Barchart Data

[monti1a]

Thanks again for your feedback. Would you mind going through exact setup as per my post below in order to isolate the cause of trouble?

Dierk-

Before I waste my time going through the steps that you suggested - which involve me disconnecting from my data feeds - I need to know whether this is a "legitimate problem" or a ninjatrader "design" issue.

In other words, is the issue regarding data coming in "real-time" being different than the "historical" data loaded on the chart, part of the "normal" operation of ninjatrader (i.e., is this expected)?

The reason being your documentation states

"Let's say you have a tick (tick "A") with a time stamp of 10:31:00 AM which gets packaged into the 10:32:00 AM bar and happens to be the high of that bar. An hour later, you reload historical data from your historical data provider into NinjaTrader. This process will overwrite the existing data. The 10:32:00 AM bar now looks different since the high made by TICK "A" is now part of the prior bar, 10:31:00 AM. How is this possible?

• Your PC clock could have been off so the time stamp is delayed
• Your internet may have been lagging so the tick came in slightly delayed and therefore the time stamp is delayed
• Due to standard latency, even 50ms delay (which is normal) could be the difference between a 10:30:59 and 10:31:00 time stamp
• There is no way of knowing how the historical data provider packages their bars

The only way to ensure that data always looks the same is if every connectivity provider sent ticks with time stamps AND that all vendors synchronized on time stamps. Unfortunately, this is just not a reality nor plausible."


If you feel that this is a legitimate problem as opposed to an "EXPECTED design issue" than I would be willing to invest additional time in trying to resolve this.

[NinjaTrader_Dierk]

This is not a waste of time but to isolate the issue. Barchart provides native timestamps which is why the doc section below would not apply. The issue should not arise on a Barchart connection. Please proceed as per my post below to take next step. Thanks

[monti1a]

This is not a waste of time but to isolate the issue. Barchart provides native timestamps which is why the doc section below would not apply. The issue should not arise on a Barchart connection. Please proceed as per my post below to take next step. Thanks

Great. that is precisely what I wanted to know. I will work on it after 2 pm est.

[NinjaTrader_Dierk]

I forgot: Pleas make sure you have any tick filter disabled by unchecking Tools->Options->Data->Realtime tick filter (I amended instructions below accordingly)

[monti1a]

Please let me try to clarify (so I e.g. could raise an issue at barchart.com):
- you have unchecked Tools->Options->Data->Store realtime to make sure NT would not store any realtime data coming in
- you have unchecked Tools->Options->Data->Realtime tick filter to disable any realtime tick filter
- you are connected to barchart only (no additional connection)
- you open a 1 minute chart e.g. on MSFT
- you let this chart running say for 60 mins
- you take a screen shot of that chart = screenshot1
- now you disconnect, leave the chart open and reconnect
- as you then took a screen shot (=screenshot2) you would see that some bars in the past 60 mins are different than on screenshot2

Can you please confirm or make corrections if necessary?

Thanks

Dierk-

I followed your instructions and I have posted the two charts which shows that different charts are being produced:

-Barchart.com is the only connection.
-I placed a vertical blue line at 1515 EST as a marker showing when I connected to barchart.com
-I took a FIRST screenshot at 1550 ( HD 6_5_2009 (1 Min).1550.jpg)
-I DISCONNECTED, then RECONNECTED, and took a SECOND screenshot at 1551 ( HD 6_5_2009 (1 Min).1551.jpg)
-As you can see,.....bars 15:22, 15:23, 15:25, 15:26, 15:27 are different between the two charts. I stopped looking on bar 15:27 so there may very well be other bars that are different.

[NinjaTrader_Dierk]

Thanks for going through the setup. I will contact barchart.com with that information and ask for clarification.

[NinjaTrader_Dierk]

We got feedback from Barchart.com, that the Barchart.com API version used by NT6.5 could exhibit the behavior you described. Barchart have made some adjustments for Futures and Forex data, however it is possible for Stock minute bars to be off slightly during busy markets. The new version of the Barchart.com API used by NT7 does not exhibit these issues.

[monti1a]

We got feedback from Barchart.com, that the Barchart.com API version used by NT6.5 could exhibit the behavior you described. Barchart have made some adjustments for Futures and Forex data, however it is possible for Stock minute bars to be off slightly during busy markets. The new version of the Barchart.com API used by NT7 does not exhibit these issues.

Dierk-

Do you know whether this has been an issue with either Esignal or DTN?

[NinjaTrader_Dierk]

I'm not aware of an issue with DTN and/or eSignal. However, we always recommend doing your own research.