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How to find out the sequence of historical ticks?

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    How to find out the sequence of historical ticks?

    Hi,

    I want to find out the exact sequence of ticks for stocks based on historical data provided by Kinetick. Unfortunately when I open a chart and set it to '1 tick' often there are a couple of ticks stacked vertically as if they happened at the exact same time.

    Is there a way to show these ticks separated horizontally so I can see the correct sequence (when I used TradeStation this was possible)?

    As an alternative is there a way to have some kind of list view or export to file option?

    Thanks,
    NutFlush

    #2
    Hello NutFlush,

    What instrument(s)?

    What dates?

    You can view historical data in the Edit tab of the Historical Data Manager window. *Tools > Historical Data Manager.



    You can export any data grid, including the Edit tab of the Historical Data Manager window by right clicking on the data, selecting Grid > Export To Excel

    Christopher S.NinjaTrader Customer Service

    Comment


      #3
      Here's an example: NTGR (Netgear) on April, 02-2015. I am especially interested in the ticks of the first minute after the session started (>8% price difference for the first 1-minute bar). Is there a way to see the sequence of ticks in a chart?
      For example there appear to be 2 ticks at 9:30:10. One at 32.57$ (100 shares) and one at 32.58$ (200 shares). I cannot determine which of the two came first.

      I followed your suggestion and used the grid view of the Historical Data Manager. That helps a lot. My only question here is that the time stamp shows only seconds (not milliseconds). So is the order of the ticks that are shown with the same time stamp the correct order in which these ticks happened (in other words: does Kinetick provide a higher time resolution and does NT7 use it for sorting in that grid view)?

      Thanks for making this clear to me,
      NutFlush

      Comment


        #4
        Hello NutFlush,

        What instrument(s) do you see this with?

        What dates do you see this with?

        Please upload a screenshot of your chart.

        You can view historical data in the Edit tab of the Historical Data Manager window. *Tools > Historical Data Manager.



        You can export any data grid, including the Edit tab of the Historical Data Manager window by right clicking on the data, selecting Grid > Export To Excel

        Christopher S.NinjaTrader Customer Service

        Comment


          #5
          Christopher,

          I thought I already answered most of your questions in my previous post?!

          So let me restate in direct connection to your last post:

          Originally posted by NinjaTrader_ChristopherS View Post
          Hello NutFlush,

          What instrument(s) do you see this with?
          NTGR (Netgear)

          Originally posted by NinjaTrader_ChristopherS View Post
          What dates do you see this with?
          on April, 02-2015

          Originally posted by NinjaTrader_ChristopherS View Post
          Please upload a screenshot of your chart.
          I attached one that points out the two ticks that I mention below and later three ticks that are also displayed above each other making it impossible to tell in what sequence they happened.

          Originally posted by NinjaTrader_ChristopherS View Post
          You can view historical data in the Edit tab of the Historical Data Manager window. *Tools > Historical Data Manager.



          You can export any data grid, including the Edit tab of the Historical Data Manager window by right clicking on the data, selecting Grid > Export To Excel

          http://www.ninjatrader.com/support/h...data_grids.htm
          As I said above:
          I followed your suggestion and used the grid view of the Historical Data Manager. That helps a lot. My only question here is that the time stamp shows only seconds (not milliseconds).

          So is the order of the ticks that are shown with the same time stamp the correct order in which these ticks happened (in other words: does Kinetick provide a higher time resolution and does NT7 use it for sorting in that grid view)?

          Thanks for your help,
          NutFlush
          Attached Files

          Comment


            #6
            Hello*NutFlush,

            Thank you for the reply. *My apologies, as your post did not come through when I refreshed, it was a duplicate of your original*post.

            Unfortunately, millisecond time stamps are not currently supported. *I will forward your vote for this feature to our development team.

            Ticks that occurred*in the same second will be listed in order within the Edit tab of the Account Performance tab.

            Based on the screenshot, I believe*the ticks are stacked to the compressed scaling of the time axis.

            If you left click on the time axis and drag your cursor to the left, do the ticks separate?
            Christopher S.NinjaTrader Customer Service

            Comment


              #7
              No worries!

              "Ticks that occurred in the same second will be listed in order within the Edit tab of the Account Performance tab."

              Does that mean the list shows me the correct order? How so if the millisecond time stamp is not used?

              No, dragging the cursor to the left does not separate the ticks.

              Thanks,
              NutFlush

              Comment


                #8
                Hello NutFlush,

                Do you experience the same if you reload the chart? *Right click and select 'Reload All Historical Data'

                What time zone is your PC clock set to?
                Christopher S.NinjaTrader Customer Service

                Comment


                  #9
                  Reload doesn't change anything. Did you succeed in separating the ticks horizontally?

                  My PC is set 6 hours ahead of the NYSE.

                  Could you please also answer my last question regarding:
                  "Ticks that occurred in the same second will be listed in order within the Edit tab of the Account Performance tab."

                  Does that mean the list shows me the correct order? How so if the millisecond time stamp is not used?

                  Cheers,
                  NutFlush

                  Comment


                    #10
                    Hello NetFlush,

                    Many data providers include a milli second time stamp, however, this is not supported in NinjaTrader at this time.

                    I am unable to recreat this on my end.chart data files.

                    You can do this by going to the Control Center-> Help-> Mail to Platform Support, checking the box 'Chart files'.

                    Please reference the following ticket number in the body of the email:*ATTN: Chris S*http://www.ninjatrader.com/support/f...723#post406723
                    Christopher S.NinjaTrader Customer Service

                    Comment


                      #11
                      I don't have an email client on my trading PC. Is there a way for me to create a ZIP file etc. that I can send from another PC?

                      Comment


                        #12
                        Hello NutFlush,

                        You can zip the files, send them to another machine then email the files.

                        I will just need the files from the machine you are using NinjaTrader on to review.

                        The files can be found in the Documents > NinjaTrader 7 > db > Tick > NTGR folder.
                        Christopher S.NinjaTrader Customer Service

                        Comment

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