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Partner 728x90

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time last tick issue

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    time last tick issue

    Hi,
    I was wondering if the problem with time last tick at the picture taken few minutes ago is the problem of TD Ameritrade or NT7.
    You can see that although it is 15:17 right now, the time last tick shows something between 2 and 3 am while the price get actualized right now. But the time isn't getting any actualization.
    N.
    Attached Files

    #2
    Hi nicknamed,

    Thank you for your post.


    Can you please close NinjaTrader and then sync your PC clock. 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.

    Once you sync the PC clock please reopen NinjaTrader and in the Market Analyzer and then right click and select Properties and set the Session Template to Default 24/7.
    Ryan O.NinjaTrader Customer Service

    Comment


      #3
      Just wondering how PC clock interferes with assets in market analyzer, as I see no logical connection that it can influence few ETFs and few not. My guess is that PC clock is not the problem here. Just tell me why few assets get updated in time (with time) when price updates and few don't.
      It simply cannot be caused by PC clock. mz guess NT takes onlz the timezone set in Windows and recalculates the times in the market analyzer. It does not work with local time at all as if it would then all prices would be probably set incorrectly for way too many traders.

      Comment


        #4
        Hi nicknamed,

        The local PC clock is responsible for time-stamping incoming ticks, and I suggested that for the reason to make sure the time-stamped ticks from TDA were accurately reflected upon receipt.

        Now, can you please let me know the Session template that is applied to the Market Analyzer. Additionally, can you please close the Market Analyzer and reset your instruments, and also clarify if you are using a Market Analyzer template for the columns that you have added.
        Ryan O.NinjaTrader Customer Service

        Comment


          #5
          All ETFs in the list use 24/7, ....template - like a single instrument list, then yes, all were imported into a single list with the same settings. I still wonder why some are correctly time-stamped and other are not.
          I cannot restart NT or market analyzer list until weekend as I need to record for the market replay data that you do not provide. My guess is that it stamps with new time only new last trade price not ask or bid - or I believe now that if bid or ask changes but there is no change in last price, then time stamp does not change. The only thing that makes it change is change in last price. I am not sure if I am right, but any comments that would explain it are appreciated.
          N.

          Comment


            #6
            Hi,

            Your statement regarding the last tick price would be for only the last traded price since a tick will only occur when a trade occurs at that last traded price. The bid and ask prices are displayed separately as market depth rather than an incoming tick for where a trade has occurred.
            Ryan O.NinjaTrader Customer Service

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              #7
              Ryan,
              ok, now its clear to me. One more questions please, all charts are driven by last traded price or bid price? As when we did few test, we have found out that the charts follow rather last price traded than bid price, which usually drives charts in other trading software. For us this is more of a technical sort of questions we can handle any of the variation but need to know for sure if this is true for all assets in Ninja Trader or only some or if it is something we misinterpreted as the reality is different.
              Thanx for clarifying this too.
              n.

              Comment


                #8
                Hi nicknamed,

                The chart display is based on the last traded price as well. However, since you are using NinjaTrader 7 you can create a chart that is built using Bid data if you set the Price Based on parameter in the Data Series to be Bid.
                Ryan O.NinjaTrader Customer Service

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