Why is my Replay different from Live?

[timmbbo]

Hi there, is there a reason why my Replay chart is different from my Live chart, of the same time period?

I'm replaying a 6500 volume chart. I have the chart from the trading day, formulated with the live data. Then, I download and replay that data, tick-by-tick, and the replay is different from the live data. That is, the overall trends are the same, but there are minor differences. For instance, a doji in the live chart, is a one bar candlestick in the replay chart.

The only factor I can think of is, since I'm starting the replay at a different instance, and I'm replaying by Volume, the Volume starting point is different, and hence the charts are slightly different? If so, then how can I replay tick-by-tick on a volume chart, and have it match the Live chart? Thanks

[NinjaTrader_Jason]

Hello timmbo,

Please note that you can have minor differences in data between different data sources. See the link below under 'Understanding the variables involved in building chart bars'.

http://ninjatrader.com/support/helpGuides/nt7/how_bars_are_built.htm

Discrepancies Between Different Data Feeds
Different data feeds produce different charts, especially when using tick based intervals vs time based intervals. Market data vendors each employ various methods for tick filtering, throttling and time stamping. As a result, no data stream is 100% identical and thus can cause subtle differences in charts. Since NinjaTrader supports many of the leading brokerage and data feed technologies, it is highly likely that two traders using NinjaTrader on different data feeds will have minor differences when plotting the same market and time interval.

In addition, please ensure the charts have the same value for 'Days to load' and the same session template selected in the Data Series menu.