MRD and recording difference

[nicknamed]

Hey,
I am compared few datafeeds among themselves and obviously they differ a little bit, but what is interesting is that IQFeed says that they get data from the exchange and their tick historical datafeed is exactly the same (all ticks, OHLC and Volume) as your Market Replay Data (checked on CL contract), incredible... and I deleted cache directory from the db directory on the HD drive.

Then I tried to record CQG as Market Replay Data and compare it to historical tick download from CQG and those were very different....as well as IQFeed when I recorded it and compared it to NT7 MRD downloaded data.

Please could you explain me that? As I see only two options right now. Either the recorder in NT7 is bad as it does not record all the data or all brokers (2 in my test) supply different data for realtime data vs. their historical datafeed available to download by their customers.

Thank you
N.
PS. See my attachments to see the results
PS.2. Note, that I compared continuous contract with current contract, but as those are the same and newest data, they have to be the same (and actually are in other tests I did).

[nicknamed]

One more question, where else NT7 saves market data? I had data in minute folder, nothing in cache, data,tick, day. I run backtest. Then I renamed minute to minute_, created empty minute folder, erased contents of cache folder, and downloaded MRD data for 6A 06-11 for April 13. and 14. So I had data only in data folder, nowhere else, nor cache folder. I restart NT, all folders but data (with freshly downloaded MRD) are empty. I open chart for 6A 06-11, it should start with empty window, but somewhere it gets data for April 8th till 12th. Where? Why? What else should I erase to prevent that? Is it possible that it downloads something on background from your servers when connected to Marke Replay? That does not make sense...and then no one can be sure what data is he/she using.

[NinjaTrader_Brett]

Hello,

Thanks for the forum post.

Sorry for your confusion. When you download market replay data you are actually downloading market replay data from us. Therefor it is data feed indepandant as no one provides market replay data but us. Therefor if you want replay data from the provider you will have to record it yourself. If you download it will come from us through File->Utilities->Download Replay Data. The downloaded data will be the same each time no matter the connection.

You would need to delete all folders in this db folder in My Documents to get a blank chart on startup of NT. As long as you are not connected to your data feed provider. There is no historical data that comes from us until you connect to your provider. In which case it will come from your provider.

Let me know if I can be of further assistance.

[nicknamed]

Hi Brett,
I know what you described in the first paragraph and I tested it and I think you did not answer that question.
Regarding my second post, I do not think you read it as I did exactly what you suggested and still there are some data left somewhere. Please read it thuroughly once again, you will see that I am aware of what you wrote. Right now I do not feel any of those issues were answered or solved.
Thank you
N.

[NinjaTrader_Brett]

Hello,

Please send me a note to support at ninjatrader dot com ATTN: Brett with your phone number in that case. As I do not know what your looking for and the information provided is correct based on what I read from your post.

Thanks.