Footprint data is different when reconnect Rithmic

[drsun]

Hi. I just learned how to use Ninjatrader and I have a question about Footprint data.
Why is the Real-time data different from the data after disconnecting/reconnecting?
E.g:
- I open Ninjatrader and connect with Rithmic provider at 10 a.m.
- At 11 a.m I disconnect (close) Ninjatrader then reopen/connect my Ninjatrader.
- The Real-time data is different from the data I see after reopen.
Below are 2 screenshot: Real-time and After reopen. from 22:29 to the end.
Please help me.
Sorry for my bad English.

[drsun]

Help me pls

[bltdavid]

Start by making sure you thoroughly understand
'How Bars Are Built' by mastering the page here.

[drsun]

Start by making sure you thoroughly understand
'How Bars Are Built' by mastering the page here.

Thanks so much.

[QuantKey_Bruce]

The historical data for Rithmic comes from NinjaTrader's servers which is CQG data. Rithmic realtime data differs from CQG. Often it is not a lot, but especially when looking at bid/ask, it is significant. I would recommend against using Rithmic for this purpose (bid-ask analysis) because they do not supply any historical data, and when you then get your historical data from CQG, it will inevitably be different. You would be better served to get a feed that also uses CQG (e.g. Continuum) for this purpose, or to use a feed like Kinetick that can do realtime and historical from the same source (in that case DTN).

[drsun]

Thanks for clarifying.

[drsun]

The historical data for Rithmic comes from NinjaTrader's servers which is CQG data. Rithmic realtime data differs from CQG. Often it is not a lot, but especially when looking at bid/ask, it is significant. I would recommend against using Rithmic for this purpose (bid-ask analysis) because they do not supply any historical data, and when you then get your historical data from CQG, it will inevitably be different. You would be better served to get a feed that also uses CQG (e.g. Continuum) for this purpose, or to use a feed like Kinetick that can do realtime and historical from the same source (in that case DTN).

Sorry to bother you again. I read it in the help guide of Ninjatrader. Operations/Historical Data/Data buy Provider. As far as I can see, Rithmic still has Historical Data.
Do you mind explaining it to me one more time?

[QuantKey_Bruce]

NinjaTrader's historical data servers get their data from CQG. Perhaps NinjaTrader Support can clarify the extent to which historical data is available directly from Rithmic servers.

[xiinteractive]

I solve this issue by connecting to NinjaCQG first and then after charts are all loaded up I connect to the Rithmic account. From there you could also disconnect this Rithmic account and connect a different one. Chart data remains stable during the switch because NT8 is using the NinjaCQG connection and the only thing that changes is the Rithmic-based accounts that show up in Control Center/Accounts and in the ChartTrader and the not-very-super SuperDOM.