60m SPY chart looks different from TOS

[cay7man]

I use TDA connection on NT. The left chart in the attached image is 60m TOS chart. The right chart is NT.
The candlesticks look different however price marker on NT is same as TOS. Any ideas?

[NinjaTrader_ChristopherJ]

Hello cay7man,

Thank you for posting.

Currently this connection only provides snapshot/filtered data within NinjaTrathere therefore you may see different data when comparing real time and historical data after reloading a chart.

Keep in mind TOS may use different servers when connecting therefore this behavior may not be seen when viewing charts within TOS directly when comparing the two.

The only workaround is to connect to a data provider updates real time. If you are looking for a data provider only for real time and historical data I recommend using Kinetick: (Our Preferred Data Feed Service Built Specifically for NinjaTrader) which provides historical Tick, Minute and Daily data for Equities, Futures and Forex.

• http://www.kinetick.com

Let me know if I may be of further assistance.

[cay7man]

Ok. I just need data for SPY/SPX. No other symbols. All data providers are too expensive..

[cay7man]

I subscribed to barchart data and still the charts are off. 30m looked similar though. attached 30 & 60m from NT and TOS

[NinjaTrader_ChristopherJ]

Can you please clarify what is not matching when comparing the data between the two such as the High, Low, etc. Also can you tell me what values you are seeing on your end that are not matching when comparing.

Thanks in advance.

[cay7man]

Highs/lows of candlesticks on 60m. Another image. Comparing TC2000, TOS and NT (Barchart). TC2000 & TOS charts are similar.

[cay7man]

I'm observing today as well. The rendering is still incorrect particularly 60m chart

[NinjaTrader_ChristopherJ]

So I may look into this further can you provide the following information:

• What time zone do you have NinjaTrader set to use which can be found in Tools->Options->General
• What is the time stamp of the candle in NinjaTrader that does not match?
• What is the High and Low you are showing in NinjaTrader for this candle?
• What is the High and Low you are showing in TOS for the same candle?

[cay7man]

Its set tp PST. It does look like its something to do with premarket data. I just noticed that it opened a new candle on 60m chart at 7.30am PST. How to turn off premarket data aggregation at open?

[NinjaTrader_ChristopherJ]

To disable premarket data right click in your chart->Data Series->Select "US Equities RTH" from the Trading hours drop down menu->Click Ok.

[cay7man]

Sorry, It made no difference...

[cay7man]

ETH fixed it!

[cay7man]

Works on 60m but not other time frames. So, this is still an issue. I experimented with ETH, RTH and use instrument settings.

[NinjaTrader_ChristopherJ]

Please right click in your chart->Data Series->Confirm "Break at EOD"->Click Ok->Right click in your chart and select "Reload All Historical Data" and let me know if you see the same behavior.

[cay7man]

It was already set. After making the trading hours setting I restarted NT as well. No change...