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6E 03-17 data discrepancy if not TickReplay

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    6E 03-17 data discrepancy if not TickReplay

    Connected to CQG.
    NT8.0.2.0 64-bit

    Attached is a screenshot of two 6E 03-17 1440 Minute charts of 5 Bars each. The only difference between them is that the one on the right has Tick Replay turned on; the one on the left does not.

    Without Tick Replay enabled, the data are wrong.
    Attached Files
    Last edited by tradesmart; 01-01-2017, 06:40 AM.

    #2
    Over the past few days I have seen similar issues myself on quite a few markets

    I too am connected to CQG and am using NT8.0.2.0 64-bit

    Sometimes my tick replay charts have these weird looking bars. Even when I reload the historical data multiple times, these odd bars don't disappear.

    Even after I restart NT I still have these weird looking bars.

    The identical charts with tick replay off don't have these odd looking bars.

    On a couple of occasions, like tradesmart, the charts have had some bars that are completely different to the tick replay off chart..
    Attached Files

    Comment


      #3
      Oddly enough, your charts look correct with TickReplay off, whereas for mine, the opposite is true. I do not want to turn TickReplay on for anything but intraday charts, so my longer term charts will have bad data. If it were not for the obvious discrepancy on Dec 30, I might never have noticed. I'd be surprised if Dec 30 is the only instance.
      Last edited by tradesmart; 01-01-2017, 08:13 AM.

      Comment


        #4
        Clearing the db\cache seems to fix the problem, so I'm adding the following line to my startup.bat file:
        Code:
        DEL "%USERPROFILE%\Documents\NinjaTrader 8\db\cache\*.*" /S /Q > nul

        Comment


          #5
          Thank you for the update on this item, tradesmart.
          Patrick H.NinjaTrader Customer Service

          Comment


            #6
            Hi

            I am having the same issue again but this time on the ES.

            Before I posted on the forum I made sure to delete my db and cache folders but the data is still different.

            My programmer has the same data on his charts - we're both using CQG. I have attached a copy of his charts also.

            My NT7 charts match the NT8 tick replay On charts so it's clear the Nt8 charts with tick replay off are incorrect for some reason

            Please help!
            Attached Files
            Last edited by sberry; 01-10-2017, 04:11 PM.

            Comment


              #7
              Hello sberry,

              Thank you for your response.

              I am not able to recreate this with NinjaTrader Continuum on my end.
              May I ask if we can schedule a support call? If so, please write in to platformsupport[at]ninjatrader[dot]com with 'ATTN: Patrick H' in the subject line and a reference to this thread.

              I look forward to your response.
              Patrick H.NinjaTrader Customer Service

              Comment


                #8
                Hello Patrick

                Has this issue been diagnosed yet because I have the exact same issue as sberry on the daily chart. The chart with tick replay off does not match the 1440 min chart or even the daily chart in NT7 so I assume it is wrong. I have tested this on 4 machines, with different data feeds and all my charts look the same.

                Like sberry, I also have a profile tool and it too draws an incorrect profile on the daily chart with tick replay off. I have 2 other profile tools and they do the same thing so it appears to be a NT8 bug.

                The Value Areas for the profiles match the daily chart with tick replay on (and the 1440 min chart) so the data seems to be right - it's just the way the bars look on the chart that is weird.

                Comment


                  #9
                  Hello fredrey,

                  Thank you for your response.

                  The cause has not been identified. Once I have additional information I will update this thread.
                  Last edited by NinjaTrader_PatrickH; 01-30-2017, 09:04 AM.
                  Patrick H.NinjaTrader Customer Service

                  Comment


                    #10
                    Hello all,

                    Thank you for your patience.

                    Please right click in your charts > select Data Series > enable 'Break at EOD' > OK.

                    This will set the charts to start building the bars at the beginning of the session and end the bars at the end of the session. Otherwise, if we leave 'Break at EOD' set to false (unchecked) then the charts build the bars starting from the first bar on with no regards to Session. This means a minute chart starting earlier than another will not have the same bars.

                    For information on ' Break at EOD' please visit the following link: http://ninjatrader.com/support/helpG...eak_at_eod.htm

                    Please let me know if you have any questions.
                    Patrick H.NinjaTrader Customer Service

                    Comment

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