Problem with Kinetick data

[NutFlush]

First of all: thanks a lot for your support!!! I just recently started to transition from TradeStation to NT and all I can say is that support here is sooooooooooooo much better!!!!

I'm not sure if I understood you correctly or if my idea of how the session template works is wrong:

No, this happens outside of the session template. It's the underlying core processing that the tick is received. If anything comes through on the real-time feed, it will be counted as a tick. Unless you're using the real-time tick filter, but that is only in response to price, and not time. I can see if it would be possible to use this user-case as an example of creating a time based tick filter as well, however I'm not sure what other affects this may have.

I was under the impression that through the session template I tell NT what part of the trading day's activity I want to process (by strategies, see in charts etc.). That way I could for example block out pre-/post session trades (at least that's how it works in TradeStation).
Am I mistaken here? Any other way to achieve that? I am not aware that I can block Kinetick from sending ticks at certain time periods, so this must be handled by my trading platform, right?

Thanks so much again!!!
NutFlush

[NinjaTrader_Matthew]

First of all: thanks a lot for your support!!! I just recently started to transition from TradeStation to NT and all I can say is that support here is sooooooooooooo much better!!!!

I'm not sure if I understood you correctly or if my idea of how the session template works is wrong:



I was under the impression that through the session template I tell NT what part of the trading day's activity I want to process (by strategies, see in charts etc.). That way I could for example block out pre-/post session trades (at least that's how it works in TradeStation).
Am I mistaken here? Any other way to achieve that? I am not aware that I can block Kinetick from sending ticks at certain time periods, so this must be handled by my trading platform, right?

Thanks so much again!!!
NutFlush

We appreciate your kind words!

The session template is only for the bars/strategy processing, but the underlying core tick processing engine is a few abstraction layers beneath the strategy/session template.

NT will work as a radio receive in this regard: if a tick is sent from the data provider, it will be processed by the core tick engine. We do not do any sort of filtering of these ticks as it could have other consequences which would be much more adverse to a symbol receiving an old pre/post market trade.

[NutFlush]

Hi Matthew,

today the problem occured again that live ticks at the start of the session were sorted into the prior day's session. Fortunately I was able to record these ticks (price & volume).

I attached a screenshot that shows how the bars changed for the symbols XIV & SPY.

Also included is the data for the ticks as it shows up in NT based on Time[0], Close[0] & Volume[0].

My guess is that Kinetick put wrong time stamps on those ticks. Could you contact Kinetick to investigate this or should I send them an email directly?

Cheers,
NutFlush

[NinjaTrader_Matthew]

Hi NutFlush,

Thanks for the report and I believe you are correct.

We're continually investigating this with Kinetick. Once I have an update on this, I'll be sure to contact you and let you know what is occurring and how it will be corrected.