$TICK on NT8 has significant discrepancy versus TradingView

[ganesaraja12]

Hi, I have a live $TICK index on NT8 as I am trying to code an indicator that displays $TICK based signals.
I note that $TICK on NT8 is showing very different values from Tradingview's live feed. I am receiving $TICK from NT8's own Ninjatrader Continuum feed, while Tradingview says that their source is from NYSE.

I heard there may be differences with Kinetick End-of-Day but why is there a difference in the Live Feed?

Please see the attached image, and my uploaded youtube video. Is there a reason for this discrepancy with Ninja's provider?

Please see that the 5 minute candles are closing at different prices, and that the prices at the same instant are both different, sometimes by up to 200 points. This is a MAJOR, MAJOR flaw in NT8 and it needs to be rectified ASAP. It produces false signals in my indicator compared to the workable signals I can use in Tradingview. As a Lifetime license holder, I expected better.

Major Discrepancy in TICK for Ninjatrader vs Tradingview - YouTube

[NinjaTrader_JustinD]

Hello ganesaraja12,

Thank you for your message.


With Index instruments, every Data Provider will calculate and display this type of Data very differently which is very likely to lead to differences in Charts like you are seeing. We do not expect this type of instrument to appear the same as other Data Provider's, and this will be true for all instruments at there are many other variables such as latency and rendering time that may often lead to minor differences between multiple Data Providers and users as bars are built in real-time on your charts.

You may read a full overview of how charts are built in real-time here in our NinjaTrader 8 Help Guide - Charting > How Bars Are Built

• "Different data feeds produce different charts, especially when using tick-based intervals vs time-based intervals. 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."

Please let me know if you have any additional questions.

[ganesaraja12]

Justin I cannot say that I am satisfied with this answer in the least. My issue is not with the NT8 platform itself, but rather with Ninjatrader Continuum and the market data provider that Ninjatrader use. As such, I consider this to be Ninjatrader's responsibility.

The differences here are not subtle. This is not a difference of a few ticks here and there. The differences amount to discrepancies of 200-300 points in the Market Internals index, and I suspect that Ninjatrader are fobbing off paying customers by providing them with a faulty feed.

Can you point me to an alternative data service that is compatible with Ninjatrader for TICK data?

[NinjaTrader_JustinD]

Hello ganesaraja12,

For additional data options to receive ^TICK data, please write into [email protected]. Also, please keep in mind that NinjaTrader Continuum uses CQG connection technologies to provide real-time data in the platform which is used across multiple brokers and applications.

Please let me know if you have any additional questions.

[Roman_786]

This is a problem we are waiting to be solved for more than 2 years. This is a very important tool for trading ES. And many traders looking for. Why is it not correct?

[NinjaTrader_JustinD]

Hello Roman_786,

Thank you for your message.


As mentioned, this data is being sent to NinjaTrader from CQG's servers through the NinjaTrader Continuum connection. It is not generated within NinjaTrader 8 itself. Both the Tradingview and CQG Data Feeds are using NYSE Tick data for this instrument, but we would not expect them to match as each data provider will calculate these instruments differently from one another.

Please let me know if you have any additional questions.