chart with the correct delta. The chart showing +20k delta is what I was seeing from the real time data. The setting have not been changed on the indicator.

Thank-you

Did you find resolution to this? I have the same issue.

[NinjaTrader_Zachary]

Hello jmu_1,

Thank you for your post.

In this user's case, he was connecting to NinjaTrader via 'Plug-in mode for market' data and he had a setting on enabled on R Trader Pro that was aggregating data. This feature is called 'Aggregate quotes' and can be disabled on the R Trader Pro splash screen before you login. There will still be some kind differences between the live data that comes in and the historical data, since the historical data is provided using NinjaTrader's own historical data servers and the live quotes are coming from Rithmic but the user did confirm that the aggregated quotes that I mentioned were ultimately the underlying problem for that user in particular.

[Xhale1991]

I am having the same issue. Running topstep and connecting to NT8 via Rtrader. The cumulative delta in real time is not accurate but if I click reload all historical data it fixes the previous delta bars on the chart to be correct (while real time is still off).

[NinjaTrader_Zachary]

Hello Xhale1991,

Thank you for your response.

As has been mentioned a few different times, I would expect there to be some differences in the data after reloading all historical data. However, the original user on this thread had a setting activated that was causing major issues because it was aggregating his data when connecting via plug-in mode for market data. If you have this setting enabled, I would highly advise disabling it from the R Trader Pro login screen.

If you would like someone to look further into this, please send a new request in an email to support(at)ninjatrader(dot)com with a description of the problem and one of our reps would be happy to assist.