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reloading charts show different data

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    reloading charts show different data

    Hi,

    I have a little issue when reloading charts.Every time I click on Reload Historical Data to refresh my charts, the lows of the bars change, regardless of time period (30, 60, 10 m etc). When I was using GAIN's feed I never had this problem, the only data that would change was maybe the open or the close, and this is understandable since my PC clock could be a couple of seconds of , although I sync my pc before every session. I am now getting my data through BarChart and I told them about the issue and of course they said they don't change their prices like that. After reloading I am missing in average 3 pips from the lows .I have attached a picture comparing the data before reloading and after. I am running NT 7 but also noticed the issue with the 6.5 version.

    Any help regarding this issue is greatly appreciated.

    Thanks
    Attached Files

    #2
    Hi Ccowl1,

    Thank you for your post, and welcome to the support forum.

    As ticks come into NinjaTrader in real-time, they are time stamped based on your local PC time if they do not already have an associated time stamp that is provided from the real-time data source. The majority of our supported brokerage feeds DO NOT time stamp ticks where most of our supported market data vendor feeds do provide time stamped ticks, however Bar Chart does. NinjaTrader then builds bars based on the time stamp of the incoming tick and displays these bars in your chart in real-time.

    Let's say you have a tick (tick "A") with a time stamp of 10:31:00 AM which gets packaged into the 10:32:00 AM bar and happens to be the high of that bar. An hour later, you reload historical data from your historical data provider into NinjaTrader. This process will overwrite the existing data. The 10:32:00 AM bar now looks different since the high made by TICK "A" is now part of the prior bar, 10:31:00 AM. How is this possible?


    • Your PC clock could have been off so the time stamp is delayed
    • Your internet may have been lagging so the tick came in slightly delayed and therefore the time stamp is delayed
    • Due to standard latency, even 50ms delay (which is normal) could be the difference between a 10:30:59 and 10:31:00 time stamp
    • There is no way of knowing how the historical data provider packages their bars



    The only way to ensure that data always looks the same is if every connectivity provider sent ticks with time stamps AND that all vendors synchronized on time stamps. Unfortunately, this is just not a reality nor plausible. With your case the Bar Chart time stamp does not match your local PC clock.


    I would recommend syncing the 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.


    Then please open from File-->New a Time and Sales window and compare the times from BarChart with your local PC time.
    Ryan O.NinjaTrader Customer Service

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