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Price Discrepancy on ES between NT8 RC1 and NT7

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    Price Discrepancy on ES between NT8 RC1 and NT7

    There is a strange price discrepancy issuing occuring between NT7 and NT8 RC1.

    Both NT7 and NT8 charts shown are using NinjaTrader Continuum data feed.
    My PC is set to US Eastern time and NT8 is also set to US Eastern time under the Tools/Options/General area.
    All data files in the NT8 Documents "db" directory were deleted and historical data for the chart was reloaded to ensure clean data. Blank workspaces were used and no templates were loaded.
    10 minute ES 09-16 charts were loaded in both NT7 and NT8 using the default instrument session template.
    If you refer to the attached screen capture you can see both charts scaled similarly in both the horizontal and vertical directions. The green vertical dotted line is the end of Friday's trading session in the US. Prior to this green line the charts are identical. After the green line (US start of trading on Sunday night) the charts have big differences. The NT8 chart is missing a large number of bars and the blue vertical lines show 6am on Monday morning. The NT8 chart has 48 bars up to this blue line whereas the NT7 chart has 71. A close look at the NT8 chart shows roughly 3 hours of price action missing between 1.50 am and 5.50am. I am also seeing a similar problem with the Eurex Bund contract which had been trading live for a few hours at the time of writing this message.
    Whenever I reload historical data on NT8 on either ES or the Bund (FGBL) the current bar loads at the correct price but immediately previous bars are either missing or have weird timstamps which are in error by a number of hours. When I look back historically on the NT8 chart the previous Mondays appeared to have loaded OK.
    Attached Files

    #2
    I notice a discrepancy as well. I will reach out to the Data Team and respond when I have more information.
    Patrick G.NinjaTrader Customer Service

    Comment


      #3
      The Data Team has switched NT8 historical data servers while they correct issues on the other server. Can you test to see if they persist?

      To delete the cache and test, follow the steps below.
      • Shut down NinjaTrader.
      • Open the Documents > NinjaTrader 8 > db folder.
      • Delete the sub-folder named 'cache'.
      • Restart NinjaTrader
      • Right-click on your chart and select "Reload all historical data"
      Patrick G.NinjaTrader Customer Service

      Comment


        #4
        I actually tried out your recommendation about an hour ago as a result of discussions elsewhere in the forum and based on what I saw the problem appears to have been fixed. It is currently nearly 1.30am in my part of the world so I will do a more thorough check after some sleep. I actually tried deleting the cache and other db files several times yesterday not realizing that I was simply re-importing the same corrupted data from your server again. I also need to have some conversations with one of my indicator software suppliers as the code changes in RC1 appear to have affected at least one indicator I own.

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