closing price for DX 03-11 from IQFeed

[dave1992]

Hello,

While connected to IQFeed I load a daily chart (or strat analyser) of DX 03-11. Yesterday's closing price is listed as 77.280. However when I use IQFeed API to retrieve the data the closing price is 77.178. The open, high and low all agree.

Any ideas why the discrepancy?

thanks
Dave

[NinjaTrader_Brett]

Hello,

Not sure what you mean here.

While connected to IQFeed I load a daily chart (or strat analyser) of DX 03-11. Yesterday's closing price is listed as 77.280.

I get this part.

However when I use IQFeed API to retrieve the data the closing price is 77.178. The open, high and low all agree.


However I dont get this part. What are you doing here?

I look forward to assisting you further.

[dave1992]

IQFeed have an API which you can access independently of Ninja.

What do you get on loading the data from IQFeed? or anywhere else for that matter.

[NinjaTrader_Brett]

Hello,

In this case any access you do on your own directly with the API would be unsupported unfortunately.

Let me know if I can be of further assistance.

[dave1992]

Can you please answer my question. What do you get on loading?

[NinjaTrader_Brett]

Hello,

API calls we make are not made available to us unfortunately. If you pull up the ES 03-11 you will get the ES 03-11 data.

Let me know if I can be of further assistance.

[dave1992]

Brett,

Could you please try loading DX 03-11 from any of your data providers through Ninja and tell me what value you get for yesterday's closing price.

Forget about APIs.

Dave

[NinjaTrader_Brett]

Hello,

You can find this information online at the theice.com as well though not sure what your trying to find here?

As this test here would not show anything as what are you defining the close as?

Are you defining it as the settlement price? the RTH close, the ETH close? All data feed provider have different definitions of this therefor you cannot compare this to others without knowing what your data feed is providing as its end of day close.

Also are you talking the close on a daily bar series, minute bar series.

I guess what I need to know is what exactly your trying to do.

Thanks.

[dave1992]

I already said daily. And ICE is no good to me since I'm trying to sort out Ninja's price!

Let me spell it out.

Could you please, connect your ninja to a data provider, preferably IQFeed. Bring up a DAILY chart of DX 03-11 (you may need to fix the symbol to be @DX if using IQFeed)

Look on the chart. Bring up a data box. Put your cursor over yesterday's daily bar. Read off the closing price for that yesterday's bar. Post here what it is.

I'll be really grateful

thanks
Dave

[NinjaTrader_Brett]

Hello,

sure, 77.280

[dave1992]

Thank you Brett.

Actually I've just noticed, Ninja appears to round these values to the nearest 0.005, so 77.278 becomes 77.280.

Is this expected behaviour? Is this a setting somewhere?

[NinjaTrader_Brett]

Hello,

Yes this is set in the instrument manager for the tick size. Its currently set to .005. You would want to change it to .001 if you do not want that.

Let me know if I can be of further assistance.

[NinjaTrader_Brett]

Hello,

However,

https://www.theice.com/productguide/ProductDetails.shtml?specId=194

Says tick size is .005 is correct.

Let me know if I can be of further assistance.