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Tick charts TOS vs. Ninjatrader


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Tick charts TOS vs. Ninjatrader

  #11 (permalink)
Coulisnosaj
Gardena
 
Posts: 1 since Sep 2015
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Using 512tk and I think TOS is bundling the ticks. I see many more candles with NT than TOS. Time of sales match so one can only assume it's bundled ticks by TD/TOS.



gvdl1 View Post
I've been using TOS for sometime but wanted to look at volume at the bid/ask so I'm trying Ninjatrader. I have TOS tick charts at 133 ticks with Better Volume and they seem to work well but volume is pretty consistent.
When I load the same 133 tick chart in Ninjatrader it's not even close. To get close I have to use a 40 tick chart and the volume bars are comparable but Ninjatrader has some bars that go much higher. I think the Ninjatrader volume is more accurate but I'm really not sure. The better volume bars also do not line up between the two so I don't know which might be right.
Anyone with any insight regarding this.

And I'm using Interactive Brokers for my data feed.


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  #12 (permalink)
Evergreenrhys47
Chicago IL/usa
 
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Did anyone ever figure out how to replicate Tick based charts from TOS (specifically 512) on Ninja Trader? Would be great if someone did. Please let me know if you know if you have figured how to replicate the TOS tick charts on Ninja Trader.

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