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    data inconsistencies

    Hello,

    I am aware that, since bars data is binned, charts can vary slightly for different providers. However, I have come across discrepancies that are just unbelievable (see attached screenshots).

    I'm still using the rather limited TradeStation and ProRealTime and I am testing NinjaTrader 7.18 with Barchart data right now. While the first two show pretty similar price data and pivots, Barchart is just totally off, in this case by 6JPY !!! (the screenshots were all taken at the same time)

    Now, before I contact Barchart (as NinjaTrader is not responsible for the data) I have a couple of questions:

    1. Is there any way how I could have produced these discrepancies through some weird settings or is this a maybe even known issue?

    2. Is there any knowledge available on this forum as to which data provider is most similar to TradeStation, so that I don't have to try them all out? (I'm trading way too many strategies and instruments simultaneously, so using TS as external data feed is no sane option.)

    Thanks for input!
    Attached Files

    #2
    update

    AUDJPY seems to be the only currency so far for which this occurs. The other charts I have tried are fine.. Maybe really a Barchart intern glitch..

    Comment


      #3
      Hello greg814,

      1. There is no setting in NinjaTrader that will cause data to be plotted differently. I am not aware of a known issue. I tested the AUDJPY on my end while connected to BarChart. It lists prices around 80 since 7/19/2010. Data before this date is plotted around 75, see screenshot. Could it be the data in the other applications display data before 7/19/2010?

      2. Unfortunately we do not have information available which supported connectivty provider resembles the TradeStation feed the most.
      Attached Files
      JasonNinjaTrader Customer Service

      Comment


        #4
        1. I tried to reproduce your chart (see attachment). It looks quite different from yours and the time settings (London) can't be responsible for that, can they? Any ideas about the why and how to fix it?

        2. Ah well, thought there might be the odd thread about such matters..
        Attached Files

        Comment


          #5
          I tested a new chart, which looks the same as your chart. I am not sure why my first chart looked different. I suspect it combined historical data from my database.

          Chart data is timestamped as per your PC clock in this case.
          Attached Files
          JasonNinjaTrader Customer Service

          Comment

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