incorrect histical bar after reconnected during a live session

[cw30000]

Every time when there was a disconnected during a live session, the historical backfill for the day was incorrect or simply corrupted.

The attached chart is from this morning, bar 1 (9:35 AM) is not a doji, but after the chart is reopened to refresh it's historical data, it became a doji. I also believe it's affecting the live data as well.

I was disconnected from around 9:50 for about 10 minutes. The connection is through zenfire

[NinjaTrader_Kyle]

Hello cw30000,

Thank you for your post.

It is likely that your PC's clock is out of sync. Please sync your PC's clock to minimize the impact of reloading historical data.

You can sync your PC clock by double clicking on the clock in the lower right corner of your desktop. Once you have done that, click on Internet Time tab and then click Update. Your PC clock should now be updated.






For more information about why chart bars can look different after reloading historical data, please see the following link to our Help Guide: http://www.ninjatrader-support.com/H...ChartBars.html

[cw30000]

It doesn't work. Sync time, deleted historical data, repair database and then reload chart. Same bad chart.

[NinjaTrader_Kyle]

Hello cw30000,

Thank you for your reply.

That historical data has remained the same can be expected. By syncing the PC clock, you are minimizing the impact of reloading historical data over data received in real-time in the future.

What likely occurred is something along these lines:

Your PC's clock and the clock used to timestamp historical data were out of sync. Because of this, bar OHLC values did not match as bar opens and closes were listed as occurring at different times.

By syncing your PC's clock, you have brought your PC in to closer alignment with the historical data server. So, when reloading data in the future, the times for bar opens and closes will better match.

[cw30000]

Is there any way to fix the historical data?

Again, the historical data were correct before the disconnect. It only became bad after the historical data is reloaded.

[NinjaTrader_Kyle]

Hello cw30000,

Thank you for your reply.

No, there is not.

The data you had corrected real-time was mislabeled due to your PC's clock being out of sync. There is no way to reload this data with the incorrect timestamping.

For more information about why chart bars can look different after reloading historical data, please see the following link to our Help Guide: http://www.ninjatrader-support.com/H...ChartBars.html

[cw30000]

ok.

But why is my clock out of sync? My PC sync it once a week. Even during the few minutes that were offline, the clock is still correct.

[NinjaTrader_Kyle]

Hello cw30000,

Thank you for your reply.

Unfortunately, I cannot comment on why the PC's clock came out of sync. This would not be logged within the diagnostic files NinjaTrader creates.

[eDanny]

Kyle this is the same problem I had been discussing with you forever. It is clearly not a clock issue with my PC but still have those bad results. If you look back at post #3 in this thread you will see, I believe, that his issue may not have been resolved either.

[NinjaTrader_Kyle]

Hi eDanny,

Thank you for your post.

Unfortunately, if the local PC's clock (used to timestamp real-time data) and the historical data server's clock (used for timestamping historical data) are out of sync, even by fractions of a second, this can be expected.

By syncing the PC clock you are only helping to minimize the impact of this timestamping issue. Unfortunately, the only way to make sure that real-time and historical data perfectly match would be to connect to a different provider who offers server-level timestamping on both.

[eDanny]

My clock syncs every 30 minutes. Please put pressure on ZenFire to timestamp their data. There are other factors at play here too as I have shown you in multiple emails where the initial reload of historical data may not have much impact on the live data after the historical but on subsequent reloads the impact gets bigger and bigger until there could be a 10 min bar instead of many smaller bars. This cannot be caused by the PC clock that is in sync. If it was, the problem would not escalate as it does.

[cw30000]

Yes. Please put pressure on zenfire to timestamp their data. This is a big problem for trader that cannot trust the data that is display on their chart.