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Price Discrepancy

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    Price Discrepancy

    Hello, I followed these steps to get the same data on two machines but is not working.

    1) I deleted the Day, Minute, Tick folders from "\NinjaTrader 7\db\" in both machines
    2) I connected to IQFEED and opened a chart for the same stock in each machine
    3) When I compared prices for a specific minute (the same in both) I get different prices!

    What's the solution for this?

    Thanks,

    #2
    Hello Diego Aburto,

    Thank you for your post,

    What instrument (and expiry if applicable) have you selected?

    (For a chart) what interval is selected?

    To test, please follow the directions below.

    Right click in your chart and select Data Series.
    In the Data Series menu, set the 'Session Template' property to 'Default 24/7', then click OK.

    Right click on the chart and select "Reload All Historical data."

    I look forward to assisting further.
    Eric B.NinjaTrader Customer Service

    Comment


      #3
      Reloading all data with that session template didn't work.

      Please see attached.

      The stock is TYC at 10:11 the close price is 36.79 in the screenshot, in the other pc 36.59.

      Folders for both computers were deleted and prices downloaded again. The difference is about 50 bps, this is not minor.

      What would be the solution here?
      Attached Files

      Comment


        #4
        The reason I'm asking this is because we have different servers for research and live trading.

        At the moment when we run a backtest in a research server we get different prices from live servers. Even after deleting the database folders (min, day, tick) in both servers and downloading the data again.

        What else can we try?

        Thanks,

        Comment


          #5
          Hello Diego Aburto,

          Because the data itself is different between the two IQ Feed servers, you would need to contact them directly regarding the discrepancies with their data.
          Eric B.NinjaTrader Customer Service

          Comment

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