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filled 7 ticks beneath charted price

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    filled 7 ticks beneath charted price

    Hello,
    I closed my Micro E-Mini NASDAQ-100 Future today market at 15:37:01 (German Time). I was filled at 13557,00 (informations of my control center).
    The 1-Tick Ninja-Chart of MNQ shows that my filling was 7 ticks beneath the current price. As you can see in my screenshot of the chart my filling was 7 ticks beneath the marked price. Why is my filling not shown in the chart as a traded price? Why was the filling way beneath the traded price?
    Thank you for your support and kind regards

    #2
    CRITICAL — If your inquiry involves live orders, please always reach out to your broker's Orders Desk immediately to confirm and manage your live orders and positions.

    Please answer all of the following questions:
    • What version of NinjaTrader 7 are you using? Please provide the entire version number. This can be found under Help -> About (Example: 7.0.1000.?)
    • Who are you connected to? This is displayed in green on the lower-left corner of the Control Center window.
    • Are the execution markers misaligned if you right-click on your chart and select 'Reload all historical data'?
    • If you load a time-based chart like 1-minute, does the execution marker appear in the expected bar?

    Comment


      #3

      Hello,
      thank you for your answer!
      My answers:
      - Ninja Trader 7.0.1000.42 (live)
      - connected to Continuum
      - the execution marker does not misalign
      - yes, execution marker appears in the one minute-bar
      Can you now answer my questions? Or do I have to contact the order desk?
      Thank you very much for your support

      Comment


        #4
        I could not and cannot answer the direct questions you asked without further information. Your broker's Orders Desk can confirm information about your fills, but if you want analysis from a technical perspective to answer to the best of our ability "why", we still need more information.

        Which question is "the execution marker does not misalign" answering? If it's answering "Are the execution markers misaligned if you right-click on your chart and select 'Reload all historical data'?", does that mean the execution markers now line up with 1-second data on your chart after a reload?

        Comment


          #5
          ok, thank you.
          The quote you use should be the answer to your third question. After relouding the 1-tick-chart several times the marker stay at the exact same position as you see in my posted picture. The execution marker of my exit does NOT line up with the 1-tick chart!!! It is 7 ticks below.

          Comment


            #6
            Please send an email to PlatformSupport[AT]NinjaTrader[DOT]com so we may continue this conversation in more detail. Please include "2974625 ATTN PatrickG" in the subject of the email. In the body, include a link to this forum post as well as your log and trace files. Please follow the steps below to manually attach your log and trace files to your email:
            • Open Windows File Explorer (hotkey = Windows key + E) Then navigate to, "Documents" (sometimes called, "My Documents") > 'NinjaTrader 7' folder
            • Right click on the 'log' and 'trace' folders and select Send To> Compressed (zipped) Folder.
            • Send the 2 compressed folders as attachments to this email.
            • Once complete, you can delete these compressed folders.

            Comment


              #7
              ...just sent you an email

              Comment


                #8
                To summarize the findings from your files:

                I can see on my end that your fill time and price match up with data on my 1 second and 1 tick charts:The fill time recorded by NinjaTrader Brokerage Orders Desk for this order was 08:37:02 US central time today. Your time zone is 7 hours ahead of US central time making your local fill time 15:37:02. In your files, however, your fill time is recorded as one second prior to this:

                18.02.2021 15:37:01|1|32|Order='xxxx' Name='Close' New state=Filled Instrument='MNQ 03-21' Action=Sell Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=1 Fill price=13557 Error=NoError Native error=''

                I suspect that your PC clock is out of sync. Please use the steps below to change/check your Time Zone and sync the PC clock:
                • Shutdown NinjaTrader
                • Right-click the clock in the lower right corner of your desktop
                • Select Adjust date/time
                • For Windows 10 click 'Date, Time, and regional formatting' -> Then click 'Additional date, time, and regional settings' -> then click 'Set the time and date'
                • Select the 'Internet Time' tab at the top
                • Set the server to time.nist.gov and then click Update.
                • If the message that appears says successful your PC clock should now be updated.
                • If not, select a different server from the Server: drop-down and try again (repeat until one of the servers is successful)
                After updating the PC clock, please restart NinjaTrader, then right-click the chart and select Reload All Historical Data. This should synchronize your clock moving forward so that there is no visual discrepancy caused by an out-of-sync clock.

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