NYSE ^TICK wrong vertical axis

[serial77]

I have setup a chart to view the NYSE TICK index and all is great except for the numbers on the vertical axis. (Check out attached file)

The range of TICK is usually somewhere between 1000 and -1000 but on NT this range seems to be between 400 and -400. The TICK behavior itself is correct as I have compared it to another platform, when it gives a high tick of 1000 on the other platform its giving a high tick of 400 on NT. So the plotting is OK but the values are wrong.

Any clue what I have done wrong? My data provider is TD Ameritrade

Thank you

[NinjaTrader_Jason]

Hello serial77,

Can you please disconnect from TD Ameritrade in NinjaTrader and go to Control Center-->Tools-->Options-->Data-tab and click Reset Instruments.

Restart NinjaTrade and create a new chart for the ^TICK and check if data is received the same.

Please note that NinjaTrader acts like a radio receiver and displays the data it receives. If the issue remains, please contact TD Ameritrade and check if this can be as expected as per the $TICK.

The ^TICK in NinjaTrader uses $TICK as symbol map for TD Ameritrade by default. Perhaps $TICK does not use price levels of 1000 and -1000 and you will need to use a different symbol map.

If so, please go to Control Center-->Tools-->Instrument Manager, highlight the ^TICK in the 'Available master instruments' section and click Edit. Select the Misc-tab and change the symbol map next to TD Ameritrade accordingly. Click OK and click OK in the Instrument Manager.

Restart NinjaTrader once more and create a new ^TICK once again.

[serial77]

Thank you Jason.

I have followed all your steps but it still does the same. When TICK is at -1000 on the ToS platform it's at -400 on NT.

Send an email to TD Ameritrade to see if they know anything about this. I'll follow up soon.

[NinjaTrader_Jason]

Sounds good, please let me know the outcome once TD Ameritrade responded back.

[serial77]

This is what I got back from TD:

Dear mażam, or sir, Based on your description, the TOS $TICK seems to be working perfectly. On the other hand, we don't support Ninja trader. I really don't know how the Ninja trader TICK works or why it is different than ours. You might ask their support staff. Have a good one, Ali-Reza Farhadi Trade Support

It's obviously not working perfectly. So I'm still in the dark

[sledge]

This is what I got back from TD:



It's obviously not working perfectly. So I'm still in the dark

I started charting $TICK a week ago, haven't compared.. but I can confirm, this original poster is right.

-550 is my lowest, +625 is my highest in the last 10days.

I did think it was odd almost all days were between +400 and -400.

[sledge]

I started charting $TICK a week ago, haven't compared.. but I can confirm, this original poster is right.

-550 is my lowest, +625 is my highest in the last 10days.

I did think it was odd almost all days were between +400 and -400.

Also, TOS feed is not the same at TDA.

I'm not sure when they are going to merge or whatever (or if they have).

Install/Bring up TDA Strategy Desk and watch TICK in there. If it matches NINJA, then Ninja is working properly. and it's probably more than likely TDA is screwed up.

Also their website doesn't even usually match Strategy Desk, so go figure.

I looked in the historical data manager in ninja trader, and it appears to be display what was recorded.


I watch $TICK on my phone with iStockMgr (TDA feed), and I think it matches what I see on Ninja).

I should be home on thursday, so I'll run some more tests.

I wonder what Kinetick shows.

[serial77]

Hey Sledge thanks for the feedback.
I have compared the TICK in ToS Desktop with TICK in NT, both connected with TD.
The one in ninjatrader seems to lead an update much faster, but it has that weird 400/-400 range thing going on. I bet it has to do with the way TD streams this symbol to NT.

Maybe Jason has some more ideas on this.

[sledge]

Hey Sledge thanks for the feedback.
I have compared the TICK in ToS Desktop with TICK in NT, both connected with TD.
The one in ninjatrader seems to lead an update much faster, but it has that weird 400/-400 range thing going on. I bet it has to do with the way TD streams this symbol to NT.

Maybe Jason has some more ideas on this.

The TOS stream is different than TDA.

I'm probably the same as you, TDA original and then had TOS installed.

Strategy Desk uses the TDA stream, which is the same as NT. NT does not use the TOS stream as that is not shared.

I've signed up for the developer API for TDA .. It is not the same as TOS (they have no equivalent (this was 2 years ago)).

I've seen TDA streamer pump out the (same&therefore) wrong close for VIX for over a week, but their website was fine...


the TDA API is the only available API.. TOS is not available (please correct me if I am wrong, I haven't kept up in a couple years).

NT uses TDA api
iStockMgr uses TDA api
strategy Desk/TDA uses TDA api.

ToS software uses ToS.

I hope this helps explains the TDA/TOS differences.

You could argue/complain with TD that TDA $TICK and TOS $TICK are different and what's up with that.

[NinjaTrader_Jason]

Hello sledge,

Thank you very much for clarifying.

@ serial77, I suggest to check with TD Ameritrade regarding the differences between two as sledge mentions.

NinjaTrader functions as a radio receiver - it displays the data it receives from the data feed provider.

[serial77]

"TD Ameritrade website $TICK and Think or Swim $TICK are different because the information provided to our website and to Think or Swim both come from different providers and therefore you might see discrepancies at times. Thank you and have a nice day."

That's all I get in response. Still no solution I'm afraid.

[sledge]

"TD Ameritrade website $TICK and Think or Swim $TICK are different because the information provided to our website and to Think or Swim both come from different providers and therefore you might see discrepancies at times. Thank you and have a nice day."

That's all I get in response. Still no solution I'm afraid.

Is the TDA # 1/2 of the ToS #?

That's what I'm beginning to feel...

I'll know watching on Thursday if I am home.

[sledge]

Can someone throw up at Kinetick EOD chart of TICK, 3 minutes?

[NinjaTrader_Jason]

Hello sledge,

Please note that the free Kinetick EOD feed will only provide historical daily data - it does not support minute data. So you will not be able to load any historical data in a 3 minute chart.

If you have a subscription with Kinetick, you will have access to historical minute data to create a TICK 3 minute chart.

[sledge]

attached are 3 5-minute $tick charts.

StrategyDesk/TDA won't chart $TICK..but the $TICK value there matches what NT is charting.

ToS chart shows different values, and doesn't appear to update as much.

I can't even say that the NT chart is 1/2 of the ToS, since we hit +1000 and -1100 , and NT was +400,-400 on the extremes.

I've also included a 5 minute chart from the TDA website, which is also a little different.