Reload All Historical Data

[scottreynolds]

Today, heavier volume has shifted to the Dec contract on the crude, CL. However, my 3 range chart looks different from my partner's chart. After we both did "Reload All Historical Data", we synced up. Later I realized my 3 range was out of sync with my 7 range so I did "Reload All Historical Data" and now my charts are synced but looks different from my partner. Please see attachments of screen shots taken around 9:30. Notice on the second chart, the low is 101.5, but you don't see this on the first chart.

Please explain, what is going on?

[NinjaTrader_RyanL]

Hello scottreynolds,


Thank you for your forum post.


Are both of these charts using the same settings in the data series menu, for example are both charts loading the same session template?

From the screenshots, it looks like the first chart is loading extra indicators that are not on the second chart. If you set both charts to the same template or to not load any indicators, can you make them align accurately?

Are both you and your colleague connected to the same data provider? Do you have the same versions of NinjaTrader installed?


I look forward to assisting you further.

[scottreynolds]

We use the same session template but he loads 10 days of historical data where I only load 3.
Also, his data provider is different. He uses Kinetick and I use CQG. We also use different brokers. We both use NT 7.

[scottreynolds]

I just reloaded again - look how the trade markers are not aligned correctly. Please see attachment.

[scottreynolds]

Also, I am using 64-bit version 7.0.1000.15

[NinjaTrader_RyanL]

Hello,


Thank you for the follow up.


Differences between data providers will exist to some degree.


Different data feeds produce different charts, especially when using tick based intervals vs time based intervals. Market data vendors each employ various methods for tick filtering, throttling and time stamping. As a result, no data stream is 100% identical and thus can cause subtle differences in charts. Since NinjaTrader supports many of the leading brokerage and data feed technologies, it is highly likely that two traders using NinjaTrader on different data feeds will have minor differences when plotting the same market and time interval.

• How Bars are Built

I would suggest to load the exact same settings on each chart as well as the same amount of historical data to troubleshoot further.




In regards to the trade executions not lining up on the chart, these are a result of the execution times being off.


What is your Merge Policy set to?

• Control Center > Tools > Options...
• Data tab
• Merge Policy > If not set to "MergeBackAdjusted" then I would suggest to set to this option.
• Click "OK" when finished and reload all historical data.

[scottreynolds]

For day trading, I think that MergeBackAdjusted is not what we want. Currently, NT is still using the Nov contract since it has not technically expired. This is despite the volume change over. So when I load a Dec chart, I think NT is using Nov data for the historical plot and then use Dec data to plot real-time.

[NinjaTrader_RyanL]

Hello,


Thank you for the follow up.


The rollover date for CL 12-13 in NinjaTrader is set for today (10/18/2013)

Please follow the instructions below to rollover the expiration date of a futures contracts.

• From within the NinjaTrader Control Center window select the menu Tools > Instrument Manager
• Highlight the contract you wish to rollover in the left side of the Instrument Manager window
• Press the ">" button (the instrument will disappear from the list)
• Press the "<" button and the instrument should re-appear with the front month expiration date

• http://www.ninjatrader.com/support/h...es_contrac.htm

After rolling over, if you set your merge policy to MergeBackAdjusted and reload all historical data on your chart, does the chart appear as expected?

[scottreynolds]

I did as you say with CL 12-13, and reloaded but same problem - trades not plotted correctly.

[NinjaTrader_RyanL]

Hello,


Thank you for the follow up.


I would like to investigate the situation further on your end.


Please send a note to Support [AT] NinjaTrader [DOT] com with "ATTN: Ryan L." in the subject line.

In the message, please include the following:
1.) A link to this forum thread.
2.) A way to contact you and a time that you will be available.


I look forward to assisting you further.