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Tick filter

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    Tick filter

    Hi,

    Would having the tick filter enabled at .1% cause missing data on news events? On news days I have a problem with data looking different after a reload at the end of the day! However this doesn't really happen during non news days. So was wondering if having the tick filter enabled would I be missing small pieces of data that then get added in after causing the changes in data and decrespancies post reload ?

    I hope that makes sense

    Many thanks
    Chris

    #2
    Hello pezza3452

    Thank you for your post,

    Yes, this could cause a difference between data received in real-time and data reloaded from the historical data servers. There's not a reason this would be more pronounced on news days, though I suspect it's easier to tell due to the higher volume.

    Let us know if we may assist further.
    Eric B.NinjaTrader Customer Service

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      #3
      Thanks Eric

      Comment


        #4
        Does the tick filter make markets move slower/smoother or does it cause more jumps in price?

        Comment


          #5
          Hello otislauwaert,

          Thank you for your post. The Real-time tick filter wouldn't change the speed, but rather the number entered takes a percentage off the market price as-received by the provider.

          Let us know if we may assist further.
          Eric B.NinjaTrader Customer Service

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