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^TICK data coming in as positive numbers only from TD Ameritrade data feed

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    ^TICK data coming in as positive numbers only from TD Ameritrade data feed

    Hello,

    My ^TICK data is only coming in and being displayed as positive numbers from my TD Ameritrade data feed when reconnecting or reloading the historical data on the chart.

    Real time, ^TICK charts correctly with negative and positive numbers, but does not get recorded in the historical data manager.

    If I get disconnected during the day (which happens often with the TD Ameritrade data feed) the ^TICK data comes back all messed up and as only positive numbers (on the chart as well as in the Historical Data Manager), then from that point in time it begins to print correctly in real time - but does not get recorded in the Historical Data Manager at all.

    At the end of the day - if I'm lucky enough to have not been disconnected from the TD data feed - in the Historical Data Manager ^TICK data has not been recorded at all while the data was coming in real time from the moment I connected to the TD data feed. But when reloading the chart or reconnecting to the TD data feed the data populates the historical data manager but only as positive incorrect numbers.

    I'm just pulling historical minute bars...and coming from the Help guide "Data by Providers" we should get historical minute bars being displayed correctly for Indexes.

    TD Ameritrade:
    YES
    NO
    NO
    NO
    NO
    YES
    YES
    Local
    E, I
    YES
    NO

    E = Equities
    F = Futures
    FX = Forex
    I = Indexes
    O = Options
    Attached Files

    #2
    Hello,

    Thank you for your post.

    I was able to reproduce this behavior on my end as well. I have forwarded this to our development team and will follow up once I gather additional information.
    Christopher J.NinjaTrader Customer Service

    Comment


      #3
      After speaking with development this is currently a limitation with TD Ameritrade historical data servers not sending negative values. The only work around at this time would be to connect to a provider that does not have this limitation.

      If you are looking for a data provider for Index data I recommend using Kinetick: (Our Preferred Data Feed Service Built Specifically for NinjaTrader 7) which provides historical Tick, Minute and Daily data .

      www.kinetick.com
      Last edited by NinjaTrader_ChristopherJ; 03-11-2016, 03:42 PM.
      Christopher J.NinjaTrader Customer Service

      Comment


        #4
        Ugh, so this is all on TD Ameritrade then. It really is just this one issue when it comes to ^TICK.

        I don't want to pay $70/month through Kinetick just to get ^TICK data correctly - which should be coming from TD Ameritrade correctly based on the "Data by Provider" list.

        Comment

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