Incorrect wick size

[ypaez]

Please see the next image and note the wick size enclosed on yellow this is clarly a bad representation of the candle, see the next image is the representation of this candles but on esignal the source for both charts are esignal on the same intrument, day & time frame.

wrong wick size (chart from NT8, esignal source)



correct wick size (chart form esignal, esignal source)



the difference between both is (35.73 - 34.8) 0.93


The next are other examples of this error but with different instrument this is most common on intrument wich their prices are greather than 30

wrong on NT8



correct on esignal



This is my options for bad ticks

[NinjaTrader_PatrickG]

What version of NinjaTrader 8 are you using? Please provide the entire version number. This can be found under Help -> About (Example: 8.0.X.X)

Does this issue persist/occur when real-time data is printing? Or is it present in historical data as well? To check, right-click on your chart and select 'reload all historical data'. Do you still see the erroneous candle?

[ypaez]

NinjaTrader 8 version: 8.0.16.2 64-bit

Does this issue persist/occur when real-time data is printing? Yes this occures on real time.


Or is it present in historical data as well? The chart also show wrong wicks on historical data


To check, right-click on your chart and select 'reload all historical data'. Do you still see the erroneous candle? Yes after click to reload all historical data the error persists

[NinjaTrader_PatrickG]

I cannot reproduce this bad tick on my end with eSignal data, so I suspect the issue is now persisting only in your cache. To delete the cache, follow the steps below.

• Shut down NinjaTrader.
• Open the Documents > NinjaTrader 8 > db folder.
• Delete the sub-folder named 'cache'.
• Restart NinjaTrader and test.

Tick based data from eSignal sometimes has bad ticks/data spikes. We're currently tracking interest in a more permanent resolution to this. I've added your case to the tracking #SFT-1724.

[ypaez]

Hi Patrick,

I did what you sugested me, but the problem is the same. I'm also test on different PC and have the same wrong chart, the problem is on real time & historical data. Please see the next charts are from today.

Chart from real time on NT8



Chart from eSignal



Chart from different PC on NT8

[NinjaTrader_PatrickG]

Can you provide a screenshot of your eSignal of the same data for comparison?

[ypaez]

Here it is

[NinjaTrader_PatrickG]

I still suspect a local issue as I am not able to recreate this on my end. I think these bars are being built with real-time data and then this data is being stored in your cache. I'd like to force new data to be downloaded by removing the SPY minute data and cache:

• Shut down NinjaTrader.
• Open the Documents > NinjaTrader 8 > db folder.
• Delete the sub-folder named 'cache'.
• Open the 'Minute' folder > Delete the sub-folder named 'SPY'
• Restart NinjaTrader and test.

[ypaez]

Patrick I figured out how to replicate the problem. This occures when you active "Tick Replay" I suppouse I need this option becouse my strategy runs on each tick event. The question is how NT can avoid this bad ticks with Tick Replay option enabled ?


wrong wick with active Tick Replay






No wrong wick present when Tick Replay is off

[NinjaTrader_PatrickG]

That makes sense since there is a known limitation with eSignal's tick data. Unfortunately there is no current work around for this issue when using tick data from eSignal.

Tick based data from eSignal sometimes has bad ticks/data spikes. We're currently tracking interest in a more permanent resolution to this. I've added your case to the tracking #SFT-1724.