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Merge Question

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    Merge Question

    Scenario:
    I have Continuum data feed on my system. A friend who uses my analytics has DTNIQ. We were getting two different results with his values always being larger. I noticed his merge policy was the default which is to merge. I have my Ninja install to not merge. He changed his setting to not merge but was still getting the same resulting values on his PC. I had him delete his "DB" folder and restart Ninja but he still got the same results as if no change had been made. I even had him reboot his PC but to no avail. It is like the change is not kicking in.

    Question:
    Is there some sequence of events you should follow when you change your merge policy to have it reflect in the values? I can handle small variances but we are talking hundreds of contracts. Both DTNIQ and Continuum as first class data providers so there should be very little variance between the two. His PC clock is correct as mine is. He is in Massachusetts and I am in New Zealand.

    Any words of wisdom I might try from the experts to resolve this issue?

    Cheers

    #2
    Hello ct,

    Thank you for your note.

    While it isn't expected that data between two different providers would be 100% identical, I suspect this could be an ETH vs RTH issue. Are you loading a daily chart by chance? When connected to a CQG based account Daily bars will automatically use the Regular Trading Hours for the bars displayed. Tick or Minute data will display data for the entire Extended Trading Hours session therefore as a work around I suggest creating a 1440 Minute chart to simulate Daily bars on both ends and let me know if your values then line up.
    Chris Sch.NinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_ChrisSch View Post
      Hello ct,

      Thank you for your note.

      While it isn't expected that data between two different providers would be 100% identical, I suspect this could be an ETH vs RTH issue. Are you loading a daily chart by chance? When connected to a CQG based account Daily bars will automatically use the Regular Trading Hours for the bars displayed. Tick or Minute data will display data for the entire Extended Trading Hours session therefore as a work around I suggest creating a 1440 Minute chart to simulate Daily bars on both ends and let me know if your values then line up.
      Chris

      Thanks for the reply. We are both using the default instrument template for our chart (ETH). We are displaying a 4 minute chart but I add a tick chart in my indicator to do all my calculations and do any drawing. Even at the tick level there is a volume variance. Will try the 1440 chart but if they don't line up on a tick chart, they shouldn't line up on anything. The thinking was he is getting all contract periods merged and I am only getting the one contract period with no splicing or merging.

      Cheers

      Comment


        #4
        Hello ct,

        Thanks for your reply.

        I suggest saving your chart as a template, then having your friend load that template and take a look at the data. The template will be saved into a .xml file and may be found in Documents > NinjaTrader 8 > templates > Chart. If you're both using the same merge policy and looking at a chart that uses the same template, then at that point you may be fairly certain that any difference in the data is due to the data feeds themselves, and not settings within the platform.

        Please let me know if I may be of further assistance.
        Tyler M.NinjaTrader Customer Service

        Comment

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