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Rithmic Historical Data

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    Rithmic Historical Data

    Hello
    I am using Ninjatrader on the Rithmic platform through another brokerage.
    My historical data is not aligning to the futures settlement data in terms of the volumes.
    I do not leave my PC running through the night and switch on only to trade, does this impact the volumes , as when I redownload historical data nothing changes.
    Is the historical data supplied by Ninjatrader servers available to Ninjatrader users who are not with Ninjatrader brokerage.
    I also tried changing the preferred Historical data to rithmic and it still didnt update.

    #2
    Did you clear the db/cache folder?

    Comment


      #3

      Hello Eagle,

      Thank you for your post.

      Please delete your historical data using the instructions provided at the following page of the NinjaTrader Help Guide:

      Removing Historical Data
      • Once the data has been deleted close NinjaTrader. Open the Documents\NinjaTrader 8\db\cache folder. Select all files then right mouse click and select “delete.”
      • Open NinjaTrader and connect to your data provider. Open a new chart.

      Please let me know if this resolves this item.
      Marco G.NinjaTrader Customer Service

      Comment


        #4
        Hi I did that. Doesnt seem to work. can you please advise what I should put under options for historical data should it be Rithmic or None as a preferred provider.
        I understood Rithmic does provide historical data , is this still correct regardless of the broker I am with.

        Comment


          #5
          Hello Eagle,

          Thanks for the reply.

          Setting Rithmic as your preferred historical data provider shouldn't affect anything if you are already using Rithmic as your only provider.

          Can you please clarify which values you are seeing compared to the values you expect to see? You mentioned that you are looking at Futures settlement data, can you please send us a screenshot of where you are seeing these values?

          To send a screenshot with Windows 7 or newer I would recommend using the Windows Snipping Tool.

          Click here for instructions

          Alternatively to send a screenshot press Alt + PRINT SCREEN to take a screenshot of the selected window. Then go to Start--> Accessories--> Paint, and press CTRL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment.

          Click here for detailed instruction

          We look forward to resolving your inquiry.
          Melissa J.NinjaTrader Customer Service

          Comment


            #6
            Click image for larger version

Name:	Screenshot 2021-06-12 121230.png
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            Attached Files

            Comment


              #7
              The globex volume for Friday was 187650. I am only getting 105k. So something is not downloading it properly

              Comment


                #8
                Hello,

                Thanks for your reply.

                Different data feeds produce different charts, especially when using tick based intervals vs time based intervals- Volume bars are based on ticks. Market data vendors each employ various methods for tick filtering, throttling and time stamping. As a result, no data stream is 100% identical and thus can cause subtle differences in charts. Since NinjaTrader supports many of the leading brokerage and data feed technologies, it is highly likely that two traders using NinjaTrader on different data feeds will have minor differences when plotting the same market and time interval.

                Different session templates as well as the date range of data being plotted can affect the chart display and indicator values.

                More information can be found below in our Help Guide article regarding this topic:

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

                Please let me know if I may be of any further assistance.
                Marco G.NinjaTrader Customer Service

                Comment


                  #9
                  Thanks Marco, these are volume charts not tick charts. Its using the full session, not the RTH.

                  Comment


                    #10
                    Hello Eagle,
                    Thank you for the reply.

                    As Marco mentioned, Volume charts are fundamentally based on Tick Data.

                    For your previously provided screenshots, what instrument specifically are you looking at? As well, what is the Interval that is selected for the chart?
                    • I would like to recreate the chart within my platform and need these details to compare.
                    • Without revealing any personal information, are you able to provide the Broker, System, and Gateway you are using to connect?
                      • For example: Topstep Trader, Rithmic Paper Trading, Chicago
                    *For future screenshots, it is recommended to take a screenshot of the entire Chart Windows as this would provide the Instrument, Expiry, Interval, Times, and Price information to compare to.
                    Clayton G.NinjaTrader Customer Service

                    Comment


                      #11
                      Hello it is a 1000 Volume bar for NG 07-21 with EdgeClear broker on live Rithmic 01 Chicago, aggregate data off, and using the plug in mode.

                      Comment


                        #12
                        Hello Eagle,
                        Thank you for the reply.

                        When I tested the same connection and instrument within my platform, my charts showed the same values as your charts.

                        When connecting to a Rithmic based connection for Market data, the historical data has price adjusted for settlement but not volume which would explain any volume discrepancy that does not match the settlement data on the CMEGroup.
                        Clayton G.NinjaTrader Customer Service

                        Comment

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