Different chart being plotted after reloading

[shicuco]

Hi, there!

I have just noticed that if I create a chart and reload all data shortly after, charts look different. So far, I have observed this behaviour in EURUSD and DAX both in lower and higher timeframes (screenshots attached). What's wrong? I use the NT chart trading functionality and I am really concerned I could be launching my orders at wrong prices!

I'm currently running NT 7.0.1000.11 live version through IB data feed (TWS build 927.7).

Looking forward to your thoughts.

Regards

Miguel

[NinjaTrader_Jason]

Hello Miguel,

Please note that you can expect differences between real-time and historical data with IB. Please see the link below for information regarding IB data.

http://www.interactivebrokers.com/en/general/contact/newContact/contact.php?TOKEN=6901559512282010BE06AIGF9192505191326DOB5452402

IB provides snapshot data. Real-time data is updated every 250 milliseconds and historical data 300 milliseconds. Because of this difference, you can experience slight differences in real-time and historical data.

[shicuco]

Ok. So can I expect bars to be plotted the same in subsequent reloads or will OHLC values be calculated differently every time?

Thanks for your diligence, Jason.

[NinjaTrader_Jason]

Yes, subsequent reloads will plot historical data you already had loaded the same.

[shicuco]

Ok. Thank you very much. That was very helpful.

Regards

Miguel

[Rocket130713]

Hello Miguel,

Please note that you can expect differences between real-time and historical data with IB. Please see the link below for information regarding IB data.

http://www.interactivebrokers.com/en/general/contact/newContact/contact.php?TOKEN=6901559512282010BE06AIGF9192505191326DOB5452402

IB provides snapshot data. Real-time data is updated every 250 milliseconds and historical data 300 milliseconds. Because of this difference, you can experience slight differences in real-time and historical data.

How fast does FXCM real-time forex prices update in Ninjatrader? Is it like 10 milliseconds or more like 250 milliseconds?

Also, why does it take Ninja 15 milliseconds to "process" an order whereas some insto platforms can process an order in under 1 millisecond? Why is Ninja so slow in processing orders? Any way Ninja development can make the source code faster and more efficient? The 15 ms to process an order is shown in my ninja logs, i have shown my logs to ninja support before and they confirmed that the 15 ms is in fact correct.

[NinjaTrader_Jason]

Hello Rocket130713

The FXCM API updates live quotes every 500 ms. Historical data is not filtered and captures all ticks, which means you can experience slight differences when reloading historical data in a chart.

I will forward your feedback regarding processing orders to development.

[Rocket130713]

Thank you Jason.

How often do live forex quotes update (in ms) if I use Ninja with Forex.com (Gain Capital)?

How often do live forex quotes update (in ms) if I use Ninja with Interactive Brokers?

How often do live forex quotes update (in ms) if I use Ninja with MB Trading?

I ask for this info as it will help many other forex traders that use Ninja. Thank you in advance.

[NinjaTrader_RyanL]

Hello Rocket130713,


Thank you for the follow up.


Interactive Brokers would update every 250 ms roughly.


I was not able to locate the live quote update values in ms for Gain or MB Trading, although with that being said you can get an idea of the times by connecting to these data feeds and then opening a Time & Sales window within NinjaTrader to see the updates as they come in.

[vlad546]

Different charts

Hi, I use vision financial and continuum for my futures data. I noticed that after i print the charts on paper for later review, they look different when i compare the printed and on screen charts when i come back later. Any reason why? Thanks

[vlad546]

Hi there, is it normal for the chart to look different when reloading historical data for the same day after trading? I use continuum or vision financial data providers. Thank you.

[NinjaTrader_Kyle]

Hello,

Please see the following link to our Help Guide for more information about why chart data can appear differently after reloading: http://www.ninjatrader.com/support/h..._are_built.htm