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Different TICK data displays in eSignal and NT

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    Different TICK data displays in eSignal and NT

    Hi,
    I've seen that the display of 355 Tick data is completely different between NT and eSignal - see attached pics.

    Why is this so? What is the reason?

    I am feeding NT from IB AND eSignal for historical data.

    Thanks for responding
    Mark.
    Attached Files

    #2
    Hello Trader108,

    Thank you for your post.

    This may be due to comparing the currented traded contract ES 09-10 to the continuous contract. Please open a new chart within eSignal of the ES 09-10 as apposed to the continuous contract ES #F and let me know if the data is similar when compared to NinjaTrader.
    Christopher J.NinjaTrader Customer Service

    Comment


      #3
      Hi,
      sorry don't understand what you mean. The attached pic shows an ES continous contract ES #F with 355T selected.
      As far I undertstand NT ES 09-10 is a continous contract too.
      The other choice in eSignal would be ES #F=2 which means it is a daily (non globex) display.

      Comment


        #4
        Within NinjaTrader you have the current trading contract ES 09-10 loaded which is the traded contract and not continuous. Within eSignal you will want to load the current traded contract which will be ES U0 to compare.
        Christopher J.NinjaTrader Customer Service

        Comment


          #5
          Hi,
          difference remains also with this contracts . see pic.

          What is the reason for such a big difference in displaying TICK data in eSignal and NT?

          Thanks
          Mark
          Attached Files

          Comment


            #6
            Originally posted by Trader108 View Post
            Hi,
            difference remains also with this contracts . see pic.

            What is the reason for such a big difference in displaying TICK data in eSignal and NT?

            Thanks
            Mark

            Trader108-

            I think this may be related to an issue that I am seeing with real-time IB minute data being displayed on a Ninja chart incorrectly. Essentially, the tick data appears to be the problem. See my latest post in the following thread with JPG attached.

            http://www.ninjatrader.com/support/f...056#post179056

            fosch

            Comment


              #7
              Question to NT Support

              Hello,
              an important message to NT Support:
              This is definitively an IB - NT issue in displaying correct TICK data.
              See my attached pic. I have started NT and have chosen eSignal ONLY as data provider and - no surprise - TICK data display is the same as in eSignal. See pic.

              Big question now is: Will the IB - NT issue be resolved in near future?

              Thanks
              Mark

              I'll try this with volume chart and check whether this problem exists in Volume display too.
              Attached Files
              Last edited by Trader108; 07-15-2010, 12:49 AM. Reason: Additional pic attachment

              Comment


                #8
                Originally posted by fosch View Post
                Trader108-

                I think this may be related to an issue that I am seeing with real-time IB minute data being displayed on a Ninja chart incorrectly. Essentially, the tick data appears to be the problem. See my latest post in the following thread with JPG attached.

                http://www.ninjatrader.com/support/f...056#post179056

                fosch
                @ fosch
                see my last reply. This must be an IB - NT issue.

                Comment


                  #9
                  I have tested Volume charts:

                  ES U0 5000V - eSignal - AND - ES 09-10 5000V Data from IB = both charts are identical.

                  It seems to be only a prob with TICK display and IB as data provider.

                  Comment


                    #10
                    Hello Trader108,

                    Can you please confirm that this only seen when connected to IB and when comparing a Tick based chart in IB to NT. Also can you attach a screen shot showing the comparison?
                    Christopher J.NinjaTrader Customer Service

                    Comment


                      #11
                      NEW IB - NT TICK pic

                      Hello Christopher,
                      here you go. I have attached an actual chart with the Tick feed from IB only. You can see yourself the bug between IB and NT.

                      I am giving up testing NT 6.5 and waiting for version 7 to give it a chance. My motivation for testing NT was simply having one Trading platform with a life time licence and getting the feed from my broker - in this case IB - who is fast and usually reliable. NT has some nice features, is written from scratch and it's fast with IB normal data feed.
                      But as a trader I need a mature platform. I wasn't convinced with NT 6.5 for now. Even if IB does not provide historical TICK data, my Trading Station is running all day so that the Tick data will or should be accumulated during the session and maybe NT is storing this data for next day use.

                      Thanks for your fast response.
                      Mark
                      Attached Files

                      Comment


                        #12
                        NinjaTrader will display whateve data that is being supplied from the broker or data providers API and will not alter this data as far as how much or the bars being built.
                        Christopher J.NinjaTrader Customer Service

                        Comment


                          #13
                          Hi,
                          I called IB to get an understanding of providing TICK data. One of the key differences however between IB’s data feed and providers like eSignal is that IB’s data feed is not true tick data. IB consolidates its data every few milliseconds and then sends it out to users. This is of little or no issue if you are not using tick charts but only displaying charts of higher timeframes like 5, 10 and 60 mins.
                          Maybe this is the explanation for this TICK issue.

                          Thanks
                          Mark
                          Last edited by Trader108; 07-15-2010, 09:23 AM. Reason: misspelling

                          Comment


                            #14
                            Hello Mark,

                            Thank you for forwarding this information to us and other users.
                            Christopher J.NinjaTrader Customer Service

                            Comment

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