I experience this weird issue with Rithmic data where occasionally the data on the chart will be lagging behind the actual market data; or at least that is my diagnosis.
You can see in my image, my market order got filled at a price the chart is indicating hasn't even been reached yet. The active renko bar is a good distance above the sell order.
This happens more often then I'd like frankly.
Can anyone provide any insight on how to mitigate these occurrences?
NinjaTrader_ChelseaB - Hi. Just tagging you since you appear to be most knowledgeable on the subject when I look around the forum. Curious if you've seen this behavior before and your thoughts. Thanks!
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