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How to fix live tick data discrepancies compared to historical data?


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How to fix live tick data discrepancies compared to historical data?

  #1 (permalink)
 ComradeDoji 
Atlanta, Ga USA
 
Experience: Beginner
Platform: NinjaTrader
Trading: ES
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Lately Ninjatrader's tick charts have been significantly off even with the slow days. So off in fact that trades set up and failed during live trading and once refreshed the tick data setup in such a way that I would have avoided the trade. It's happened the past two days I traded, this friday and last fridayand it's getting to the point that I can't even trust myself or ninjatrader. Anyone with the same issue? Looking for a solution, either to get more accurate tick data with a different data provider or to fix it if it's a localized issue. I did recently switch from Mac(windows 7 vm) to MSI (windows 10) not sure if that would affect anything. I've thought about switching to CQG or Kinetick

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 Jasonnator 
Denver, Colorado United States
 
Experience: Intermediate
Platform: NT8 + Custom
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What data provider are you using? Or are you referring to NinjaTrader's replay data? I'm on paid Kinetick and it has been rock solid.

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 ComradeDoji 
Atlanta, Ga USA
 
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Jasonnator View Post
What data provider are you using? Or are you referring to NinjaTrader's replay data? I'm on paid Kinetick and it has been rock solid.

I'm using Ninjatrader Continuum, their cheap data feed ($15 a month) but I honestly haven't had any issues with it up until recently. Reading how the tick bars are formed I'm wondering if it's an issue with my computer's clock or something. Kinetick sounds good I just don't really want to pay $140 a month until I'm doing this full time.

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 Jasonnator 
Denver, Colorado United States
 
Experience: Intermediate
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Trading: ES
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I tried that as my data service years and wasn't crazy about it. I did some comparisons against IQFeed and I was definitely not seeing as many ticks with Continuum compared to IQFeed.

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ComradeDoji View Post
Lately Ninjatrader's tick charts have been significantly off even with the slow days. So off in fact that trades set up and failed during live trading and once refreshed the tick data setup in such a way that I would have avoided the trade. It's happened the past two days I traded, this friday and last fridayand it's getting to the point that I can't even trust myself or ninjatrader. Anyone with the same issue? Looking for a solution, either to get more accurate tick data with a different data provider or to fix it if it's a localized issue. I did recently switch from Mac(windows 7 vm) to MSI (windows 10) not sure if that would affect anything. I've thought about switching to CQG or Kinetick

Continuum is CQG. If you feel that there is a loss of ticks then this should be investigated. You should reach out to our support team.

https://support.ninjatrader.com/s/

Disclosure: This communication is sent to you by NinjaTrader, LLC, a software development company which owns and supports all proprietary technology relating to and including the NinjaTrader trading platform.
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Last Updated on August 23, 2020


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