Chart data: tick & bars in sync

[misova]

Hi, I would like to ask,

how are tick data and bars synchronized in Ninjatrader ?

I found, that tick data and bars are not in sync. For example:

1. I imported tick data from external source and checked the option for importing minute bars
2. Later when I click reload all data on chart -> the new bars are downloaded from CQG

As a result of this operation -> new and different bars are downloaded from CQG and they are sometimes (on some bars) different.

Is there any logical solution for this desynchronization between tick & bar data ?

I think, that reloading chart data is operation, that is sometimes needed for downloading of missing data. But this should not throw away all bars, that were created from tick data.
This is very important for backtesting. Otherwise, consistent backtesting is not possible, when there are missing fills or no-existing fills on bar data vs tick data., when tick and bar data are different.
Thx

[NinjaTrader_JC]

Hello misova,

Tick Data and Bar Data are synced by the time stamp of the data and the order that they are received in.

What you are seeing is most likely due to a difference in the Data that you are importing into NinjaTrader compared to the Historical Data from your connection.

By default NinjaTrader is set to "Get data from server (if available)" under Tools -> Options -> Data tab. Since, you are importing some of your own Historical Data that appears to be different you may want to uncheck this option so NinjaTrader does not automatically download Historical Data.

http://www.ninjatrader.com/support/helpGuides/nt7/data_tab.htm

You will still be able to manually Download Historical Data or right click inside of the chart and select Reload Historical Data to download this information if you require it so that way you can keep your Historical Data the way you would like it.

[misova]

Thank you very much - that was exactly what I was looking for.

You are right - imported tick data from external source and bar-data from live feed are a little bit different in some bars, which caused desynchronization between tick data and whole-bars data.

Disabling downloading bar from server will help.

One additional question:
Does reloading data from chart overwrite minute bars, that were created from imported tick data?
(When importing data, I checked the option: Generate 'Minute' bars from imported tick data.)

I ask, because, I am not sure, if
a) the reloading download just bars, that are missing and needed for continuous chart,
b) or it throws away all existing bars and downloads all new bars from data-provider ?


If
a) is true, then is generated minute bars (from tick data) would be preserved
and if
b) is true, then then the imported minute bars are lost and replaced by new minute bars from provider.

Thanx.

[NinjaTrader_JC]

Hello misova,

It would be more closer to "B". Basically, if NinjaTrader detects that the data is different it will overwrite the bars that you have imported and download them from the provider. If they are the same NinjaTrader will not download the data.