Charts changing over time

[Skimmiks]

Today after trading I did not save my layout, closed my client about an hour after market open. I came back at the end of the trading day and wanted to redraw some of the lines, but I noticed my charts were completely different for the same instrument (MES 12-21).

Before:


After:


How is this possible?

[NinjaTrader_JustinD]

Hello Skimmiks,

Thank you for your message.


It looks like your chart readjusted after you reconnected when it downloaded the historical data again and filled in the gaps where your platform wasn't connected and open.

How Bars Are Built - Real-time vs Historical Data

"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 timestamp that is provided from the real-time data source. NinjaTrader then builds bars based on the timestamp 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 timestamp 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 timestamp 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 a plausible scenario."

NinjaTrader 8 Help Guide:
How Bars are Built
Understanding Why a Chart Can Look Different After Reloading Historical Data


Please let me know if you have any additional questions.

[Skimmiks]

Hi Justin, thanks for your quick reply. I understand the reasoning behind most of the differences now, except for the price. For example, take a look at the green arrow marker. In one image, the low of that wick is at 4679, and in the second image it's at 4672. There is also around a 7 point difference in price at the red marker indicator bar. I think the reason is the large green bar (around 7 points, I'm just looking at the images) between 14:12 and 15:28.
Something went wrong there and I don't exactly understand what.

[NinjaTrader_JustinD]

Hello Skimmiks,

Thank you for your response.


Please write into PlatformSupport[AT]NinjaTrader[DOT]Com along with your log and trace files and a link to this forum post. In your response, please also include 'ATTN Justin' in the subject line so it arrives in my inbox.

Follow the steps below to manually attach your log and trace and database files to your response so I may investigate this matter further.

• Open your NinjaTrader folder under Documents.
• Right-click on the 'log' and 'trace' folders and select Send To> Compressed (zipped) Folder.
• Send the 2 compressed folders as attachments to this email.
• Once complete, you can delete these compressed folders.

Thank you in advance for these files. I look forward to assisting you further.

[brucerobinson]

#Skimmiks - seeing this made me chortle. A trip down nightmare lane. if you were to search (I don't suggest you do, nothing helpful to see) you'd find a thread back and forth about a hundred pages long starting with exactly the same and simple observation. I gave up eventually and accepted it rarely happens and when does likely not have consequences so have been able to sleep at night.
Grateful if you were to post the findings, to help ease a troubled mind.
Kind regards,