Why do live data bars differ from market replay bars?

[imonlysleeping]

I am using NT for data despite this page in the reference manual where it says NT doesn't provide data (one of many blatant contradictions within NT reference manual)... LOL all i can do is laugh:

Here are two screenshots, the one with scribbles was from live data and i watched the bars and that trade take place in real-time. the image with no scribbles is of the exact same 9 bars of data using Market Replay:


1. why is the data from the two images completely different if it all came from the same data provider and data feed?

2. none of this was "recorded" to my local machine using the "record" option, BUT if the technology exists within NT8 for me to be able to "record" the live data i have coming in and then use that as historical data, shouldn't that be the same technology NT is using to convert the live real-time data into the Market Replay data?

in other words: my images above clearly show that the Market Replay data IS NOT and WAS NEVER real-time live market data, so its not really a "Market Replay" is it???? it's just a mess of confusion and madness. i'd prefer it to be called "Market Madness" so i'd have a clear understanding of what i'm actually using from the get go. shame on NT for calling it by the name "Market Replay" when it clearly is not and wasting honest users time and energy with unprofessional games and parodies of professional platforms.

why is the data in Market Replay NOT recorded directly from real-time live data? what am i missing? what would be the point of using some other data for the Market Replay??? brain explosion.

3. in the reference manual, the "Playback" data is equated with "Real-Time" data multiple times (see this link in particular), but we can see from my images here that that is actual bull**** on a grand scale. This is just 9 bars and most of them are different from each other. Maybe just slightly, but its not the same data. If there is no consistency in the data, then what is it we are doing here guys? Just hanging around wasting our time with worthless trash? I would have chosen another platform to explore if i knew NT was this much of a mess.

if we are talking about data from a single provider, mustn't it always initially be REAL TIME and LIVE and then become Historical for Playback and Market Replay? It should all be the exact same data. Seamless, like how other platforms do it. how on earth could it be any other way and for what reason?

Someone please explain because i am definitely on the verge of jumping ship. Don't send links to more contradictions. Explain it clearly right here please.

Thanks NT for killing so many of my brain cells so far, look forward to losing more.

[bltdavid]

Just a few questions, because the answers are relevant.

Which version of NT8 are you running?
What is in the Instrument/BarType/Period in your chart?
What is the date you are replaying in Market Replay?
Who is your broker?

[imonlysleeping]

1. NT newest version running on a brand new modern machine. Just installed about a week ago.
2. ES / Ticks / 500
3. Live and Market Replay data in question (from the images posted above) took place on Friday.
4. broker and data services provided by yours truly NT.

[QuantKey_Bruce]

Minor nitpick - the newest version of NinjaTrader was released yesterday.

[imonlysleeping]

Real helpful bruce.

[QuantKey_Bruce]

That's why the smiley face.

[imonlysleeping]

k, since we’re having fun, i added one to my post of me laughing at how idiotic this whole thing is lol

nevermind it won’t post. even the nt forum doesn’t work. lolol why would it?

[QuantKey_Bruce]

When you say Live on Friday do you mean connected to a live account trading live or did you select simulation? If you selected simulation at the sign-on prompt when starting up on a new-style NinjaTrader account (without multi-provider checked) or if you picked the connection Simulation (with multi-provider checked), the data is not the same so that's why it is necessary to ask. In that case, the market replay data would be the real data and the "live" data would be incorrect.

Another way of looking at it would be to delete all the data and load the historical data from NinjaTrader's server. Does that result in a chart that matches the Market Replay bars? Or, does it match the "realtime" bars?

[QuantKey_Bruce]

If, by chance, you selected Simulation at startup thinking, as would be understandable (and I've complained how confusing this is myself) that this would be real market data but simulated fills, that is where you went wrong. See this post https://forum.ninjatrader.com/forum/...21#post1243421 (and read the posts leading up to this response) where NinjaTrader clarifies that Simulation whether multi-provider is checked or unchecked does not have real market data. The simulation is sort of based on real market data, which is why it looks as similar as it does, but it causes confusion. I have a thread separately where I suggested that they separate the idea of simulated fills from the idea of simulated market data, but so far it is together.

I have no way of knowing until you say if that is what you did, but it would be a completely understandable error. The terminology is potentially confusing.

[imonlysleeping]

When you say Live on Friday do you mean connected to a live account trading live or did you select simulation? If you selected simulation at the sign-on prompt when starting up on a new-style NinjaTrader account (without multi-provider checked) or if you picked the connection Simulation (with multi-provider checked), the data is not the same so that's why it is necessary to ask. In that case, the market replay data would be the real data and the "live" data would be incorrect.

Another way of looking at it would be to delete all the data and load the historical data from NinjaTrader's server. Does that result in a chart that matches the Market Replay bars? Or, does it match the "realtime" bars?

Yes, connected to a live account trading live.

If you are serious about all the other **** you're saying there in that first paragraph, then thank you, i will politely QUIT NT as fast as possible. How in god's name can live data be incorrect?????? hahahahahha

SO INSANE that NinjaTrader even exists and has any customers!! Just look at what you're writing. hahahahha NT is a complete joke and a parody of a professional trading platform. I understand now that it is meant as comedy, so i get it now. Joke was on me.

[QuantKey_Bruce]

Of course I'm serious. I'm stating the facts about how it works as best I understand them in an attempt to help you. Understanding how simulation vs live works is a frequent mistake, which is why I asked to clarify and make sure you didn't compare simulation data with market replay by accident, not realizing that it isn't just the fills that are simulated but the data as well differs.

[QuantKey_Bruce]

I think the word "live" is potentially confusing here which is why I asked whether you clicked on live or simulation at startup. Live could be interpreted to mean "it arrived in realtime" or it could be mean "actual" market data arriving from the exchange via a paid market data subscription. In the case of Simulation connections, it is "live" in the sense that it arrives in realtime, but it is not live in the sense that it is "actual" market data arriving from the exchange via a paid market data subscription. It resembles that, but it is not that.

[imonlysleeping]

Well done Bruce, why waste your time with such a scammy unprofessional platform? Run by a bunch of "smart idiots" hahahah

[imonlysleeping]

I think the word "live" is potentially confusing here which is why I asked whether you clicked on live or simulation at startup. Live could be interpreted to mean "it arrived in realtime" or it could be mean "actual" market data arriving from the exchange via a paid market data subscription. In the case of Simulation connections, it is "live" in the sense that it arrives in realtime, but it is not live in the sense that it is "actual" market data arriving from the exchange via a paid market data subscription. It resembles that, but it is not that.

Why is it not that? Why why why why why

Why make it confusing for everyone? why why why why

Why not just make it good? why why why why huh why why

[QuantKey_Bruce]

Well, I actually think it's a great platform for what it is designed to do. I believe you may have some misunderstandings about how it is designed to work which is why I took the time to explain some of these points to you.