Problem with spikes in price feed

[RJ3000]

Hi - getting weird spikes in the price feed (see pic), using NT 6.5 and PFGBests's PFGAPI connector, tried reinstalling both, still getting the spikes, PFG says they can't duplicate it, any ideas?

Only happens live, historical data looks ok, just started after starting up NT this Sunday, and it happens on two different computers (one XP, one Win7)...

Thanks
Jay

[NinjaTrader_RyanO]

Hi RJ3000,

Thank you for your post.

Can you please go to Tools > Options > Misc and please clarify what the Quote Currencies in FX is set at.

[RJ3000]

Ryan, it is set as 'Pip'

[NinjaTrader_RyanO]

Hi RJ3000,

Please change to TenthPip for PFG data and then please on your chart please reload the chart. Please note that the volume of the instrument with a small interval of 15 ticks does result in a similar looking chart on my end though the values are mare granular based on the pip setting.

[RJ3000]

I changed the setting and restarted, Ryan, it is still doing it, please see pic - you can see the price spike to 10 pips higher than an independently quoted price. It isn't always 10 pips, sometimes more or less

[NinjaTrader_RyanO]

Hi RJ3000,

In testing this issue with PFG data on the EURUSD using the same settings I am seeing similar behavior where the current traded price is around 1.0490, but I see similar spikes up to 1.4103 or slightly higher indicating the issue is with the data itself.

What you can do within NinjaTrader is use the real-time tick filter to eliminate the kinds of spikes in real-time data that are plotted, but then removed by historical data:

http://www.ninjatrader-support.com/HelpGuideV6/helpguide.html?Real-timeTickFiltering

Also, if you test this issue with another currency and with a larger chart interval can you please clarify if you see a similar issue.

[RJ3000]

Glad you can replicate the behavior Ryan...the realtime tick filter doesn't seem to do anything, but comparing EURUSD to GBPJPY, I don't see the same problem on the GBPJPY pair...maybe it's time I switched to another currency lol...would you recommend that I contact PFG with this?

Thanks
Jay

[NinjaTrader_RyanO]

Hi Jay,

Since the data is being duplicated in various instances then yes you will want to contact PFG related to those ticks that are incoming and then filtered out, and since it is not happening with other pairs we can point specifically to the EURUSD, as well.

[RJ3000]

Looks like PFGBest fixed the issue, so thanks to Ryan for the replies, and thanks to the PFGBest folks for getting it solved.