Avoiding bad ticks

[gdavis74]

MB Trading data feed continues to throw bad ticks. Some behaviors I've noticed:

1. If I keep NT7 running all day and have these settings in the Data>Options tab,
"Save Chart Data as Historical"
"Get Data from Server"
"Record for Market Replay"
"Filter bad ticks" set to 0.1
Then after a reboot of the computer, the chart shows good data and no bad ticks. This is for today anyhow.

2. If I don't have "Save Chart Data as Historical", then when I reboot, there are bad ticks and a tick chart looks horrible.

Is this expected behavior?

If I "Save Chart Data as Historical", will NT7 use that data for historical data on charts even though I have "Get Data From Server" selected?

I'm hoping this will continue to work this way to have clean charts. The only problem will be that when I don't have the computer on charting during the day, the bad ticks will come back for those days because it is coming from the MB Trading feed rather then historical filtered data stored on the disk.

Does this sound right?

[NinjaTrader_Kyle]

Hello,

Thank you for your post.

Without tick filtering NinjaTrader will display whatever data the data source you are connected to provides. If bad ticks are included in that data set, they will be displayed within NinjaTrader's charts. I would recommend reporting the bad ticks to MB Trading.

If chart data is saved using the setting which you mentioned, you would use the locally stored filtered data.

If other questions come up which I could assist with please let me know.

[gdavis74]

Kyle, thanks for the reply. I have reported bad ticks to MB Trading, I doubt they will ever do anything about it.

I'm well aware of the tick filter. My point is, the tick filter works in realtime only. I suppose this is expected, right?

So, even with tick filtering on, I get bad ticks when a chart loads, even after I have edited bad ticks earlier in the day or the previous day. So tick filtering doesn't work on historical data, at least for me.

That's why I'm hoping and as you say, if I save the chart data as historical, the realtime tick filtering will clean up the mess and when I start the next day, the previous day is still clean.

[NinjaTrader_Kyle]

Hello,

Correct, the filter works in real-time. The data you collect in real-time would retain this format when stored as historical data. The tick filter would not apply to historical data which you load from MB Trading servers.

If other questions come up which I could assist with please let me know.