eSignal + Ninja + symbols?

[5iver]

Hi.

just got eSignal data feed, with indices, minis, FX and stocks.

I'm trying to call up a $TICK chart for the NYSE Cumulative Tick, which eSignal lists on its symbol guide as "$TICK". But NT Instrument Manager won't show me any such instrument option... It does allow ^TICK as a symbol, but I don't think that's it, as it doesn't match the TradeStation reference I'm using.

I can get ^TRAN to match my reference of eSignals $TRAN, so ^TICK ought to work for $TICK, no?

Anyone got any ideas please?

many thanks

[NinjaTrader_Kyle]

Hello 5iver,

Thank you for your note.

^TICK is the master symbol that contains mapping for $TICK. You will want to use this symbol.

[5iver]

Thanks Kyle.

I'm in an online trading group that has an online broadcast of a 1min $Tick out of Tradestation as part of their trading strategy/teaching, so I have a direct reference. The two sets of data are VERY different. Completely different in fact.

As I type this, their live $TICK reads -571. NT's ^TICK reads -200

And the update frequency is very slow also, even though update interval is set to 0.1

So something's up.

[5iver]

Also Kyle,

When I open Ensign Windows and load up $TICK via eSignal, all is fine and matches TradeStation exactly.

??

[NinjaTrader_Kyle]

Hi 5iver,

Thank you for your reply.

What version of NinjaTrader are you running? To check, click Help > About.

[5iver]

6.5.1000.13 (Live)

[NinjaTrader_Kyle]

Hi 5iver,

Thank you for your reply.

Please take upgrade to the current release of NinjaTrader via the following link and let me know if the issue persists: http://www.ninjatrader.com/webnew/download_download.htm

If it does, please let me know what the previous bars close value was, what time the bar closed and what timezone you are in.

[5iver]

It makes no difference. I'm charting 1min bars, so not sure how to provide that information.

here's the best I can do by way of comparison. The NT feed is about 200 pts out on these highs and lows, compared to TS.

[NinjaTrader_Kyle]

Hi 5iver,

Thank you for your reply.

We need to compare your eSignal feed to mine. This way we are comparing 'apples to apples' so to speak.

You can find the close time for a bar using the Data Box or Mini-Data Box. For more information, please see the following link: http://www.ninjatrader-support.com/H...niDataBox.html

[aslane]

Tradestation $TICKs and esignal ^TICKs are somewhat different, even though they are supposed to be the same thing (You can also compare to Interactive Brokers tick stream).

TS generates a tick of data every sec. ES generates a tick of data every 6 sec (thats why it seems slower). I am not sure how TS/ES generate their data.

The general data stream is similar, but you will see the high/low of a one min interval will be different between the two. The last price will also vary tick to tick.

I have found that as long as you are looking at the shape of the tick data, it is generally the same (i.e. you will find divergences in the same places), but not always.

Personally, I prefer the TS stream, but it is not easy to get that into Ninja.

[5iver]

Does this help?

[NinjaTrader_Kyle]

Hi 5iver,

Thank you for your reply.

Yes, that did help. I am seeing the same on my end.

I think aslane's post should help to shed some light on the other components of this.

[aslane]

The following picture shows the esignal ^TICKs from this afternoon to the TS $TICKs. Esignal is in the top panel, and TS is in the bottom panel. You can see that the data differs quite a bit. If I check the esignal stream to what it looks like in the esginal charting app, it is a perfect match. Ditto for TS.

[NinjaTrader_Kyle]

Hi aslane,

Thanks for the post, the screen shots and the additional information!

[5iver]

Aslane, thank you so much. Exactly the differences I was referring to. You can see that TS data clearly shows 'trends' and patterns in the $TICK — trends and patterns that dovetail with the type of trading I do.

trends and patterns that are absent in the NT/ES equivalent.

I was hoping that I could replicate that information right inside NT, but it seems not (I wasn't holding my breath anyway).

At least I know now that the problem lies in the Esignal data, not in my head.

Thank you for taking the time to help sort this out.

5iver