volume for tick chart ES

[NinjaTrader_DrewO]

Jarix77,

Thanks for your reply.

At this point we are still currently awaiting further information from the data provider regarding this item. It would be outside of the platform's control to determine to what degree the data is bundled as it is received from the data provider, as the platform will display the data as it is received. However, I'm happy to record any feedback regarding this item.

[Jarix77]

Since there's still no reply I thought I should follow up on this.

I understand that it's outside NinjaTrader's control to determine how data is bundled and that NinjaTrader only displays what is received. That's fine and it's the data provider's choice with how they package their data.

What doesn't make sense to me however is why there is no lines of communication in place for when these changes occur for NinjaTrader Brokerage customers. This isn't a minor thing. NinjaTrader and NinjaTrader Brokerage utilises this data and passes it on to their customers so consistency and communication of changes is critical.

Is it not possible for NinjaTrader Brokerage to have something in place with their data provider that allows them to be informed of upcoming changes so that customers can be informed as well? It seems to be in everyone's best interests that this should be the case.

It also wouldn't be hard for NinjaTrader Brokerage to have something in place allowing them to compare feeds between Continuum/CQG/Kinetick, for example, to know when something is very out of line as we saw recently so that they can inform customers who may only have a single feed and are unable to compare.

Is this an issue that can be escalated to someone to ensure that clients are given accurate data from NinjaTrader Brokerage and Continuum so they can trade Tick and Volume charts with confidence?

[NinjaTrader_PatrickG]

My name is Patrick and I am the Platform Support Team Lead.

Thanks for the feedback.

There was no communication to NinjaTrader Brokerage clients or CQG users in general ahead of time because this was an unexpected issue and not a purposeful change on either CQG's or NinjaTrader's part.

Thanks to reports from users like you we were able to quickly isolate the issue and reach out to CQG for more information.

CQG experienced a server failure which was resolved within minutes, however, due to this failure the rest of the session's data was provided in the bundled state that is discussed in this thread. When that session ended and the next session began, CQG's data returned to the expected unbundled behavior.

NinjaTrader (and I imagine CQG or any data provider) would never make a fundamental change such as this purposefully without informing its users.

[Jarix77]

I appreciate the reply, Patrick.

So in a case like this where there is no chance for advance warning because the issue is unexpected, wouldn't it still be a good idea to have something in place where CQG informs NinjaTrader Brokerage after the server crash is resolved that the data will be packaged differently for the session as a result? That way NinjaTrader can in turn inform their clients as soon as possible so that they don't make trading errors off incorrect data.

I'm fairly certain there were a number of people who didn't initially recognise that there was a problem with the data other than it looking thin, as only people with other feeds as well that they could connect to were able to confirm it. So there's likely a large number of clients who didn't even know they were being fed the wrong tick data after the crash and wouldn't think the check the forums or create a support ticket immediately.

Also, unless I'm mistaken there was a point in the not-so-distant past where there was a fundamental change to the way tick data was packaged and we weren't informed in advance. I seem to remember all of the sudden one week our data was being bundled where previously what was 3 ticks was now 1 and it stayed that way for more than a few days before it was unbundled again. Kinetick and IQFeed stayed the same throughout this period. Obviously this case is different but I suppose it brought up a few bad memories when I first saw it on the charts...

[NinjaTrader_PatrickG]

Thanks for the feedback, Jarix77. I'll look into the possibility of CQG informing us when any internal CQG issues occur which may affect NinjaTrader users.

What I can certainly promise you is that NinjaTrader is committed to communicating with our users when purposeful changes occur. You can view the 'News and Announcements' forum for some bigger platform changes and also the advisory page for other critical changes:

https://ninjatrader.com/support/forum/forumdisplay.php?f=13

https://ninjatrader.com/Advisory