What happened to the tick data?

[katana]

I run a 2000 tick chart of the ES and suddenly this morning it feels like the tick data is being heavily filtered. I have 36 bars via Continuum so far and 102 bars through my other broker. It isn't just me either, a bunch of traders I know using NT are having the same issue this morning.

[NinjaTrader_Kyle]

Hello,

Thank you for your post.

Is Continuum the only data source which NinjaTrader is connected to?

Which Session Template is used in your chart? To check please right click in the chart and select Data Series; you will find the Session Template property on the right side of this menu.

If you right click in the chart and select the Reload All Historical Data option are additional bars loaded?

Which data source are you comparing against?

[sledge]

This is what I see on Rithmic.(chart)

Market just looks slow today. ToS showing only 617,000 volume at this moment.

SPY on ToS showing a paltry 30 million.

[katana]

Yes it is the only data source connected.
CME US Index Futures ETH2
Reloading data doesn't load more bars.
TDAmeritrade - Thinkorswim platform

[NinjaTrader_Kyle]

Hello,

Thank you for getting back to me.

If you were to change the Session Template setting to use the 'Default 24/7' setting would charts more closely match the other data source?

[katana]

It is slow, but this is beyond that.

[katana]

No, changing the session template to Default 24/7 doesn't change it much, if at all.

[NinjaTrader_Kyle]

Hello,

Thank you for getting back to me.

When loading the same chart here I see an exact match to the bars which are shown in the images which you've provided. While this confirms that your PC is being provided with all available data I am unsure why ToS would show additional bars as the data which is provided from Continuum is unfiltered data.

Could you please post an image showing both the ToS chart and your NinjaTrader chart so that I may further investigate?

[katana]

For the same time period:

[NinjaTrader_Kyle]

Hello,

Thank you for getting back to me.

Our data team is currently looking in to this issue. I will update this thread as more information becomes available.

[billko1977]

I just wanted to say that i trade the 512 tick chart and i knew today seemed really off. I couldnt figure out what the deal was but i have cross referenced with my TOS chart and i have maybe 1/4-1/3 of the usual amount of bars. last friday NT is an exact match for TOS but today its not even close. I took most of the day off because it just seemed like the market was dead but in actuality it was just NT with Continuum.

EDIT: I just measured bars and NT is showing 144 512 tick bars today and TOS is showing 444! Just for reference last friday NT has 436. Something is obviously up...

[bdahla]

Having the same issue with CQG data feed. At first I thought it was just a low volume day but there's definitely missing data.

[shuglu]

Also have same issue with CQG.

[billko1977]

Tick Charts NOT FIXED

Im starting a new thread because the other tick chart thread has gotten no response from support since yesterday. I trade with tick charts and for watever reason NT is taking over double the volume to build the same 512 tick bar. I understand that contracts are not the same as ticks but we all know its highly correlated. The average 512 tick bar is built with an average of around 1600 contracts during the NY session over the last month. The average 512 tick bar yesterday is built with 4000 contracts. The overnight session last night has an average of around 2500 contracts per 512 tick bar, which is almost 1000 contracts higher than the daily average during the New York session.

Just look at the difference in volume form yesterday compared to last thursday and friday..

http://prntscr.com/71r9wn

EDIT: Just so that its clear... All the guys like me who trade tick charts are dead in the water until this gets taken care of. There is no way to trade this knowing that i am receiving incomplete data.

Here another chart. very easy to see on this 1000 tick.

http://prntscr.com/71ri34

[bdahla]

Same thing on my end. Extremely frustrating.