OHLC from Kinetick

[Francis]

Dear,

I use Kinetick as primary feed, IB as secondary and order feed.

Some of my strategies are based on daily averages (calculated during the day starting from the session start. Others use the high and the low of the running session for calculating session average. The later show problems while the order tab show no price for some of these. As today at some point n/a was stated for the Open and the Low.

Is this a Kinetick problem? I have seen this before and remarked that IB had the same issues, while I use IB as the secondary feed. Today IB had all prices mentioned in their TWS, but NT showed no prices for the open and low. How is this possible?

[NinjaTrader_Brett]

Hello,

You said the following:

I use Kinetick as primary feed, IB as secondary and order feed.


However I want to clarify, what connection do you connect too first with NinjaTrader.

I look forward to assisting you further.

[Francis]

Hello Brett,

Thank you for your swift respons.

I firts connect to Kinetick, as I want to use the tick data for strategy processing, charting and simulating. Second I connect to IB for ordering on the real live strategies.

I'm curious now which data the strategies use, so both the simulating as well as the real live ones, I thought when connecting, the first one is leading, second for backup. Although this backup feed does not act like I think it should, but that is another question. Since I noticed by coinsidence that IB was not showing OHL data and this was the case in NT also, I began questioning which feed is used for what.

BTW: price data is of the ES 1211 series (CME). Can it be that the problem lies there, that BOTH Kinetick and IB don't get the correct quotes from GLOBEX?

[NinjaTrader_Brett]

Hello,

In this case all live and historical data comes from Kinetick. No data in this case would come from IB at all.

Therefor you ran into something on the Kinetick connection.

Is it still happening please email support at kinetick dot com and let them know so that they can look into it further.

I look forward to assisting you further.

[Francis]

Hello Brett,

I have waited for the end of the US session and at the start of the new session the open and low of this new session were stated fine.

I will contact Kinetick, because it would be nice to know exactly what happenend. Especially when strategies use this exact data.

Thank you for your service.