Screen shot execution marker plot misplaced?

[Chippy]

I've notice this a number of times....is it because the bars are being painted too fast? I'm using a 2 range chart ES.

[NinjaTrader_Melissa]

Hello,

Thanks for the post.

This is actually due to the bar type you are using. When you use tick-based bars it is possible to have several bars with the same timestamp. NinjaTrader can only plot the trade execution on the first bar with the same timestamp of the execution since the executions are not tied to specific bars, but tied to specific timestamps. This can appear as if the trade execution occurred with an invalid fill price, but in reality the execution did occur on a valid price, just on a later bar with the same timestamp.

You can read more about how execution markers are plotted below;

• https://ninjatrader.com/support/help...BasedIntervals

Please feel free to reach out with any further questions you may have.

[Chippy]

Thanks Melissa. I read your link. Can you clarify a couple points to make sure I understand correctly?

1) Executions only have resolution to the second while the bars themselves have a resolution down to milliseconds?

2) I have continuum and NT is my broker. I've been assuming that all times relative to execution and data are native to continuum so time-syncing my pc clock isn't really relevant?

3) I currently time sync with windows time server daily. If it's necessary to sync with continuum, is there a preferred way to sync time with them? Do they have a time server for that purpose?

[NinjaTrader_Melissa]

Hello,

Thanks for the reply.

Executions still have resolution to the millisecond, what happens with tick-based bars is that even with resolution to the millisecond it is sometimes possible for two bars to have the same time stamp, particularly in a volatile market and with lower intervals. For example, in my screenshot below I have a 5 tick ES chart; you can see that there are multiple repeat bars with timestamps down to the same millisecond:

• https://www.screencast.com/t/VypxA5MdN

For your second point, you are correct, but the executions being plotted on the first bar is not a symptom of an out of sync time clock, it is expected behavior with tick-based bars. The executions are automatically placed on the first bar with their time stamp. For your third point, this would not be necessary and there is no CQG-specific time server available as far as I am aware.

Please let us know if you have any further questions.