ZenFire or NT7 data issue? - futures io
futures io



ZenFire or NT7 data issue?


Discussion in Brokers

Updated
      Top Posters
    1. looks_one NJAMC with 3 posts (0 thanks)
    2. looks_two max-td with 1 posts (1 thanks)
    3. looks_3 Quick Summary with 1 posts (0 thanks)
    4. looks_4 cory with 1 posts (1 thanks)
    1. trending_up 2,617 views
    2. thumb_up 3 thanks given
    3. group 3 followers
    1. forum 6 posts
    2. attach_file 3 attachments




Welcome to futures io: the largest futures trading community on the planet, with well over 125,000 members
  • Genuine reviews from real traders, not fake reviews from stealth vendors
  • Quality education from leading professional traders
  • We are a friendly, helpful, and positive community
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts
  • We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

(If you already have an account, login at the top of the page)

 
Search this Thread
 

ZenFire or NT7 data issue?

(login for full post details)
  #1 (permalink)
 NJAMC 
Atkinson, NH USA
 
Experience: Intermediate
Platform: NinjaTrader 8/TensorFlow
Broker: NinjaTrader Brokerage
Trading: Futures, CL, ES, ZB
 
NJAMC's Avatar
 
Posts: 1,970 since Dec 2010
Thanks: 3,036 given, 2,379 received

Does anyone know what may be causing this issue?

I have a ZenFire demo account connected to NT7. It seems like when I refresh a chart (change bar style, open a new instrument, etc) I get a data shift?

You can see in the first two charts what would be the "Historic" data and then the transition to Real time data there is a discontinuity. Happens on all chart styles as best I can tell. This did not happen when I was connected to TD Ameritrade as a data source (they don't have future data but didn't see it with stocks).

The biggest problem is the 3rd image, it appears in the range chart a trade was executed against data outside the active trading range. I just don't know what to make of the error or how to fix it as it seems like it will make significant differences in my replay/History back-testing. Has anyone seen this before or know what may be causing it? I can confirm the "realtime" range is correct, the historic data looks wrong when compared to other trade data sources.

-njamc

Attached Thumbnails
Click image for larger version

Name:	ZenFire Gap 01.png
Views:	71
Size:	45.8 KB
ID:	36676   Click image for larger version

Name:	ZenFire Gap 03.png
Views:	73
Size:	53.3 KB
ID:	36678   Click image for larger version

Name:	CL - Strange trade outside of range.png
Views:	77
Size:	99.3 KB
ID:	36679  
Visit my futures io Trade Journal Started this thread Reply With Quote

Can you help answer these questions
from other members on futures io?
Time Segmented Volume
NinjaTrader
Help with NinjaScript strategy keyboard event
NinjaTrader
Ninjatrader 8 Indicator - Plotting lines as offset from …
NinjaTrader
Portfolio Management Tool/Software
Psychology and Money Management
Color templates for MT5 40 items
Platforms and Indicators
 
Best Threads (Most Thanked)
in the last 7 days on futures io
Al Brooks Trading Course (www.brookstradingcourse.com)
29 thanks
Fail to Plan - Plan to Fail: What can go wrong?
22 thanks
Losing faith...
21 thanks
Where do you get your financial news & investment ideas?
18 thanks
Holding futures overnight
17 thanks
 
(login for full post details)
  #3 (permalink)
 max-td 
Frankfurt
 
Experience: Intermediate
Platform: NinjaTrader
Trading: FGBL 6E B4
 
max-td's Avatar
 
Posts: 1,754 since Jun 2009
Thanks: 2,309 given, 924 received


hi njamc,

example No3 looks like a time-sync issue.
your PC-clock isnt 100% in sync with the feed.

try to do a PC-clock sync and see if this is the point of pic #3

max-td
Reply With Quote
The following user says Thank You to max-td for this post:
 
(login for full post details)
  #4 (permalink)
 NJAMC 
Atkinson, NH USA
 
Experience: Intermediate
Platform: NinjaTrader 8/TensorFlow
Broker: NinjaTrader Brokerage
Trading: Futures, CL, ES, ZB
 
NJAMC's Avatar
 
Posts: 1,970 since Dec 2010
Thanks: 3,036 given, 2,379 received


max-td View Post
hi njamc,

example No3 looks like a time-sync issue.
your PC-clock isnt 100% in sync with the feed.

try to do a PC-clock sync and see if this is the point of pic #3

I checked the PC clock and it looks synced okay. I have it set for EST, not sure if that matters? It connects to the Microsoft Time Server as well.

The strange thing about that chart, I was watching it Real Time when it executed that trade. This is under simulation, but I can see the trade was about 30 cents lower than the active trading range.

Is there something in NT7 I need to do to sync its time?

Thanks
njamc

Visit my futures io Trade Journal Started this thread Reply With Quote
 
(login for full post details)
  #5 (permalink)
 TempletonPeck 
Germany
 
Experience: Beginner
Platform: NinjaTrader
Broker: Mirus Futures/Zen-Fire
 
TempletonPeck's Avatar
 
Posts: 200 since Feb 2010
Thanks: 1,138 given, 201 received

I guess itīs a rollover issue.

The default Ninjatrader setting for the rollover date for CL 05-11 to 06-11 is 18-04-2011.

If you want to roll earlier you have to enter the rollover date manually in your instrument manager and you also have to calculate the offset. You only have to do this if you want to use backadjusted data.

If you donīt need this you can change the merge setting to "Do not merge" and use the 06-11 contract without changing rollover settings.

See also here:

Reply With Quote
The following user says Thank You to TempletonPeck for this post:
 
(login for full post details)
  #6 (permalink)
 cory 
the coin hunter
virginia
 
Experience: Intermediate
Platform: ninja
Trading: NQ
 
cory's Avatar
 
Posts: 6,061 since Jun 2009
Thanks: 859 given, 7,949 received


NJAMC View Post
Does anyone know what may be causing this issue?

I have a ZenFire demo account connected to NT7. It seems like when I refresh a chart (change bar style, open a new instrument, etc) I get a data shift?

...

-njamc

start with this post

Reply With Quote
The following user says Thank You to cory for this post:
 
(login for full post details)
  #7 (permalink)
 NJAMC 
Atkinson, NH USA
 
Experience: Intermediate
Platform: NinjaTrader 8/TensorFlow
Broker: NinjaTrader Brokerage
Trading: Futures, CL, ES, ZB
 
NJAMC's Avatar
 
Posts: 1,970 since Dec 2010
Thanks: 3,036 given, 2,379 received


TempletonPeck View Post
I guess itīs a rollover issue.

The default Ninjatrader setting for the rollover date for CL 05-11 to 06-11 is 18-04-2011.

If you want to roll earlier you have to enter the rollover date manually in your instrument manager and you also have to calculate the offset. You only have to do this if you want to use backadjusted data.

If you donīt need this you can change the merge setting to "Do not merge" and use the 06-11 contract without changing rollover settings.

See also here:

Thanks, it was the rollover. I changed it back to 05-11 and it works fine...

Visit my futures io Trade Journal Started this thread Reply With Quote


futures io Trading Community Trading Reviews and Vendors Brokers > ZenFire or NT7 data issue?


Last Updated on April 16, 2011


Upcoming Webinars and Events
 

NinjaTrader Indicator Challenge!

Ongoing
     



Copyright © 2021 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada), info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts