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Tick Charts seem off by a factor of 10

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    Tick Charts seem off by a factor of 10

    I'm new to ninja trader so forgive me if I'm just missing something obvious.

    When I set up a chart to show a 233 Tick chart it seems like the bars are drawing as if it were a 2,330 tick chart.

    Sat in on some "live training" sessions where the users there were using a 610 Tick chart and a 233 Tick chart. In order to get the bars on my charts to calculate at the same rate as theirs I had to generate a 61 Tick chart and a 23 Tick chart.

    My data provider is Patsystems.

    As long as I can understand what is going on I'll be fine, but right now this discrepancy is making me not trust the platform.

    Please advise.

    #2
    Hi bluehorizon,

    Thank you for your post and welcome to the NinjaTrader support forum!

    Can you provide me with an image of your chart so that I can see what you're referring to?

    To send a screenshot press Alt + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CRTL + V to paste the image. Lastly, save as a jpeg file and attach to your next reply.
    KyleNinjaTrader Customer Service

    Comment


      #3
      I've attached a 233 Tick chart and a 23 Tick chart for the Emini S&P 500 (ES 09-10).

      This chart is from this morning. I tried to start each chart around the 8:30 open.

      Please let me know if I need to show a different time frame or show different screen shots.

      Thanks,
      Attached Files

      Comment


        #4
        bluehorizon,

        Sorry - I'm still not following.

        Please explain to me why you feel that the 23 tick chart is inaccurate.
        KyleNinjaTrader Customer Service

        Comment


          #5
          I just need confirmation. Please open a 233 Tick chart from this morning and see if yours looks the same as mine.

          Here is another example.

          Attached are three screen shots.
          1. "their610Tick.jpg" is a screen capture from a video of a chart showing a 610 Tick chart. This one is from TradeStation, but I've seen videos from the same people using NinjaTrader that look the same (I just couldn't find one for a screen shot where I also had the same data to show my version). If you count the bars between 9:32 and 9:35 there are 12 bars.

          2. "my610Tick.jpg" is a screen capture from my NinjaTrader of a chart set up to show 610 Tick data. Between 8:21 and 8:45 I only show 8 bars.

          3. "my61Tick.jpg" is a screen capture from my NinjaTrader of a chart set up to show 61 Tick data. Between 8:32 and 8:35 I show 15 bars.

          I'm on Centeral time and the "their610Tick.jpg" computer is on Easter time, so my 8:30 = their 9:30.

          As you can see my 61 Tick chart is much closer to their 610 tick chart.

          I don't understand what would cause this or why.

          Please advise.

          I forgot to mention, all of these charts are showing data from 8/27.

          Thanks,
          Attached Files
          Last edited by bluehorizon; 08-30-2010, 11:21 AM. Reason: Additional info about the screen shots

          Comment


            #6
            bluehorizon,

            Please let me know which data provider you're using and I'll load the charts on my end.
            KyleNinjaTrader Customer Service

            Comment


              #7
              My data provider is Patsystems.

              Thanks

              Comment


                #8
                bluehorizon,

                Since PATSystems does not provide historical data, I was forced to use another data provider to load the chart. I'm not seeing anything wildly out of place between your charts and my own.

                Keep in mind that differences between data providers will always be present, especially with tick intervals.

                From our Help Guide:
                Different data feeds produce different charts especially when using tick based intervals vs time based intervals. Market data vendors each employ various methods for tick filtering, throttling and time stamping. As a result, no data stream is 100% identical and thus can cause subtle differences in charts. Since NinjaTrader supports many of the leading brokerage and data feed technologies, its guaranteed that two traders using NinjaTrader on different data feeds will have minor differences when plotting the same market and time interval.
                Attached Files
                KyleNinjaTrader Customer Service

                Comment


                  #9
                  I think it is the data provider. I just logged in using a demo account from a different provider and the charts look correct for a 610 chart (meaning they look the same or close to the 61 tick chart created from the data from Patsystems).

                  Thanks for your help.

                  Comment

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