Ninjatrader 8's Failing Tick data

[thgamey]

Hi

When Tickreplay is enabled, Ninjatrader 8 is showing wrong data which is different from feed.

To explain the same, please look at the attached image.

Which shows volume profile of tick replay enabled vs disabled chart.

Volume profile clearly shows the difference/wrong in the tick data.


When consulted with Truedata, they said this issue is with Ninjatrader 8. So they asked me to keep tickreplay disabled.


If so, how to use Gom & other tools which requires tick replay enabled as mandatory,



Request you to check on the same and resolve tick data issues at the earliest.

Thanks.

[NinjaTrader_PatrickG]

You make a reference to TrueData which is a third party data provider. Please confirm - is TrueData your connected data provider?

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

Who are you connected to? This is displayed in green on lower left corner of the Control Center window.

Can you clarify that the only steps to reproduce this are to enable/disable tick replay on a chart? If not, could you elaborate what steps I would need to take?

[thgamey]

Yeah, I have referred to Truedata reg the same. Yes Truedata is the data provider & being connected as datafeed.

I'm using NinjaTrader 8.0.19.0 64-bit.


I have added Volume profile Indicator & the default NT8 Volumeupdown & VolumeZones
which is attached.


After adding the indicators, I duplicated the chart with one as tickreplay enabled & other as tickreplay disabled.
Now when I look both da


Looking forwards to get a solution of the same sooner.

Thanks.

[NinjaTrader_PatrickG]

The built-in Volume Profile indicator only plots in real-time unless tick replay is enabled. In other words, I would expect nothing but the ticks received in real-time since the indicator was added to show up on a chart unless tick replay is enabled. Here is an example:

https://www.screencast.com/t/US95p9Bc

How are you comparing the built-in volume profile with tick replay = enabled vs. tick replay = disabled? Is it building from real-time vs using tick replay?

Keep in mind that NinjaTrader simply displays the data as it received it from your connected data provider. Here is another test to verify:

• Run a 60 second chart for about 30 minutes in real-time
• Take a screenshot of the chart
• Right-click on the chart and select 'reload all historical data'
• Take a screenshot of the chart

Are there differences?

[thgamey]

Patrick G,

Noted about the Volume Profile features.

Yes, I have compared the chart with tick-replay enable vs disabled. I have used builtin volume profile & a third-party Volume Profile tool.

With real-time & offline mode, both shows almost similar data which is different with real-time and offline.

My question, why volume profile is different in tick-replay enable vs disabled?

We are recording live data as historical, why is tick-replay different from store historical data?

[NinjaTrader_PatrickG]

After further research, I've discovered that this is a known symptom with TrueData specifically and TrueData has been in contact with our Development Team. We are currently still working with TrueData on a solution for the adapter.

The only solution in the meantime would be to use a different data provider.

[thgamey]

Patrick G,

This is very disappointing and irresponsible by Ninjatrader 8 & Truedata to make your consumer use misleading or demo products for live use.
I never expected this from NinjaTrader 8 especially allowing some defective products and being careless for a long time since now!