Wrong time on delayed feed

[dave1992]

Hello,

I just set up a delayed feed from IQFeed. On my chart it shows the times of the quotes as current - i.e. not delayed. On the T&S window I can see that the times of the quotes are delayed 15 mins. The quotes tie up, in real time, between the two windows, just on the chart the time of the bar is now, and in the other window, the quote time is correct - i.e. delayed 15 mins.

thanks
Dave

[NinjaTrader_Jason]

Hello Dave,

NinjaTrader uses your PC clock to display the time and time stamp bars. Please see the link below for more information.

http://www.ninjatrader-support.com/HelpGuideV6/HowDoesNinjaTraderBuildChartBars.html

To reflect the correct delayed time stamp, I suggest to set your PC clock 15 minutes back in time.

[dave1992]

You are joking right? What is it about IQFeed that makes it displayed with the wrong time? ESignal delayed feed displayed with the correct time. How does the T&S get teh right time from the data, and the chart get the wrong one? I'm sorry - this doesn't make sense.

thanks
Dave

[NinjaTrader_Jason]

Hello Dave,

It seems IQFeed does not provide the time stamp of the price bars for incoming chart data, since the price bars are time stamped using your local PC clock.

Please see the information under "Why can my chart look different after reloading historical data from the server?" in the link below.

http://www.ninjatrader-support.com/HelpGuideV6/HowDoesNinjaTraderBuildChartBars.html

[dave1992]

You're missing my question - isn't it the same data provided to the T&S window?

[NinjaTrader_Dierk]

Timestamps on realtime data as well as on historical data come natively form IQFeed. Thus you'll see the timestamp as reported by IQFeed on chart as well as on T&S form.

Since realtime is delays, it will get added to the right most bar on chart as long as the delayed realtime timestamp is smaller than the timestamp of your rightmost hostorical bar on chart.

This is a known limitation of IQFeed. Please consult with IQFeed for clarification.

[dave1992]

Why doesn't it add the delayed quote to the bar that has the same timestamp as the quote. Surely that's NT's decision?

Also, you state the timestamp will be the IQFeed one on chart and T&S. That is incorrect, as I have stated. The T&S one has the correct delayed one, and the chart has one 15 mins wrong.
thanks
Dave

[NinjaTrader_Dierk]

>> the chart has one 15 mins wrong.
Please clarify: on chart you will see data being loaded from IQFeed up to the current time (not 15 min delay). Is that correct? Please verify on a 1 min chart.

[dave1992]

Yes, that's what I've been saying right through the thread. This is on a 1 min chart.

[NinjaTrader_Dierk]

Thanks. Please see post #6 below: This is a known limitation of IQFeed. Please consult with IQFeed for clarification.

[dave1992]

Please answer the question in post #7

thanks
Dave

[NinjaTrader_Dierk]

Realtime data always is added to the right most bar, or forms a new bar if timestamp is greater than the timestamp of the right most bar.

[dave1992]

OK, so why can't the rightmost bar be labelled with the time of the data populating it?

[NinjaTrader_Dierk]

This is by design: time based bars don't change their timestamp.

[dave1992]

Well could this be an option in NT? It seems very odd that you'd design it to put the quote against a completely incorrect time. That's not very useful for people using delayed feeds.