Diferent data loaded between NT7 and NT8

[guillembm]

Hello,

I would like to expose differences between the data loaded using NT7 and NT8 from the same provider.

First, I will explain my settings to migrate NT7 to NT8:

• I use IB as my data provider.
• I have two accounts and I am subscribed to the same market data in both.
• I use one of the accounts to receive data in NT7 and the other in NT8.

I understand that, if the source is the same provider, data should be the same but it's not. As you can see in the attached screenshots data is different. Mostly volume data. It happens with FOREX and securities data.

To see if there was something wrong with the broker account I tried to connect with the same account, first in NT7, and I downloaded data and then I did the same with NT8. In both situations the data displayed is also different.

Is there any setting in NT8 that can cause this situation?

[NinjaTrader_JustinD]

Hello guillembm,

Thank you for your message.


I am not sure why this data looks different between the platforms as they are both coming from the same data provider. Let's try a quick test by removing and redownloading the historical data for both of them using the following steps.

• Disconnect from your Data Provider
• Go to the Control Center > Tools > Historical Data > Edit window
• Right-click on the data listed for this instrument and select 'Remove' (same steps for NinjaTrader 7 and 8)
• Restart NinjaTrader and reconnect to your Data Provider for the data to be redownloaded from their servers.

Does the disparity remain after following the above steps? Please feel free to ask any additional questions as well.

[guillembm]

Hello Justin,

When downloading historical data both match perfectly. I followed your instructions to do a test that I have already done.

The problem comes when comparing real-time data recorded in NT. As you can see in the screenshots I attach, data is different in FOREX and securities.

[NinjaTrader_JustinD]

Hello guillembm,

Thank you for your message.


I am not too sure what could be causing this specifically, but there are a number of reasons live data may look different even from the same data provider. First, please remember that we do not currently have a fully supported version of TWS or IB Gateway for NinjaTrader 7, so we are very limited in the support we can provide for IB connections on NinjaTrader 7. To ensure that you do not experience any unexpected behavior, we recommend upgrading to NinjaTrader 8 only for IB connections.

If your data looks correct after reloading historical data, it indicates that there are differences in how NinjaTrader 7 and 8 either receive, calculates, or timestamps live data which isn't something that we would be able to troubleshoot as it's hard-coded into each platform and different for every data provider. A more detailed analysis of how this can occur is linked below for extra reference.

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


Please let me know if you have any additional questions.

[guillembm]

Hello,

I have been reading the guide and the delays in the time stamp between the two computers I use to do these tests can explain small differences. I already did this test previously comparing real-time data loaded in two NT7 platforms in two different computers. I attach an image of the test. It is clear that the moment when a bar is constructed can lead to small gaps that after a bunch of bars should be compensated resulting to an irrelevant difference.

But when comparing NT7 with NT8 differences are huge, especially regarding to volume data. For me it is clear that there is something wrong in NT8 or something I miss in my settings. To illustrate this I prepared a spreadsheet with some instruments I randomly picked. As you will see the differences between the volume data are vast. I hope that the discrepancies in the prices can be explained with the time stamp delays.

[NinjaTrader_JustinD]

Hello guillembm,

Thank you for your response.


Unfortunately, there aren't really any settings in NinjaTrader itself that will affect this data as it comes onto the platform. Forex does have a lot of fast-changing volume, but we also do not have a supported version of TWS/IB Gateway for NinjaTrader 7 as well, which may be affecting this data. Right-clicking and reloading to use the historical data will most likely be the only solution since the Volume shown is what's being sent from IB both live and historically.

Please let me know if you have any additional questions.

[guillembm]

Yes, your evasive answer makes me think in several questions:

1. What data is correct? The one is displayed in NT7 or in NT8?
2. Reloading data is not a solution. Even after reloading data the real-time data received will be wrong.
3. I am using TWS 981.3i as you specify. Do you mean that data differs depending on the TWS version?
4. Are you telling me that with a different data provider this won't happen?

[NinjaTrader_JustinD]

Hello guillembm,

Thank you for your response.


I can guarantee that the data you are getting on NinjaTrader 8 is correct as TWS 981.3i is the fully supported version for it, but we do not have a supported version of TWS for NinjaTrader 7, meaning we are not able to troubleshoot unexpected behavior like this when connected to IB.

This is just one possible cause of different data, but other pieces include different calculations, timestamps, and syncing behavior that lead to different live data from IB. Overall, we cannot troubleshoot IB connections on NinjaTrader 7, and there are a lot of possible causes that could cause not just IB but other Data Providers to show different numbers as live data streams into both platforms, and they are different for every computer. Unfortunately, I do not have any other solution beyond reloading the Historical Data to have both platforms match.

Please let me know if you have any additional questions.