Why do live data bars differ from market replay bars?

[bltdavid]

break at EOD has always been checked on my end, but i will still consider your detailed words bltdavid. thanks for the effort.

I'm looking forward to the clarity that NT Support will bring to your situation.

Now that we know 'Break at EOD' was enabled for both charts, I find your
situation much more puzzling than before.

From here, I'll just wait for Chelsea or Emily (or someone else equally
heroic) to chime in and provide resolution to your questions

[imonlysleeping]

Yes, I have done the same (just not with Excel because it is limited in the total number of data rows, and I compared individual ticks which were identical after the startup synchronization). Market Replay and Continuum are both from CQG and match perfectly unless there is a temporary server error (which is rare and almost certainly not the case here). I suggested an experiment above to demonstrate this by having them delete and re-download their historical data and re-compare the charts. Having tested this, I am confident in my statements above that there is nothing wrong with market replay in this regard and that it is lock-step in sync with CQG/Continuum data. They are likely doing something wrong or misunderstanding how NinjaTrader works. Perhaps as bltdavid suggests, they have a simple mistake, such as not checking Break at EOD and yet using tick charts that cross the session boundary with different starting dates, or they have compared an imperfect real-time data recording with the replay data rather than redownloading the data to be sure it's from the same source and complete as I suggested so many posts ago.

bruce, please stop. i explained exactly what i did. just look at the images from post 1. and tell me any of that is my fault, IN ANY CASE. i will try your experiment, but that isn’t even the point anymore. look at the mess that is possible in NT. these “loose ends” should be cleaned up for the users before they even download the application. this is now the main point of this thread, even though still no one has correctly identified the issue described in post 1. break at eod was checked in both charts, but even if it weren’t, nobody would ever want their data to “not align”. this is a developer issue, and a developer issue alone. it is the same with your experiment bruce. even if you are correct, that is a confusing mess that a user should never have to deal with. again, these are development issues, not user mistakes! if a developer can allow users to make these kinds of “mistakes” as you call them, that is on the developer. don’t be an idiot.

[imonlysleeping]

In fact, "No." NinjaTrader has many capabilities and features that can be turned on or off and settings that might affect the way something like this compares. That's why it isn't so simple that there's "one right" way for everything to be configured. The "right" way depends on your use case and you seem to be assuming that everyone would want it to work the way you want it to work. That is not the case, which is why over the years the product has evolved to have many different capabilities and its users have all sorts of different configurations because they best suit their needs.

you’re an imbecile. everyone wants their data synced and accurate. and nobody wants to get blindsided by bull**** that can confuse them for days when it could have easily been handled on the development end in order to maintain seamless and logical functionality for the user. if you are going to oppose these ideas, then please get out of this thread, you aren’t qualified to post as much as you do.

[imonlysleeping]

I'm looking forward to the clarity that NT Support will bring to your situation.

Now that we know 'Break at EOD' was enabled for both charts, I find your
situation much more puzzling than before.

From here, I'll just wait for Chelsea or Emily (or someone else equally
heroic) to chime in and provide resolution to your questions

finally someone with the decency to stop posting when he realizes he doesn’t actually know wtf is going on. appreciate it bltdavid. maybe have a word with bruce. thanks

[QuantKey_Bruce]

No, there are cases where users want tick bars to "not align" as you put it because they want them to span a session boundary - for instance, they may want 1,000 tick bars of an equity instrument for their analysis even though there might not be 1,000 ticks in any one day of that stock. Unchecking the box comes at the cost that they have to be considerate of the starting date if they're matching up results. That is why there is a checkbox to allow them to decide this for themselves even if it defaults to checked to avoid common mistakes. bltdavid suggested you might not have had it checked, and that's a good point. You confirmed you do have it checked, but that does not mean the platform is "a mess". You seem to quite quickly degenerate into unprofessional name-calling and slinging insults and mud in general when everyone who has commented here has tried to help you.

[imonlysleeping]

No, there are cases where users want tick bars to "not align" as you put it because they want them to span a session boundary - for instance, they may want 1,000 tick bars of an equity instrument for their analysis even though there might not be 1,000 ticks in any one day of that stock. Unchecking the box comes at the cost that they have to be considerate of the starting date if they're matching up results. That is why there is a checkbox to allow them to decide this for themselves even if it defaults to checked to avoid common mistakes. bltdavid suggested you might not have had it checked, and that's a good point. You confirmed you do have it checked, but that does not mean the platform is "a mess". You seem to quite quickly degenerate into unprofessional name-calling and slinging insults and mud in general when everyone who has commented here has tried to help you.

i will say it one more time, if not having the box checked causes the bars to display and post on the chart completely differently than the live chart, as though the two charts have two different data streams, that is not something any god damned person would ever want to happen. if you are arguing that that IS something everyone wants, i would politely ask you to **** right off. hahahah

i will also remind you there is a difference between something that has many options and a lot of functionality and capability but IS DESIGNED WELL versus something that has the same functionality and power but is designed poorly.

with power comes great responsibility. if developers are going to provide this power and a lot of “user case” capability to the user, the logic and intuitiveness of the design must be tight as a drum. my point is mainly that NT easily falls into the latter category of extremely poor design which leads to chaos. lots of power and potential thrown into a trash heap of madness that can not easily be sorted through. nobody likes drowning in trash, no matter how much capability and “user case” options that trash has.

now, i have asked you to stop numerous times. i can only assume you enjoy taunting people and then being abused by them. so just stop if u want it to stop. i told you many posts ago you aren’t helpful. you’re too responsive and not helpful enough. at first i thought the responsiveness was great but then realized it only keeps adding to the madness. let’s just move on. thx

[marcus2300]

i am not familiar with continuum. but look at my original post and you can see something that differs from your little excel test results. bar data that was live became fake once it was on the market replay. i’m not necessarily saying this is being done on purpose as a conspiracy by NT to **** with its users on purpose, but simply that it’s just trash and all the data differs and it creates confusion, frustration, wasted time and resources, and it’s madness.

I can only say, and see, that my live data and playback data give exactly the same signals at exactly the same time and the same price. They are for 100% identical. And I use playback already for many years.

[bltdavid]

I can only say, and see, that my live data and playback data give exactly the same signals at exactly the same time and the same price. They are for 100% identical. And I use playback already for many years.

Are you using Tick-based charts? Or Minute charts?

[imonlysleeping]

I can only say, and see, that my live data and playback data give exactly the same signals at exactly the same time and the same price. They are for 100% identical. And I use playback already for many years.

I'm glad to hear that you're getting consistency. I guess you're one of the lucky ones.

[TraderPeterMac]

Market Replay data is recorded as it arrives live from CQG. NinjaTrader's paid feed is also from CQG, but Simulation is not (or at least, not directly), it is simulated.

Hello Bruce, so new clients can no longer have access to LIVE SIM data as they did before? Not even for 14 days? If I want to have any form of LIVE data from ninjatrader I have to subscribe via web portal?

Do you happen to know how much those data cost? Is it only 4 USD per month for level I?

The new NT update is utterly terrible and it seems impossible to find concise information.

Thank you

Kind regards

[QuantKey_Bruce]

Hello Bruce, so new clients can no longer have access to LIVE SIM data as they did before? Not even for 14 days? If I want to have any form of LIVE data from ninjatrader I have to subscribe via web portal?

Do you happen to know how much those data cost? Is it only 4 USD per month for level I?

The new NT update is utterly terrible and it seems impossible to find concise information.

Thank you

Kind regards

There is still a 14-day free trial for futures. https://ninjatrader.com/trading-plat...ing-simulator/ "A free two-week free trial available with live-streaming market data"

I'm not sure what all of the different market data plans cost. You can check Settings -> Plans -> Market Data on account.ninjatrader.com to see what options you have available. I think mine shows $12 for CME level 1 live data - I'm not sure where the $4 came from - do you have a link that shows it at $4?

Yes, if you want to use live data that is not simulation data you would need to subscribe via the portal before your 14 days expire (or after, to sign up for live data if you're on simulated).

[imonlysleeping]

Hello Bruce, so new clients can no longer have access to LIVE SIM data as they did before? Not even for 14 days? If I want to have any form of LIVE data from ninjatrader I have to subscribe via web portal?

Do you happen to know how much those data cost? Is it only 4 USD per month for level I?

The new NT update is utterly terrible and it seems impossible to find concise information.

Thank you

Kind regards

Keep in mind, there is no such thing as "live sim data" according to Bruce. sim data is apparently all fake. they have a little guy sitting in a small office creating pretend data to send out for the simulation side of the platform. lol.

secondly, the question which is still looming in this thread from Post 1, indicates that potentially even "real" live data is also fake or somehow fakely recorded into the app and becomes fake historical data. maybe this is only true for tick charts, but i recommend you stay leery of this application until proven otherwise.

[QuantKey_Bruce]

It is indeed a potentially confusing wording. NinjaTrader_BrandonH has stated here that the Simulation connection uses simulated market data and above it is stated that this account has server-side simulated fills. However, I believe if you have signed up for live market data and are paying the $12 or whatever the fee is for your account type or if you are still in your 14-day trial you get live market data even if you did not sign in Live. It is quite possible that NinjaTrader_BrandonH was describing what would happen if you did not sign up. NinjaTrader Support should clarify how this is handled as a matter of policy since several different statements have been made since the 8.1 release in March which changed how all of this worked. I cautioned about using Simulation data because some users in the past have been confused about this point and were getting outcomes they didn't expect and it turned out to have to do with their connection. I've always paid for the data so there hasn't really been a question here but I've seen others struggle with this thinking it worked one way when it worked another.

There is not some "general problem" with data the way you are describing. Many of us use the platform every day and do not have those problems so it will ultimately turn out to be a setting or something you are doing.

[imonlysleeping]

It is indeed a potentially confusing wording. NinjaTrader_BrandonH has stated here that the Simulation connection uses simulated market data and above it is stated that this account has server-side simulated fills. However, I believe if you have signed up for live market data and are paying the $12 or whatever the fee is for your account type or if you are still in your 14-day trial you get live market data even if you did not sign in Live. It is quite possible that NinjaTrader_BrandonH was describing what would happen if you did not sign up. NinjaTrader Support should clarify how this is handled as a matter of policy since several different statements have been made since the 8.1 release in March which changed how all of this worked. I cautioned about using Simulation data because some users in the past have been confused about this point and were getting outcomes they didn't expect and it turned out to have to do with their connection.

yeah, and conveniently NT doesn't disclose any of this VITAL information up front anywhere that I can see. even when they try to disclose information they often contradict themselves in the next statement or on the next page. and if it's not contradiction its just ambiguously written.

if you go looking specifically for answers you will wind yourself down into a rabbit hole of pain, regret and utter confusion. Take it from me, i've been lost down here for close to two weeks and honestly i am wayyy more confused now than when i first fell in the hole.

[TraderPeterMac]

Keep in mind, there is no such thing as "live sim data" according to Bruce. sim data is apparently all fake. they have a little guy sitting in a small office creating pretend data to send out for the simulation side of the platform. lol.

secondly, the question which is still looming in this thread from Post 1, indicates that potentially even "real" live data is also fake or somehow fakely recorded into the app and becomes fake historical data. maybe this is only true for tick charts, but i recommend you stay leery of this application until proven otherwise.

Bruce just said you get LIVE free SIM data for the 14 days. After that you must sign up. Which is understandable. As long as you get at least 14 days to trade free LIVE data on sim.

Thank you Bruce for your reply. Much appreciated.

Kind regards