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Wrong Tick Data for Bid and Ask

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    Wrong Tick Data for Bid and Ask

    Hello guys hope you are doing fantastic. I've Recently started a 14 day rithmic data. but I noticed that the data from bid and ask are not separated correctly.
    The thing is when I click on " Reload all historical Data " it gives me Different bid and ask for every tick but the Volume stays the same.
    And the problem is not from the footprint software because the Delta from another CVD indicator is wrong too ( ofcourse until i use reload all historical data )
    Does anyone know how can I fix this?
    I set my PC clock to automatically from "time.nist.gov" and i deleted all the data caches both from ninjatrader and my documents still no luck.
    Thank you very much in advance if you could help me,
    P.S: I am using ninjatrader 8.0.22

    #2
    Hello jonathan soden,

    From the image I can't tell what indicators are being used. If that is something third party its possible that it recalculates differently in historical vs realtime, once you reload the chart you would see different results.

    On a side note if you are still using 8.0.22.* that is a very out of date version so I would suggest updating to a current release.
    JesseNinjaTrader Customer Service

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      #3
      Originally posted by NinjaTrader_Jesse View Post
      Hello jonathan soden,

      From the image I can't tell what indicators are being used. If that is something third party its possible that it recalculates differently in historical vs realtime, once you reload the chart you would see different results.

      On a side note if you are still using 8.0.22.* that is a very out of date version so I would suggest updating to a current release.
      Thank You very much for your response.
      As I said i don't think it is the Indicator's Problem, Because other indicators have the same calculating problem too.
      This is the Ninjatrader Orderflow CVD indicator, left one is when i Clicked on the reload historical data, and right one is from Real time.
      Could this be a connection problem or something? or setting I can change and experiment to make it better?
      thank you for your suggestion, I m just so used to .022 version. but I consider that for sure.

      Comment


        #4
        Hello jonathan soden,

        If you reload historical data on one chart and leave another running realtime the general expectation would be that they should not match. One has potentially different data and has been recalculated. Anything that works on tick data needs to be started at the same time and have exactly identical data to show the same result. In most cases you would have to start both charts before the session start and ensure both have calculated all existing historical data, then let them run into realtime which should match at that point.
        JesseNinjaTrader Customer Service

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