Tick Data Discrepancy

[revotrader]

I use a 1500 tick chart using standard open/close bars when trading the MNQ. I have a strategy that gives me entry signals during the first hour of regular trading which is the only time I live trade. I live trade using Ninjatrader broker and their data feed. I have learned that at times my live tick data may diverge from the historical data so after my morning session ends, I first record the exact times signals were given during the live session then I do an F5 refresh of data to note any discrepancies, if any. This past week I traded three mornings. When reloading the tick data after my morning session was over no discrepancy signals were noted between live trading and reloaded data for those three days. However, today (Saturday) I reloaded the same days and two of the three mornings showed differences that were not there when I reloaded the data after my live trading session. Why is the end-of-the-week historical tick data differing from the historical data I loaded after my daily morning sessions? Is there any way to prevent this from happening? It makes backtesting my strategy challenging.

[NinjaTrader_ChristopherJ]

Hello revotrader,

Thank you for posting.

To ensure your PC clock in sync and you do not have any corrupt data please use the steps below to sync your clock and delete your historical data:

• Close NinjaTrader
• Documents
• NinjaTrader 8
• Open the db folder
• Delete the cache, day, minute and tick folders
• Please use the steps provided below to sync the PC clock:
• Right click on your PC time->Adjust Date/Time
• Click "Sync Now"
• Once successfully synched open NinjaTrader

This initial load may take a little longer than normal since all new data is being loaded from the historical data servers.

Please let me know if the issue persists after this procedure.

[revotrader]

Thanks for the reply. I deleted the cache folder on Saturday so hopefully that will take care of the issue when I resume trading tomorrow.

Out of curiosity, how often do you recommend users delete the cache folder and reset the PC clock to prevent this issue?

[NinjaTrader_ChristopherJ]

There is not a specific time this should be done however some users will do this as maintenance and has no negative affect on the platform.

[revotrader]

Thanks for the fix.