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NT8/NT7 historical data - big difference (Kinetick)!

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    NT8/NT7 historical data - big difference (Kinetick)!

    Hello,

    today I compared the freshly loaded tick data from NT8 and NT7 and to my shocking I found out that the tick data from NT8 is much less than in NT7?

    I am using the Kinetick Base Service. Wiped the Historical data in both platforms and then loaded them again. I am using back adjusted data so I did not compare the exact outcome of the chart - but that's not relevant.
    However since I am using Renko charts I almost have 2 totally different charts. While the NT7 version shows all the fast zig zag movement the NT8 is like a filtered down version.

    When determining the data from the Historical Editor... let's say the 2016-05-06 14:00 tick data in GC Future (GC 12-16). After wiping the data and loading the tick data I get only 63 ticks of data. In NT7 I get over 1400 for the same time frame....? How come?

    I found this due to backtesting and suddenly seeing that in fast moving markets (during news events) the data in NT8 was totally striped down?

    Thanks in advance,
    Oliver

    #2
    Hello Lord Devil,
    Can you please upload a screen shot of both Data Series so I may accurately test between NinjaTrader 8 and NinjaTrader 7?
    To send a screenshot with Windows 7 or newer I would recommend using Window's Snipping Tool.

    Click here for instructions
    http://windows.microsoft.com/en-us/w...#1TC=windows-8

    Alternatively to send a screenshot press Alt + PRINT SCREEN to take a screenshot of the selected window. Then go to Start--> Accessories--> Paint, and press CTRL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment.

    Click here for detailed instruction

    http://take-a-screenshot.org/
    Ryan M.NinjaTrader Customer Service

    Comment


      #3
      Sure,

      This is taken from the GC 2016-05-06. The times may differ since I am from europe. But as you can see in NT7 we have several thousands lines of tick data and in NT8 I have just a totally striped down version.

      Both were deleted before and freshly downloaded outside the prime times of kinetick (during prime time kinetick is not allowing to download older tick data).

      Really not sure what is going on here

      Kind regards,
      Oliver
      Attached Files

      Comment


        #4
        Hello Lord Devil,
        Can you please also send me a screen shot of your Data Series from both charts? To find the Data Series please right click within the Chart > Data Series.
        Ryan M.NinjaTrader Customer Service

        Comment


          #5
          Sure, but may I ask why this matters?

          Kind regards,
          Oliver
          Attached Files

          Comment


            #6
            Hello Lord Devil,
            Thank you for providing me with your screen shots. I will initially need to test if the instrument is reporting differently between the two platforms. Just so I can accurately test your inquiry I will use the exact chart parameters you are using with a Kinetick Data Feed. I will test your inquiry and respond with my results.
            Ryan M.NinjaTrader Customer Service

            Comment


              #7
              Oliver,

              In your screenshot your comparing GC 12-16 vs GC 06-16 expiry for the same date. It would be expected you would see a lot less data in the time range on different expires. However I'm cautious that this is just a screenshot error and perhaps you have something else going on.
              BrettNinjaTrader Product Management

              Comment


                #8
                Hey there,

                well I have seen this myself too. But that's how Ninjatrader 8 and 7 is showing it. In NT7 when using and reloading the GC 12-16 data its stored in the different contracts. But in NT8 when I am doing backtests on the GC 12-16 it is displaying this way?

                Maybe thats the issue? But what can I do then to make this work as in NT7?

                In NT7 and NT8 I am using the Strategy analyser, selecting the GC 12-16 contract and then letting it fetch data from 2016-04-01 till today (about 180 days). NT7 seems to manage it correctly and merging the correct futures together... but in NT8 I am having this behaviour with much less data? Is there a way to change that or am I doing something wrong here?

                Comment


                  #9
                  Hello Lord Devil,
                  I believe the difference will be that NinjaTrader 8 has the defined contract month of GC 10-16 while NinjaTrader 7 will not. You can confirm this by doing the following:
                  NinjaTrader 8:
                  - NinjaTrader Control Center > Tools > Instruments > Search for GC
                  - Select the GC contract > edit
                  - Scroll to the bottom of the Instrument window and select the "Contract months" option > When you hover your mouse over the option it will say edit rollover dates (this should state 67 contract months defined).
                  - You should see the GC 10-16 option within here.

                  NinjaTrader 7:
                  - NinjaTrader 7 Control Center > Tools > Instrument Manager > Search for the GC
                  - Select the GC > Edit
                  - Select the MISC tab within the instrument window > Scroll down to the bottom of the MISC tab and find the contract rollover section (This should state the defined contract months) select this option click on the (...) button.
                  - This will not display the 10-16 contract.

                  Can you please clarify if you would like the data to appear as it does within NinjaTrader 7 without the 10-16 contract defined or if you would like the 10-16 contract defined within both platforms?
                  Ryan M.NinjaTrader Customer Service

                  Comment


                    #10
                    Hello and thanks for your reply.

                    Well in the end I think using the contract with the highest volume is best. So I am unsure why the 10-16 contract changes anything on the tick data for the date of 2016-05-06 as in my case? So if I would delete the 10-16 contract rollover setting in NT8 (so it is same as in NT7) this would give me the same data as in NT7 for this date?

                    Thanks in advance,
                    Oliver

                    Comment


                      #11
                      Hello Lord Devil,
                      I am currently speaking with the development team regarding the best way to resolve your inquiry. I will update this thread with their response.
                      Ryan M.NinjaTrader Customer Service

                      Comment


                        #12
                        Deleting the 10-16 contract should do the trick. When we download data to create a continuous contract we merge and download data based on the merge policy and contract months defined for the instrument.

                        Unfortunately we defined the 10-16 contract on our NT8 servers, which for the GC contract is not actively traded. (its a bit of an odd ball expiry)

                        We will be looking into resolving this on our server in the near term. Note: The expiry will re-download from our instrument server on each startup of NT unfortunately until we resolve the issue on the server. I'll update this thread when it has been resolved on the server.
                        BrettNinjaTrader Product Management

                        Comment

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