Considering change to Kinetick but...

[AntiMatter]

I'm currently using IQFeed. I am considering changing to Kinetick. However, when streaming live data, there are differences between IQFeed/Kinetick. From an automated strategy, this can lead to trades being taken with one data provider, but not the other. Obviously, I would like everything "to match up", before changing from one data provider to the other.

I have run an identical setup of IQFeed versus Kinetick. Both computers had the same setup and were co-located, and both were running Network Time Protocol. Therefore latency/timing differences between the computers should be minimal.

My investigations suggest the problem appears to be with kinetick live data. For example, if I right click on a chart with kinetick data, and select "Reload all historical data", then the data now matches IQFeed. Please see the attachments for example.

The IQFeed_Live and Kinetick_ReloadedData --- are the same.
The IQFeed_Live and Kinetic_LiveData --- are different.

The screenshots were taken at different times, so ignore the bars to the right hand side of the screen. Instead, look at e.g. 9:33, where I have shown the data box.

Any Ideas?

[NinjaTrader_RyanL]

Hello AntiMatter,


Thank you for your forum post.


What session template are these charts using?

• Right mouse click on the chart background > Data series...
• Data section > Session template

This could be related to pre and post market data and different types of trades that are being reported during those hours.

[AntiMatter]

All charts are using "US Equities RTH"

[NinjaTrader_RyanL]

Hello AntiMatter,


Thank you for the follow up.


Do you have IQFeed Client version 4.7.1.3 installed? If not, I would recommend using this version and re-testing the situation:

• IQFeed Client 4.7.1.3 Download link

[AntiMatter]

I have the latest version of IQFeed 5.1.0.5

However, the problem appears to be with kinetick (see above). I re-iterate:

IQFeed streamed data: IDENTICAL
IQFeed load historic data: IDENTICAL
Kinetic load historic data: IDENTICAL
Kinetic streamed data: DIFFERENT

E.g. only the kinetic streamed data seems to have discrepancies. When I re-load historic data (on the kinetic setup) then the data now looks the same as the IQFeed.

[NinjaTrader_RyanL]

Hello AntiMatter,


Thank you for the follow up.


Do you have NinjaTrader set to Get data from server (if available) ?

• Control Center > Tools > Options...
• Data tab
• On the upper left hand corner > Is "Get data from server (if available)" checked? If not, please check this option and click OK
• Retest the situation with Kinetick without reloading historical data.

Also, if this does not help to resolve the situation, have you been able to test with IQFeed client version 4.7.1.3?

[AntiMatter]

"Get data from server (if available)" is checked.

I won't be able to check with IQFeed 4.7.1.3 until monday now... However, this should never make any difference, as the data will look the same as with IQFeed 5.1.0.5 (and Kinetik historic). E.g. because we can see that the IQFeed live feed is reaching me in the correct state (i.e. it matches a historic reloaded data).

It is the Kinetik live feed that does not match the correct historic data.

[NinjaTrader_Matthew]

Can you also clarify the version of NinjaTrader you're using? There was a parsing issue fixed in 7.0.1000.16 with Kinetick - please let us know if you're on 7.0.1000.15 or earlier.

[AntiMatter]

Ah.. I'm running 7.0.1000.15

Looks like this is my mistake, apologies. I always read the release notes for each new version, and saw that this did not relate to me in any way (I wasn't using kinetick at the time!). Thus, I skipped this update.

It certainly "feel" like a parsing error. I will confirm on monday and report back. Thanks for the help both of you.