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Tick Chart Issue

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    Tick Chart Issue

    Hello, I have a quick question. I noticed that my 2584 tick chart was different after I switched to a higher time frame to look at trends. Once I switched back to the 2584, I noticed that a lot of bars were different. Example - 7 red bars in a row originally, after I switched to the higher and back to the 2584, there were 2 green bars in between the red bars. I take a lot of screen shots when I trade to study. Has anyone else had an issue with this? I probably had the 2584 chart running since early premarket today and switched during the afternoon. Do you need to close and load a new chart once the normal market has opened, or periodically close and open your charts? I'm a price action trader so there were a few bars that I would have taken a trade on that I missed out on. This also applies to my SMA/EMA line placement as well. Thanks!

    #2
    Hello Ty801,

    Thank you for your post.

    As ticks come into NinjaTrader in real-time, they are time stamped based on your local PC time if they do not already have an associated time stamp that is provided from the real-time data source. NinjaTrader then builds bars based on the time stamp of the incoming tick and displays these bars in your chart in real-time.

    Let's say you have a tick (tick "A") with a time stamp of 10:31:00 AM which gets packaged into the 10:32:00 AM bar and happens to be the high of that bar. An hour later, you reload historical data from your historical data provider into NinjaTrader. This process will overwrite the existing data. The 10:32:00 AM bar now looks different since the high made by TICK "A" is now part of the prior bar, 10:31:00 AM. How is this possible?

    •Your PC clock could have been off so the time stamp is delayed
    •Your internet may have been lagging so the tick came in slightly delayed and therefore the time stamp is delayed
    •Due to standard latency, even 50ms delay (which is normal) could be the difference between a 10:30:59 and 10:31:00 time stamp
    •There is no way of knowing how the historical data provider packages their bars

    The only way to ensure that data always looks the same is if every connectivity provider sent ticks with time stamps AND that all vendors synchronized on time stamps. Unfortunately, this is just not a reality nor plausible scenario.

    This and more information about how bars are built may be found at the link below;

    https://ninjatrader.com/support/help..._are_built.htm

    Please let us know if we may assist you any further.
    Zachary S.NinjaTrader Customer Service

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