Recorded Historical Data Corrupted?

[GeorgeW]

Hello,
I have checked "Record live data as historical"
I have unchecked "Get data from server"
I recorded the Live Data for an instrument on 22 Dec 2017 from 2am EST (1am CST) until the close at 4pm. I took still images whilst I was recording.
Is there any reason why some of the Live Tick data should change from the recorded data when I restart NT8?

Thank you.

[NinjaTrader_ChelseaB]

Hello GeorgeW,

How are you comparing each tick?

To compare the ticks before and after, are you writing this information to file?
If so, may I have the before and after text files the time, price, and volume of each tick?

[GeorgeW]

Hello ChelseaB,
I am not writing the information to a text file. I am comparing the live image I took to the image when I restart NT8. Some of the bars have changed, and so the indicators also change between the live version and the version when I restart NT8.

[NinjaTrader_ChelseaB]

Hello GeorgeW,

This would be expected if you are using a tick based bar type.

May I confirm you are using a time based bar type and not a tick based bar type?

To know for sure that the ticks are different, you would need to compare the individual ticks.

[GeorgeW]

Hello ChelseaB,
I am using a Tick based bar type.

[NinjaTrader_ChelseaB]

Hello GeorgeW,

Who are you connecting to for real-time data?

When playing is the data immediately different from the first bars?

Does the playback span over the end of a session?

Do you have a before and after screenshot?

What is the exact version of NinjaTrader 8 you are using? (Help -> About... e.g. 8.0.X.X)

At what exact time does the recording begin (in the Historical Data window)?

At what time are you starting the playback?

[GeorgeW]

Hello ChelseaB,

Who are you connecting to for real-time data?
Continuum

When playing is the data immediately different from the first bars?
Not necessarily from the 1st bars, the difference only occurs in various places.

Does the playback span over the end of a session?
I am not playing it back as in simulating. I just have to restart NT or reload historical for some of the data to change.

What is the exact version of NinjaTrader 8 you are using?
NT8.0.11.1

At what exact time does the recording begin (in the Historical Data window)?
26/12/2017 06:23:52:58 GMT (01:23:52:58 EST) to
26/12/2017 19:50:14:32 GMT (14:50:14:32 EST)

At what time are you starting the playback?
I am not running a playback. I am reloading the live chart or restarting NT.

[NinjaTrader_ChelseaB]

Hello GeorgeW,

Thank you for clarifying that you are not comparing real-time data with the recorded market replay data and you are only comparing with historical data.

The biggest culprit would be timestamps.

Please review the document below about how bar data is generated.

https://ninjatrader.com/support/helpGuides/nt8/en-us/index.html?how_bars_are_built.htm#UnderstandingWhyAChartCanLookDifferentAfterReloadingHistoricalDataFromTheServer

From the help guide:
"If using tick based charts, all it takes is a single tick difference between real-time and historical data to generate completely different looking charts. This in turn would impact the calculations of your strategy should the data sets be different."

https://ninjatrader.com/support/helpGuides/nt8/en-us/?discrepancies_real-time_vs_bac.htm

[GeorgeW]

Thanks for your response ChelseaB,
As I am not reloading the historical data from the server, but from that recorded to my computer, I cannot see why the link you posted for "Understanding why a chart can look different after reloading historical data from the server" would be relevant. Also, as I am using a tick chart, where the bar should close after say 200 ticks, I do not see the relevance of the Time Stamp, as whether the final tick to close the bar comes in 1 Sec earlier or later, should not make any difference to the bar (unless they are swapping the order in which ticks come in, say a tick with 10 contracts for one with say 100).

[NinjaTrader_ChelseaB]

Hello GeorgeW,

All historical data, no matter the source, is timestamped.

This means that NinjaTrader must decide which ticks are with which bars as the bars are rebuilt.

Recorded historical data is also affected by the behavior described in post #8.