eSignal Timestamps

[gert74]

Hi,

I am currently testing a strategy on a 1 tick chart where the timestamps of the ticks are part of the entry conditions.

I now find that after a day of trading on realtime data I get several entries that are considerably different when I put that same day on a historical chart for a control test.

Then I came across this: http://www.ninjatrader-support.com/H...BuildChartBars

My question is if eSignal is one of thos data providers that do not provide timestamps for their realtime data? Because that would surely explain what I am experiencing.

And if that is the case, which data providers can be recommended that do provide this, so that the historical and the realtime data matches?

[NinjaTrader_Dierk]

eSignal provides timestamps on their realtime ticks and NT support this.

[gert74]

So, when using eSignal as realtime dataprovider, the timestamps of the ticks inside NT are exactly what they were delivered with from eSignal?

In that case, if I have a historical and a realtime chart with the same ticks, some of which have different timestamps, this must be due to the data provided by eSignal then?

[NinjaTrader_Dierk]

Correct.

Curious: which instrument is this?

[gert74]

I have experienced this on DAX futures (FDAX) and to a lesser extent on Euro futures (6E).

On both instruments I found otherwise identical ticks that had a timestamp that differed by 1 second between a chart gathered from realtime ticks and a chart loaded from historical data.

Small difference, but still something to keep in mind when developing and backtesting strategies.

[NinjaTrader_Dierk]

Thanks for feedback. However, my statement below stands.