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Highly inaccurate prices on certain securities

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    Highly inaccurate prices on certain securities

    This doesn't happen all the time, but it's a bewildering problem when it does occur. The issue can happen with any stock, index, currency pair etc. Basically, the price either jumps or falls by a clearly insane amount. I've attached a screenshot showing this problem on MSFT. Note that the price action shows the stock suddenly jumping to $270 per share - nearly three times the actual price.

    Any input would be much appreciated.
    Attached Files

    #2
    Hello,
    Thank you for posting.

    While marks as these are distributed from the data provider, NinjaTrader can help alleviate this by filtering bad ticks. You can enable this feature by going to Tools>Options>Market Data and enabling 'filter bad ticks'.

    This filtering only works on real-time data and will filter ticks that are a greater then a set percentage away from the last tick. Set the percentage for filtering with the property: "% off market". Note: If NinjaTrader receives 2 or more ticks that violate the tick filter we will no longer filter the ticks as the market is assumed to have legitimately gapped up or down.

    Please let me know if you have any further questions.
    Ryan S.NinjaTrader Customer Service

    Comment


      #3
      Great - thank you for the very quick and thorough response! Really appreciate it.

      Comment

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