Does Ninjatrader drop tick in realtime?

[biorjin]

Hi there, I have a big problem with my tick chart on Ninjatrader as it looks totally different in realtime from it does in historic chart. This is very annoying since I am a scalper and I have to reload the historic chart every one or two minutes. I tried both TT and Zenfire. They both do the same thing (different chart in realtime and in history). Anyone else having the same problem? I just paid for lifetime license. I don't wanna switch my platform. Can anyone please help me out here.

[NinjaTrader_Ray]

Hi there, I have a big problem with my tick chart on Ninjatrader as it looks totally different in realtime from it does in historic chart. This is very annoying since I am a scalper and I have to reload the historic chart every one or two minutes. I tried both TT and Zenfire. They both do the same thing (different chart in realtime and in history). Anyone else having the same problem? I just paid for lifetime license. I don't wanna switch my platform. Can anyone please help me out here.

No, NinjaTrader does not drop ticks.

- With Zen-Fire, the ticks are the same but you might see minor differences since the historic server is compressing minute bars based on 00:00:01 to 00:00:00 where in 6.5, it was change to compress bars based on 00:00:00 to 00:00:59. The new data server with NT7 will compress the bar using the same time range. With TT, the historic data server is built from a different feed than what you get in real-time. Your best bet is to use something like eSignal or DTNIQ for both real-time and historic and you will get better consistency.

More information here - http://www.ninjatrader-support.com/H...ChartBars.html

[mccullek]

I have a new thread going with this very same issue. I've tried Zenfire and TT, and both have the same problem with the live data looking totally different than the historical data. My live tick charts have lots of long bars, where the historical data will break those long bars into several shorter bars.

I was of the understanding that the historical data for Zen and TT are both the same and actually provided by Ninja Trader. Is this true, and if so, how is that historical data gathered and saved? What feed is it taken from?

I have traded tick charts for years, and I want to resolve this before I go live with NT. I never had this issue with my current broker and charting, so I may have to forego any change until this is resolved.

[biorjin]

First, thank you Ray for quick response. Yes, I read the page you refer to, but my question is: on my tick chart (1000tick), I saw 2 bars in realtime, but there are 4 bars after I reloaded the chart with historic data. If I understand it correctly, that means there were about 2000tick recorded in realtime but around 4000 ticks were traded based on historic data? How could that happened?

I am so desperated to get this fixed. I really appreciate your help.

[biorjin]

yes, that is exactly what I saw too.

I don't believe the historic data are from ninjatrader. my broker confirms both the realtime and historic data are from the data feeder, in my case, TradingTechnologies and Zenfire.

I am gonna try X-trader next Monday with TT data, then I can tell if this problem is from the platform since the other factors are the same (computer, internet, data feed)

I have a new thread going with this very same issue. I've tried Zenfire and TT, and both have the same problem with the live data looking totally different than the historical data. My live tick charts have lots of long bars, where the historical data will break those long bars into several shorter bars.

I was of the understanding that the historical data for Zen and TT are both the same and actually provided by Ninja Trader. Is this true, and if so, how is that historical data gathered and saved? What feed is it taken from?

I have traded tick charts for years, and I want to resolve this before I go live with NT. I never had this issue with my current broker and charting, so I may have to forego any change until this is resolved.

[NinjaTrader_Ray]

Please ensure you don't have the real-time tick filtering enabled via Tools > Options > Data.

[biorjin]

no, it is unchecked.

Ray, please help me out here. I had 3 bad trades due to this charting difference. I really hope to get this fixed before I start to trade again next Monday

Please ensure you don't have the real-time tick filtering enabled via Tools > Options > Data.

[mccullek]

Please ensure you don't have the real-time tick filtering enabled via Tools > Options > Data.

I tried this as well. The problem continues with or without this feature.

[NinjaTrader_Ray]

See my post here and follow the steps I provided with Zen-Fire. If you get drastic different results, please post back.

http://www.ninjatrader-support2.com/vb/showthread.php?p=107984#post107984

Please do not revive a bunch of other threads. Please keep the comments in one thread so my team and I can efficiently resolve these issues for you.

[biorjin]

Okay, I am playing around in Ninjatrader options,

I don't know if

1, "Store real-time bar data"
2, File>AT interface

has anything to do with it.

[NinjaTrader_Ray]

Okay, I am playing around in Ninjatrader options,

I don't know if

1, "Store real-time bar data"
2, File>AT interface

has anything to do with it.

Has nothing to do with it.

[biorjin]

Ray, thanks a lot for your quick response. Sorry, I will keep all my post in one topic in the future.

Yes, I will try that early Monday morning and take some snapshots.

See my post here and follow the steps I provided with Zen-Fire. If you get drastic different results, please post back.

http://www.ninjatrader-support2.com/vb/showthread.php?p=107984#post107984

Please do not revive a bunch of other threads. Please keep the comments in one thread so my team and I can efficiently resolve these issues for you.

[NinjaTrader_Ray]

Ray, thanks a lot for your quick response. Sorry, I will keep all my post in one topic in the future.

Yes, I will try that early Monday morning and take some snapshots.

Also, one other possible cause.

- Let's say you have a session from 9:30 to 4:15 PM EST
- You 1st connect at 10 AM
- NT will retrieve all historical data from the time of the request from the server
- You start collecting real-time data
- There will be a small gap of time while the data was loading that you will "miss" ticks
- Thus, if you then re-load 30 minutes later --> You will have a slightly different chart
- If you are running 50 tick bars in the ES, for sure you might have some more bars as you reload since you can easily miss 50+ ticks during the reload
- There is no way to reconcile this since NT has no way to know what ticks were missed since ticks don't have a unique id on them
- We can't say -- We received tick # 100,000 historically and in real-time we are on tick # 100,100 thus, go back and get the missing 100 ticks
- Hope that makes sense

[mccullek]

Ray, this problem is much bigger than a "minor" difference in the chart. I understand what you are describing and that is perfectly logical. We are talking about major chart differences, where there will be 3 to 5 small bars on the historical data to one large and long bar on the live chart. I'm using candle charts if that makes any difference, and the candles are not just slightly different, they are dramatically different in that it changes the entire chart. My chart may have 50 large bars over the course of time, while the historical data will display 75 or mor bars, that are much smaller over that same time period.

I'm not trying to be difficult here, but I've spent 3 days on this issue, trying multiple feeds, and every other option in the software, and regardless of what feed I use, the charts don't display the same ticks as the historical data, and it is a very significant change that can't be explained away by the suggestions you are giving. I even tried the volume charts, and the problem is the same with volume charts.... they don't match the historical data by a very wide margin. There are always more and smaller bars with the historical data than what is present on the streaming chart.

There are too many people having this same issue.... I'm saying this nicely, but there is a problem somewhere.

[biorjin]

Ray, I second that. I saw a big difference between realtime and historic tick charts too. If it is something minor, I would not be so worried like this.

Anyway, I get some snapshots Monday.

Ray, this problem is much bigger than a "minor" difference in the chart. I understand what you are describing and that is perfectly logical. We are talking about major chart differences, where there will be 3 to 5 small bars on the historical data to one large and long bar on the live chart. I'm using candle charts if that makes any difference, and the candles are not just slightly different, they are dramatically different in that it changes the entire chart. My chart may have 50 large bars over the course of time, while the historical data will display 75 or mor bars, that are much smaller over that same time period.

I'm not trying to be difficult here, but I've spent 3 days on this issue, trying multiple feeds, and every other option in the software, and regardless of what feed I use, the charts don't display the same ticks as the historical data, and it is a very significant change that can't be explained away by the suggestions you are giving. I even tried the volume charts, and the problem is the same with volume charts.... they don't match the historical data by a very wide margin. There are always more and smaller bars with the historical data than what is present on the streaming chart.

There are too many people having this same issue.... I'm saying this nicely, but there is a problem somewhere.