range bars price does not much 1 min price

[vit007]

For some reason my AAPL - 100 range bars price does not much 1 min price and it makes my indicators useless. Ex around 12.08 am on 100 range shows high 530 but 1 min chart shows max 524 between 11.30 am -1 pm .
So why such a difference
vit

[NinjaTrader_Matthew]

Hello,

Can you please remove the HeikenAshi indicator from your chart and compare the raw price data.

Do you still see a discrepancy in the range vs minute data? Or do they match now?

[vit007]

Its same no difference . I I I think it become different ones chart been close and reloaded during session .Looks like some bug in NT code ?

[NinjaTrader_Matthew]

What occurs when you right click on the chart and select 'reload all historical data'? Does the data change?

Can you please clarify who you connect to for data? This is displayed in the bottom left hand corner of the NinjaTrader Control Center.

[vit007]

I did reload data and it’s the same and its stay same if I switch to any diff range #. And Kinetick is a data provider .

[vit007]

sorry its all the same

[vit007]

I looked at TOS chart and the highest $$ 11.30-12.30 was 524.50 . and NT range shows 530 ////?????? It’s a huge difference .Its looks like a major bug in NT cod programming

[shanemcdonald]

In the past, when I had a similar experience, it turned out to be cqg data feed.
Range charts would show a perfect whipsaw up and down and I thought it was the algos causing it.
I never recieved a valid explanation as to why, but a few days later the charts went back to normal.

It happened twice and range charts were involved on both occasions.

sorry I cannot help further.

[sledge]

I looked at TOS chart and the highest $$ 11.30-12.30 was 524.50 . and NT range shows 530 ////?????? It’s a huge difference .Its looks like a major bug in NT cod programming

What does a range chart of "1" do? ( Should be 1 cent ).

What does a 133 tick chart show? $530 or $524.50 ? Or even a 1 tick chart?

Are you recording your own data, and is the problem after reloading from the server, but not before?

[NinjaTrader_Matthew]

Hello,

I've looked into this further and there was a non-last qualifying trade that was reported at price of 530.00 at 12:08:56, which was flagged as sold out of sequence by the exchange.

Non-last qualifying trades are not reported in a live stream, but can show on historical prices. We're checking with Kinetick as to why the minute and daily bars have filtered out this non-qualifying trade, but it is reflected on the tick chart.

In the mean time, you can always edit out these ticks by going to Tools--> Historical Data Manager--> Edit tab and locate the AAPL symbol.

The trade in question should be under Last--> Tick--> 1/8/2013--> 12:00PM and at 12:08:56-7 you'll see the trade at 530.00. To remove this, just right click on the trade and select "Exclude" and then select "save".

I will let you know once I have more information from Kinetick.

[vit007]

Thanks a lot for looking into it . Great support .
Vit

[NinjaTrader_Matthew]

We've checked with Kinetick's backend and they have identified the source of this and will be correcting these items this weekend.