Tick chart bars change

[uspilotzzz]

I have been noticing that from time to time the bars on my 233 tick chart will change between times I open ninjatrader. I am using the CQG demo data at the moment.

For example I took a trade this morning at a bar that closed at 7:00:07. When I opened ninjatrader this evening to look at the charts omy two 233 tick charts were different from each other. (I have one set up with Heikin Ashi candles and one with normal candles) And neither of them were what was shown this morning. I disconnected from CQG and "repaired the database" after reconnecting and restarting the two charts matched each other but still neither were the same thing I saw this morning. I can tell because I took a screen shot this morning and because I recorded the time stamp for the bar close on my trade. The closest thing I could find was a bar that closed at 7:00:42. The disconcerting thing is that the chart I see now does not show a trade entry.

So how do I know which one is right and what is causing the difference?

[NinjaTrader_RileyS]

Hello uspilotzzz,

Thank you for your post.

While using a tick interval chart, the chart's bars are going to refresh, which will cause new and different sized bars to appear at different times. (As ticks come into NinjaTrader in real-time, they are time stamped based on your local PC time if they do not already have an associated time stamp that is provided from the real-time data source. The majority of our supported brokerage feeds DO NOT time stamp ticks, where most of our supported market data vendor feeds do provide time stamped ticks. NinjaTrader then builds bars based on the time stamp of the incoming tick and displays these bars in your chart in real-time.)

Please see the link below for more information on "How Bars are Built''; see the section on 'Understanding why a chart can look different after reloading historical data from the server.':

http://www.ninjatrader.com/support/h..._are_built.htm
.

[uspilotzzz]

Ok, I read through that but I guess I am confused. Is that saying that it is NORMAL for the OLHC of candles, as well as time stamps, to change between what is printed live and what you see when you reopen your chart and it is filled back in with historical data? Meaning what you see live may only be there while you are sitting in front of your computer and may be replaced with something different later?

[NinjaTrader_ChelseaB]

Hello uspilotzzz,

That is correct. As a tick based chart is open, the most current bar begins building at that time.

This means that if the chart is opened or refreshed after the session has already started, these charts will be different than the historical data that is downloaded which will include the data from the beginning of the session without a new bar forming where the chart was opened.

In other words, if you open a chart before the start of the session and never reload this, this would match the historical data.

Time based bars are not affected by this as a new bar is formed according to time.

[uspilotzzz]

I understand if there are ticks here and there that are different but here is a screen shot of the 2 charts. If you look in the area where the trades are you can see that the bars are totally different. Is this the type of difference you are referring to or might this be something else?

[NinjaTrader_ChelseaB]

Hello uspilotzzz,

If the chart is reloaded, every bar after that point will be different than what is in historical data. The differences on this chart seem to start at 6:30. The price is generally the same trend but each bar has a different ohlc.

Yes, this would be expected.

[uspilotzzz]

So just to follow up on this. CQG/continuum provide real time and historical tick data and they time stamp their data natively NOT locally. Seen here:

https://ninjatrader.com/support/helpGuides/nt7/?historical_data.htm

If this is the case why is there a difference between what you see real time and what is historical? Since it should be the same data and stamped natively and not locally it should totally be the same thing, no?

Does ninjatrader not use the CQG/continuum data to load historical data?

[NinjaTrader_ChelseaB]

Hello uspilotzzz,

The timestamp of the data does not matter.

As a tick based chart is opened, the most current bar begins building at that time. This means that particular bar is including different ticks because it was started at a different time. Using the exact same data with the exact same time stamps, if you change the time the bar opens it will include different ticks with that bar.

The issue is not the timestamp of the data, the issue is what ticks are included with each bar.

[uspilotzzz]

I understand, for some reason ninjatrader starts building a new bar when its opened instead of trying to finish the previous bar which is why every tick chart will look different when opened at a different time.

Can you please answer the question though, where does the historical data come from? Does it come from CQG/continuum or from ninjatrader?

[NinjaTrader_ChelseaB]

Hello uspilotzzz,

CQG/Continuum does not provide historical data through their API. Because of this, NinjaTrader records real-time data from CQG and provides this to NinjaTrader clients when connected to CQG/Continuum from the NinjaTrader historical data server for CQG.

[td_910]

another question

How would you suggest to trade ES ETH tick charts?

the only solution I see is to leave NT up all week, don't touch the charts and restart it before Sunday open
or during the maintenance window each day

that is pretty annoying

you wrote
"As a tick based chart is opened, the most current bar begins building at that time."

after a reload, shouldn't this bar then start with 500t and count dn on the tick counter?

see this

https://www.screencast.com/t/hKMh6eRZ

[NinjaTrader_ChelseaB]

Hello td_910,

I've further researched this and I was able to reproduce that behavior.

Our lead has further clarified that bars to do begin rebuilding on reload. However, with NinjaTrader 7, there are some ticks that are lost when a chart is loaded or reloaded.

Addressing the chart you have that is changing when reloading, I would like you to sync your PC clock and re-download the historical data.

• Shutdown NinjaTrader
• Right-click the clock in the lower right corner of your desktop -> Select Adjust date/time
• If you are using Windows 10, click 'Additional date, time, & regional settings' -> then click 'Set the time and date'
• Click on Internet Time tab
• In the Server: drop-down select time.nist.gov
• Click Update
• 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)
• Restart NinjaTrader
• Connect to a data feed, then right-click the chart and select Reload All Historical Data

http://mintywhite.com/windows-7/7maintenance/windows-seven-7-sync-system-clock-with-internet-time-how-to/

http://www.windows10update.com/2015/08/windows-10-tutorials-154-how-to-synchronize-windows-10s-time-with-the-internet-time-server/

Then clear the cache and historical data.

• Close NinjaTrader
• Open (My) Documents/NinjaTrader 7\db\cache\
• Delete all files within this folder
• Go up one directory to the \db\ folder
• Repeat this procedure for the tick, minute, and day folders as well to delete your downloaded historical data
• Restart NinjaTrader
• Connect
• Open a new chart without any indicators or templates applied to see if you are able to load a chart.

This initial load may take a little longer than normal since all new data is being loaded from the historical data servers. After everything has loaded please restart NinjaTrader and let me know if you continue to experience a slow load time.

After syncing the PC clock and reloading data, please let me know if you are able to reproduce the behavior.