NexusFi: Find Your Edge


Home Menu

 





NinjaTrader real time chart differs historical


Discussion in NinjaTrader

Updated
      Top Posters
    1. looks_one davidfa with 10 posts (10 thanks)
    2. looks_two Botts with 4 posts (9 thanks)
    3. looks_3 xplorer with 2 posts (4 thanks)
    4. looks_4 gomi with 2 posts (6 thanks)
      Best Posters
    1. looks_one DavidHP with 5 thanks per post
    2. looks_two gomi with 3 thanks per post
    3. looks_3 Botts with 2.3 thanks per post
    4. looks_4 davidfa with 1 thanks per post
    1. trending_up 5,673 views
    2. thumb_up 49 thanks given
    3. group 8 followers
    1. forum 25 posts
    2. attach_file 19 attachments




 
Search this Thread

NinjaTrader real time chart differs historical

  #21 (permalink)
 
davidfa's Avatar
 davidfa 
Barcelona / Spain
 
Experience: Intermediate
Platform: NT
Broker: ZenFire
Trading: CL
Posts: 118 since Feb 2010
Thanks Given: 366
Thanks Received: 148


gomi View Post
I was never really satisfied with how the NTP loop processing works.

The way they manage to get high precision is to use very very long time interval pollings to regulate a loop.
...

So now using D4...

I am sorry Gomi to be ignorant on this, could you expand a little bit?

Thx

Visit my NexusFi Trade Journal Started this thread Reply With Quote
Thanked by:

Can you help answer these questions
from other members on NexusFi?
ZombieSqueeze
Platforms and Indicators
REcommedations for programming help
Sierra Chart
MC PL editor upgrade
MultiCharts
Trade idea based off three indicators.
Traders Hideout
Better Renko Gaps
The Elite Circle
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Spoo-nalysis ES e-mini futures S&P 500
48 thanks
Just another trading journal: PA, Wyckoff & Trends
32 thanks
Bigger Wins or Fewer Losses?
24 thanks
Tao te Trade: way of the WLD
24 thanks
GFIs1 1 DAX trade per day journal
22 thanks
  #22 (permalink)
 
davidfa's Avatar
 davidfa 
Barcelona / Spain
 
Experience: Intermediate
Platform: NT
Broker: ZenFire
Trading: CL
Posts: 118 since Feb 2010
Thanks Given: 366
Thanks Received: 148


TopGunNote View Post
@davidfa

I agree 100% with @DavidHP

...
Good luck,

Thank you guys.


The fact is that NT Platform support was investigating this.
On the phone and through TeamViewer, they could see my charts. They told me that even on their side, they had still TWO different 10 seconds chart: one from the same data feed as mine CQG and their second was getting data from Kinetick.
Ended the conversation recognizing me there was a clear problem and had to be investigated and that they would keep me updated.
We strongly agreed that those 3 charts,obviously, should look the same (all 10 seconds chart: 1 from me, and 2 from their tests).

Some days later they 'close' the ticket:
Thanks for your patience and information provided.
We were able to determine and verify with the data source that for a brief time data was coming in delayed.
We have verified the NinjaTrader platform was working as expected.
I have continued to monitor the data and have not seen this occur again at this time. However, the data source is evaluating and working to prevent such delays from occurring going forward.


I feel disappointed, expect more.

Somehow I reopened it today and call again for help and ideas to resolve or workaround it.
Perhaps it is not the same problem but; with latest NT 7.0.1000.40 and NT 8.0.18.1
I just did not receive data for nearly 50 seconds.

Same behaviour on 2 NT versions.
I realize did not get data for this time period. Last bar 11:32:50 to next bar 11:33:40, US EST Time
What is the problem? Is it only my end in this case?
It's nearly 50 seconds of NO DATA!
On Nt8 If I try reloading historical still shows same chart as Nt7.
What can it be?

Tried closing connection and reconnecting and it is showing the same gap in the middle of the session.
(sorry for the cluttered indys on it. Gap issue remains clear enough)
Showing 1 minute and 10 seconds for detail.



Thank you

Visit my NexusFi Trade Journal Started this thread Reply With Quote
Thanked by:
  #23 (permalink)
 
davidfa's Avatar
 davidfa 
Barcelona / Spain
 
Experience: Intermediate
Platform: NT
Broker: ZenFire
Trading: CL
Posts: 118 since Feb 2010
Thanks Given: 366
Thanks Received: 148


Loaded same 10 seconds chart on NT8 with Interactive Brokers data feed and gap problem shows the same.

To realise the 50 seconds of data missing, mind that each minute has 6 10seconds bars, but from bottom you can see there are 5 missing bars between 11:32:50 and 11:33:40, US EST Time


Visit my NexusFi Trade Journal Started this thread Reply With Quote
  #24 (permalink)
 
Botts's Avatar
 Botts 
Penetanguishene, Ontario, Canada
 
Experience: None
Platform: NinjaTrader-8
Broker: NinjaTrader Brokerage, Continuum
Trading: ZB, MES, NQ, YM
Posts: 924 since Jun 2011
Thanks Given: 4,019
Thanks Received: 3,605


davidfa View Post
Loaded same 10 seconds chart on NT8 with Interactive Brokers data feed and gap problem shows the same.

To realise the 50 seconds of data missing, mind that each minute has 6 10seconds bars, but from bottom you can see there are 5 missing bars between 11:32:50 and 11:33:40, US EST Time


I was at my desk at 11:30 ET today and heard the "Connection Lost" warning.
@davidfa (I am using Continuum data feed from NinjaTrader Brokerage)

So I can confirm I also have a Gap in the NQ Data on both of these charts today. (a 1 minute and a 3 Better Renko)

It's a rare occurrence, but it does happen sometimes.

I wouldn't be too hasty to blame it on NT-8, there are a lot of things it "could be" out of NinjaTrader's control.

Just sayin....


R.I.P. John Bottomley (Botts), 1956-2022.
Please visit this thread for more information.
Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote
Thanked by:
  #25 (permalink)
 gomi 
Paris
Market Wizard
 
Experience: None
Platform: NinjaTrader
Posts: 1,270 since Oct 2009
Thanks Given: 282
Thanks Received: 4,505


davidfa View Post
I am sorry Gomi to be ignorant on this, could you expand a little bit?

Thx

The idea behind NTP is to poll on a longer and longer interval a reference server, to be able to measure accurately small differences. If your clock only drifts from a couple nanoseconds per minutes, you need a longtime interval to be able to measure this difference. This is why you need to use long time intervals. Problem is that this only works well if time drift is constant, which is the case of a dedicated tile server in a temperature controlled room, but not really the case of a user PC

I did a lot of fun GPS/NTP experiments using info from this guy's site : https://satsignal.eu/ntp/Sure-GPS.htm

Maybe a good simple NTP server would be a raspberry pi with GPS/PPS like they mention on the site

Reply With Quote
Thanked by:
  #26 (permalink)
 
davidfa's Avatar
 davidfa 
Barcelona / Spain
 
Experience: Intermediate
Platform: NT
Broker: ZenFire
Trading: CL
Posts: 118 since Feb 2010
Thanks Given: 366
Thanks Received: 148


TopGunNote View Post
I was at my desk at 11:30 ET today and heard the "Connection Lost" warning.

So I can confirm I also have a Gap in the NQ Data on both of these charts today. (a 1 minute and a 3 Better Renko)

It's a rare occurrence, but it does happen sometimes.

I wouldn't be too hasty to blame it on NT-8, there are a lot of things it "could be" out of NinjaTrader's control.

Just sayin....

Thank you!
I understand by now that the problem comes from the data feed provider, and that there are other things-in-betweeen.
Please, which data feed provider did you use on your chart provided?

Thanks also to Harry that provided me a picture of the Kinetick data feed chart for comparison, it has no gaps and shows the bars that differ.

Visit my NexusFi Trade Journal Started this thread Reply With Quote
Thanked by:




Last Updated on July 2, 2019


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
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.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts