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Same Feed on Diff Platforms: Charts Don't Match???
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Same Feed on Diff Platforms: Charts Don't Match???

  #1 (permalink)
Elite Member
Colorado Springs
 
Futures Experience: Intermediate
Platform: Sierra Chart, Ninja Trader
Broker/Data: IQFeed, AMP/CQG
Favorite Futures: EC, ES, TF
 
tdaman's Avatar
 
Posts: 130 since Oct 2010
Thanks: 37 given, 20 received

Same Feed on Diff Platforms: Charts Don't Match???

Same IQFeed Data on 2 different platforms. Shouldn't the charts be identitcal? The left chart is Investor R/T symbol "@EUM11" and the right chart is NT7 symbol "6E 06-11". Note the current price is in sync but the candles are opening/closing differently. Same type of candle stick and period on both charts.

Thanks for any help!

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  #3 (permalink)
Elite Member
Berlin, Europe
 
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
Favorite Futures: Keyboard
 
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tdaman View Post
Same IQFeed Data on 2 different platforms. Shouldn't the charts be identitcal? The left chart is Investor R/T symbol "@EUM11" and the right chart is NT7 symbol "6E 06-11". Note the current price is in sync but the candles are opening/closing differently. Same type of candle stick and period on both charts.

Thanks for any help!

If you want synchronous candles, both programs need

-> exactly the same session start time (not shown on the chart)
-> use both unfiltered ticks or ticks filtered in the same way

What can be seen on your chart. The swing low is back 18 bars on both of your charts, so this matches. From there I would conclude that both charts have collected the same number of ticks during this period.

So I would trace the problem back to different session start times. This would be the times to which the first tick bar (or whatever you used, as it is not shown) were aligned.

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  #4 (permalink)
Elite Member
Colorado Springs
 
Futures Experience: Intermediate
Platform: Sierra Chart, Ninja Trader
Broker/Data: IQFeed, AMP/CQG
Favorite Futures: EC, ES, TF
 
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Posts: 130 since Oct 2010
Thanks: 37 given, 20 received


Fat Tails View Post
If you want synchronous candles, both programs need

-> exactly the same session start time (not shown on the chart)
-> use both unfiltered ticks or ticks filtered in the same way

What can be seen on your chart. The swing low is back 18 bars on both of your charts, so this matches. From there I would conclude that both charts have collected the same number of ticks during this period.

So I would trace the problem back to different session start times. This would be the times to which the first tick bar (or whatever you used, as it is not shown) were aligned.

Thanks for the direction Fat Tails! I seem to be able to get the 5 min chart to match but not any tick charts. Would you have any idea why?

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  #5 (permalink)
Elite Member
Berlin, Europe
 
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
Favorite Futures: Keyboard
 
Fat Tails's Avatar
 
Posts: 9,653 since Mar 2010
Thanks: 4,226 given, 25,602 received
Forum Reputation: Legendary


tdaman View Post
Thanks for the direction Fat Tails! I seem to be able to get the 5 min chart to match but not any tick charts. Would you have any idea why?

Yes, that is what I explained. All 5 minute bars start with the same tick. The tick bars do not start with the same tick, so the lag which is encountered at the session open will be kept until the session end.

What are the session start times of your two platforms, I mean at what time do your first tick bars of the session print?

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