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Inaccurate live data

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    Inaccurate live data

    Hello I use Ninja with Zenfire connected to Mirus. My problem is that the live data that I receive is not 100% accurate and does tend to be adjusted after a few minutes (And only after reloading the chart). I've been told by Ninja's staff that this is a limitation of Zenfire and that the problem can be fixed by using a data provider such as ESignal, IQFeed, Barcharts, and IB.

    I wonder if anyone else has had this problem and if you were able to fix it through any of the above data providers. Also which one of the four is the best one in terms of speed and accuracy. My main concern is receiving 100% correct data that won't be altered or adjusted later on in anyway and not having to worry about time lags/time stamps/etc. Thanks

    #2
    Hello,

    Thank you for your first forum post and welcome!

    This is because of the following, please see the section of why may chart could look different after reloading from the historical data server.



    Other then that as far as what is the best data feed this is something that I cannot answer however maybe some other users could provide insight.

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      #3
      Thanks for the quick reply Brett, can you confirm my assumption that purchasing feed from a data vendor (Mentioned before) will solve this problem? In other words if I purchase data from vendors such as E-Signal/IQ/barcharts/etc will I no longer have issues with charts not changing after reload? Thanks

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        #4
        Hello,

        I cannot confirm. The only thing I can confirm is that these providers time stamp there own data before they send it to you. Therefor it is less unlikely that the data could change, however if you were to drop packets or drop ticks due to network latency and NinjaTrader did not receive them when you reloaded the chart you would still have the same issue of the chart possibly being different. However this is a lot less of a possibility then the difference between your PC clock on the NinjaTrader historical data server on how the bars appear on the chart, Since reloading data from the historical data server will overwrite the local PC's time stamped bars and could change the appearance of the chart slightly When using a provider that sends the data raw to your PC for maximum speed.

        Other users may be able to add comments on who they feel has the best data feed.

        Let me know if I can be of further assistance.

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          #5
          Howard,

          I have the same problem as well until I changed the update interval. The update interval is default at 0.5 second or twice a second. In a fast moving market, it does not capture all the information. By changing it to 0.1 solve the problem for me. Not 100%, but close enough. If you have a fast connection and fast computer, change it to 0.05

          Hope it will you.

          Chris

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            #6
            This link may help. It details when the historical data reloads:



            Last edited by mountainclimber; 05-07-2010, 10:25 AM.

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              #7
              Thank you guys for your help. Chris I tried what you said and it seems to work a lot better (I use 0 update interval). Thanks

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