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filtering out-of-sequence trades
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filtering out-of-sequence trades
Between 800-815 EST, some of the candles on my charts have very large high & low ranges. This appears to be caused by out of sequence trades coming into the exchanges before the market open at 930EST. Is there a way for the chart to filter out this erroneous data? (My data provider is IQFeed)
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Hello tecmisc1,
Thank you for your note.
Within NinjaTrader 8 you are able to filter out incoming ticks from real-time data using the 'Filter bad ticks' option under the Control Center > Tools > Options > Market Data.
Then enable the 'Filter bad ticks' and then you may set the % off market you wish to filter out.
Below I have included a link on this option for your reference from our NinjaTrader 8 Help Guide:Spencer F.NinjaTrader Customer Service
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