Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Tick data for a specific trade

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Tick data for a specific trade

    Hi,

    I entered a trade this morning 7/8/24 7:00:01 (MDT) on CL 08-24 at 82.75 long.
    The trade stopped at 7:00:05 (MDT) at 82.59

    I downloaded the historical data from Control Center for 7/8/24 on CL 08-24 using tick interval and data type "last"

    I'm assuming the downloaded data is in EDT.

    The tick data for the 4 seconds I was in the trade does not match the prices at which I traded.

    What do I not understand regarding the downloaded tick data and/or my trade?

    Kind regards,
    Brian

    --- Tick Data Follows ---
    20240708 090001 4640000 82.41 82.41 82.42 3
    20240708 090001 4640000 82.41 82.41 82.42 1
    20240708 090001 4640000 82.41 82.41 82.42 1
    20240708 090001 4640000 82.41 82.41 82.42 1
    20240708 090001 4640000 82.41 82.41 82.42 1
    20240708 090001 5760000 82.41 82.4 82.41 1
    20240708 090001 5760000 82.41 82.4 82.41 1
    20240708 090001 5760000 82.41 82.4 82.41 1
    20240708 090001 5760000 82.41 82.4 82.41 1
    20240708 090001 8400000 82.41 82.4 82.41 1
    20240708 090002 1680000 82.41 82.4 82.41 1
    20240708 090002 1880000 82.41 82.4 82.41 1
    20240708 090002 2640000 82.41 82.4 82.41 1
    20240708 090002 3000000 82.42 82.4 82.42 1
    20240708 090002 6240000 82.4 82.4 82.41 1
    20240708 090002 7640000 82.39 82.39 82.41 2
    20240708 090002 7640000 82.39 82.39 82.41 1
    20240708 090002 7640000 82.39 82.39 82.41 1
    20240708 090002 7640000 82.39 82.39 82.41 1
    20240708 090002 7640000 82.39 82.39 82.41 1
    20240708 090004 0280000 82.4 82.39 82.4 1
    20240708 090004 0280000 82.4 82.39 82.4 1
    20240708 090004 1000000 82.4 82.4 82.41 1
    20240708 090005 0240000 82.4 82.39 82.4 1
    20240708 090005 0240000 82.4 82.39 82.4 1
    20240708 090005 0240000 82.4 82.39 82.4 1
    20240708 090005 0640000 82.4 82.4 82.41 1
    20240708 090005 3840000 82.4 82.4 82.41 1
    20240708 090005 5080000 82.39 82.39 82.41 1
    Attached Files

    #2
    Hello trade4$$,

    Thank you for posting.

    Can you please go to the Control Center->Tools->Options->General and tell me what Time zone you currently have selected.

    Thanks in advance.
    Christopher J.NinjaTrader Customer Service

    Comment


      #3
      UTC-07:00 Mountain Time

      Comment


        #4
        When reviewing data within the Historical Data window this will be time stamped based off the time set within the Time zone option therefore you would want to look at data after 7:00:01 and 7:00:05.
        Christopher J.NinjaTrader Customer Service

        Comment


          #5
          The data from 7:00:01-05 still does not match the order

          7:00:01 (MDT) BUY 82.75
          7:00:05 (MDT) SELL 82.59

          All tick values during that time range from 82.61 - 82.64
          20240708 070001 3080000 82.63 82.62 82.63 1
          20240708 070002 0080000 82.63 82.63 82.64 1
          20240708 070002 0080000 82.63 82.63 82.64 1
          20240708 070002 0120000 82.63 82.62 82.63 1
          20240708 070002 0120000 82.63 82.62 82.63 1
          20240708 070002 1040000 82.62 82.62 82.63 1
          20240708 070002 4360000 82.62 82.62 82.63 1
          20240708 070002 4360000 82.62 82.62 82.63 1
          20240708 070002 6240000 82.62 82.62 82.63 1
          20240708 070002 6240000 82.62 82.62 82.63 1
          20240708 070003 0680000 82.63 82.62 82.63 1
          20240708 070003 0720000 82.63 82.62 82.63 1
          20240708 070003 8320000 82.62 82.61 82.62 11
          20240708 070003 8320000 82.62 82.62 82.63 1
          20240708 070003 8320000 82.62 82.62 82.63 1
          20240708 070003 8320000 82.62 82.62 82.63 1
          20240708 070003 8320000 82.62 82.62 82.63 1
          20240708 070003 8320000 82.62 82.62 82.63 1
          20240708 070003 8320000 82.62 82.62 82.63 1
          20240708 070003 8320000 82.62 82.62 82.63 1
          20240708 070003 8320000 82.62 82.62 82.63 1
          20240708 070003 8400000 82.62 82.61 82.62 1
          20240708 070003 8400000 82.62 82.61 82.62 1
          20240708 070003 8600000 82.61 82.61 82.62 1
          20240708 070003 8600000 82.61 82.61 82.62 1
          20240708 070003 8600000 82.61 82.61 82.62 1
          20240708 070003 8600000 82.61 82.61 82.62 1
          20240708 070003 8600000 82.61 82.61 82.62 1
          20240708 070003 8640000 82.61 82.61 82.62 1
          20240708 070003 8640000 82.61 82.61 82.62 1
          20240708 070003 8720000 82.61 82.61 82.62 3
          20240708 070003 8720000 82.61 82.61 82.62 1
          20240708 070003 8720000 82.61 82.61 82.62 1
          20240708 070003 8720000 82.61 82.61 82.62 1
          20240708 070003 8720000 82.61 82.61 82.62 1
          20240708 070003 8720000 82.61 82.61 82.62 1
          20240708 070003 8720000 82.61 82.61 82.62 1
          20240708 070003 8720000 82.61 82.61 82.62 1
          20240708 070004 1040000 82.61 82.6 82.61 1
          20240708 070004 1040000 82.61 82.6 82.61 1
          20240708 070004 1040000 82.61 82.6 82.61 1
          20240708 070004 2120000 82.61 82.61 82.62 1
          20240708 070005 2920000 82.62 82.61 82.62 1
          20240708 070005 2920000 82.62 82.61 82.62 1
          20240708 070005 2920000 82.62 82.61 82.62 1
          20240708 070005 2920000 82.62 82.61 82.62 1
          20240708 070005 3000000 82.62 82.62 82.63 1
          20240708 070005 3040000 82.62 82.62 82.63 1
          20240708 070005 3040000 82.62 82.62 82.63 1
          20240708 070005 3040000 82.62 82.62 82.63 1
          20240708 070005 8680000 82.62 82.61 82.62 1

          Comment


            #6
            ok, I think I got it. The data is in UTC. My time zone is UTC-7, but with DST it is UTC-6. The data can be found in the file at 13:00:01-05.

            Sorry, I know this is super detailed, but I just wanted to be sure I understood the tick data I was getting.

            Thank you for your help.

            Comment

            Latest Posts

            Collapse

            Topics Statistics Last Post
            Started by argusthome, 03-08-2026, 10:06 AM
            0 responses
            65 views
            0 likes
            Last Post argusthome  
            Started by NabilKhattabi, 03-06-2026, 11:18 AM
            0 responses
            41 views
            0 likes
            Last Post NabilKhattabi  
            Started by Deep42, 03-06-2026, 12:28 AM
            0 responses
            23 views
            0 likes
            Last Post Deep42
            by Deep42
             
            Started by TheRealMorford, 03-05-2026, 06:15 PM
            0 responses
            26 views
            0 likes
            Last Post TheRealMorford  
            Started by Mindset, 02-28-2026, 06:16 AM
            0 responses
            52 views
            0 likes
            Last Post Mindset
            by Mindset
             
            Working...
            X