OHLC discrepancies within Ninjatrader with the same data connection

[ntuser2017]

Hi there

I have been comparing daily OHLC levels on the same product/contract with some colleagues and we found discrepancies, sometimes significant, that we do not understand.

As an example, in the charts attached you will see that, while on my charts the daily High for 14 Aug 2017 and 07 Sep 2017 is the same at 49.79, one of my colleagues is showing 49.78 and 49.82 respectively for those days.

My setup:
NinjaTrader 8.0.6.1
data connection: Continuum

My colleague's setup:
NinjaTrader 7.0.1000.33
data connection: Continuum

Both of us are looking at the contract for CL 11-17.

Please could you explain why there should be discrepancies with the same data connection and same contract?

Many thanks in advance.

[NinjaTrader_PatrickG]

When connected to Continuum, you are using NinjaTrader's historical data servers. The historical data servers are different between NinjaTrader 7 and NinjaTrader 8. Also, daily data is provided in RTH hours only in NinjaTrader 7, but is provided in ETH hours in NinjaTrader 8.

My NinjaTrader 8 daily chart matches your data, however, I could not match the values from your colleague's NinjaTrader 7 minute charts. I'll need to know more about the NinjaTrader 7 setup to find out the root of what is occurring. Please have your colleague write into PlatformSupport[AT]NinjaTrader[DOT]com with a link to this forum thread.

Also, you are both using older versions of NinjaTrader 7 and NinjaTrader 8. The current versions are 8.0.9.0 and 7.0.1000.35. Here are upgrade instructions for NinjaTrader 8:

• First, get your license key from NinjaTrader under Help> License Key then exit NinjaTrader
• Click on the link: http://ninjatrader.com/PlatformDirect
• Enter your license key and press Submit
• Select 'NinjaTrader 8'
• Select 'Download'
• Critical: Before running the installer, ensure NinjaTrader is closed.

I would highly suggest passing along the instructions below to your colleague as updates to NinjaTrader 7 contain critical database items:
First, to upgrade NinjaTrader, please follow the steps below:

First get your license key from NinjaTrader under Help> License Key then exit NinjaTrader

• Click on the link: http://ninjatrader.com/PlatformDirect
• Enter your license key and press Submit
• Select 'NinjaTrader 7'
• Select 'Download'
• Critical: Before running the installer, ensure NinjaTrader is closed.

Lastly, to reset your instruments, please follow the steps below:

• Disconnect from your data feed: NinjaTrader Control Center> File> Disconnect> Select your data feed
• Reset your Instruments: NinjaTrader Control Center> Tools> Options> Data tab> Reset Instruments>OK
• Restart NinjaTrader> Connect (NinjaTrader Control Center> File> Connect> Select your connection

[ntuser2017]

When connected to Continuum, you are using NinjaTrader's historical data servers. The historical data servers are different between NinjaTrader 7 and NinjaTrader 8. Also, daily data is provided in RTH hours only in NinjaTrader 7, but is provided in ETH hours in NinjaTrader 8.

My NinjaTrader 8 daily chart matches your data, however, I could not match the values from your colleague's NinjaTrader 7 minute charts. I'll need to know more about the NinjaTrader 7 setup to find out the root of what is occurring. Please have your colleague write into PlatformSupport[AT]NinjaTrader[DOT]com with a link to this forum thread.

Also, you are both using older versions of NinjaTrader 7 and NinjaTrader 8. The current versions are 8.0.9.0 and 7.0.1000.35. Here are upgrade instructions for NinjaTrader 8:

• First, get your license key from NinjaTrader under Help> License Key then exit NinjaTrader
• Click on the link: http://ninjatrader.com/PlatformDirect
• Enter your license key and press Submit
• Select 'NinjaTrader 8'
• Select 'Download'
• Critical: Before running the installer, ensure NinjaTrader is closed.

I would highly suggest passing along the instructions below to your colleague as updates to NinjaTrader 7 contain critical database items:
First, to upgrade NinjaTrader, please follow the steps below:

First get your license key from NinjaTrader under Help> License Key then exit NinjaTrader

• Click on the link: http://ninjatrader.com/PlatformDirect
• Enter your license key and press Submit
• Select 'NinjaTrader 7'
• Select 'Download'
• Critical: Before running the installer, ensure NinjaTrader is closed.

Lastly, to reset your instruments, please follow the steps below:

• Disconnect from your data feed: NinjaTrader Control Center> File> Disconnect> Select your data feed
• Reset your Instruments: NinjaTrader Control Center> Tools> Options> Data tab> Reset Instruments>OK
• Restart NinjaTrader> Connect (NinjaTrader Control Center> File> Connect> Select your connection

Thank you Patrick, I have continued to monitor this behaviour.

For simplicity, given I still have NT7 installed as well, I've done a like-for-like comparison today.

First I will confirm all the preliminary steps both me and my colleague have taken

• Both are upgraded to latest NT v7.0.1000.35
• Both have syncronized our internal PC clock to time.nist.gov
• Both have reset our instruments in the Data tab as you described above
• Both are connected to the CME using a Continuum connection

And yet, if we compare certain Highs and Lows for a day, we are off by 3 or 4 ticks

I have attached two screenshots with the following discrepancies

HOD Sept 28th - User 1 53.12 / User 2 53.09
HOD Oct 16th - User 1 52.63 / User 2 52.60
LOD Oct 17th - User 1 51.48 / User 2 51.44
HOD Oct. 3rd - User 1 50.99 / User 2 50.96

(HOD = High of the Day / LOD = Low of the Day)


Please would you be able to look into this and advise?

Many thanks

[NinjaTrader_PatrickG]

I match User 1's data precisely with these settings:

• Connected to NinjaTrader Continuum
• CL 12-17 chart using '<use instrument settings>' session template
• Merge policy = MergeBackAdjusted

I could not match User 2's data when performing the same test with session template 'default 24.7' or 'Nymex energy RTH' or when changing my merge policy to 'MergeNonBackAdjusted' or 'DoNotMerge'.

Please have user 2 right-click on their charts and select 'reload all historical data'

If this does not resolve, please have user 2 write into PlatformSupport[AT]NinjaTrader[DOT]com so I may investigate further. Please have them include a link to this thread and '1778916 ATTN Patrick G' in the body of the message.

[ntuser2017]

Thanks Patrick - I can confirm I am user 2 for this problem and the steps you indicated have not solved the issue. I am going to write the email now.

[ntuser2017]

@NinjaTrader_PatrickG once again thank you very much for the great support today.

I will let you know if there are any more issues with this.