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Candle data inconsistency

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    Candle data inconsistency

    Dear NinjaTrader Support,

    I am experiencing an issue with candle data inconsistency on my NinjaTrader platform. The problem is as follows:

    My candles are building live without any apparent issues, but when I reload the historical data, the candles change significantly. This problem occurs across all timeframes, including tick charts, and it persists, affecting the accuracy of my precision measurements. I have observed this issue consistently for quite a while.

    I have noticed that this problem does not occur when using TradingView for the same instruments and timeframes. I have attached screenshots demonstrating the before and after effects of refreshing a one-minute chart.

    Could you please advise on what I can do to prevent this behavior and ensure consistent historical data? I would greatly appreciate your assistance in resolving this issue.

    Thank you for your time and support.


    Before:

    Click image for larger version

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    After:

    Click image for larger version

Name:	YM_after.png
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ID:	1338695

    TradingView:

    Click image for larger version

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Views:	53
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ID:	1338696

    #2
    Hello Zadomani,


    Thank you for posting on the NinjaTrader forums.


    It is expected for charts to look a little different as they are being built versus when you reload the historical data; as tick data comes into NinjaTrader it is actively building the chart based on the timeframe that you've selected. Reloading historical data interrupts this process as it attempts to pull from the historical servers again to fulfill your request. You can find more information about this at the following link.


    Similarly, when comparing data to other platforms there are multiple underlying reasons why these could look a little different. Different data providers use different ways of capturing data and displaying them to you, these won't always be the same and you can expect variations due to these differences. You can also find more information about this here.



    Please let us know if there's anything else we can assist with!
    Luis H.NinjaTrader Customer Service

    Comment


      #3
      Thanks for your response @NinjaTrader_LuisH​,

      Would it be possible, for example, to update/rebuild only the last candle at its close using historical data from the servers automatically ?

      Another question: with Ninjascript, if I add another timeframe/instrument, will the data I then retrieve be what my computer has stored as it arrives, or will it come directly from your servers? (e.g. Closes[1][3])

      Best regards

      Comment


        #4
        Hello Zadomani,

        Please try syncing the PC Clock and re-downloading the data.
        • Click Tools -> Historical Data. Right-click Historical, select Remove.
        • Shutdown NinjaTrader *important
        • Windows 10
          • Navigate to the Windows Control Panel
          • Select Clock and Region -> then click 'Set the time and date'
        (Or click 'Date and Time' if this is visible)
        • Click on Internet Time tab
        • In the Server: drop-down select time.nist.gov
        • Click Update
        • Windows 11
          • Open Settings
          • Click on Time & language.
          • Click the Date & time page on the right side.
          • Under the “Additional settings” section, click the Sync now button.
        • If the message that appears says 'successful', your PC clock should now be updated
        If not, select a different server from the Server: drop-down and try again (repeat until one of the servers is successful)Below are a few links to 3rd party educational sites with steps to synchronize with internet time.
        Windows 7 - http://mintywhite.com/windows-7/7mai...t-time-how-to/
        Windows 10 - https://www.windowscentral.com/how-m...ers-windows-10
        - http://www.windows10update.com/2015/...t-time-server/
        Windows 11 - https://pureinfotech.com/fix-clock-out-sync-windows-11/



        "Would it be possible, for example, to update/rebuild only the last candle at its close using historical data from the servers automatically ?"

        Unfortunately, there is not an option for this on the Desktop application. NinjaTrader auto downloads data using internal processes.



        "Another question: with Ninjascript, if I add another timeframe/instrument, will the data I then retrieve be what my computer has stored as it arrives, or will it come directly from your servers? (e.g. Closes[1][3])"

        Data is loaded in a NinjaScript the same way that data loads on a chart. First historical data is pulled from the cache. If there is data missing the data is downloaded from the servers.




        Chelsea B.NinjaTrader Customer Service

        Comment

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