Historic vs. Live

[Mike Winfrey]

I write strategies and have noticed some differences between historic and live data. When using tick and volume charts, I my strategy sees live trades that don't exist in historic data and also the reverse. My strategy sees historic trades that don't show up in live trading. I remember somewhere in the deep recesses of my mind that live tick data doesn't have a timestamp and that the timestamp is added for historic data which can be the cause for this behavior. Is this correct or is there another reason?

oh yeah...i dont' see that problem with timebased bars.

Thanks,
Mike

[NinjaTrader_ChristopherJ]

Hello Mike,

Thank you for your post.

This is due to the way historical data is stored on your data providers server and which will cause bars to look differently after reloading historical data.

I have provided a link below to our Help Guide that goes over why bars may look different after reloading historical data when compared to real time bars.

http://www.ninjatrader-support.com/HelpGuideV6/HowDoesNinjaTraderBuildChartBars.html

Please let me know if I may be of further assistance.

[Mike Winfrey]

thank you that makes sense

[NinjaTrader_ChristopherJ]

No problem at all, glad to help out.

Have a great weekend!