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ZenFire or NT7 data issue?
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ZenFire or NT7 data issue?

  #1 (permalink)
Elite Member
Atkinson, NH USA
 
Futures Experience: Intermediate
Platform: NinjaTrader 8/TensorFlow
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NJAMC's Avatar
 
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ZenFire or NT7 data issue?

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

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ZenFire or NT7 data issue?-zenfire-gap-01.png   ZenFire or NT7 data issue?-zenfire-gap-03.png   ZenFire or NT7 data issue?-cl-strange-trade-outside-range.png  
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  #2 (permalink)
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  #3 (permalink)
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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
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  #4 (permalink)
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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

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  #5 (permalink)
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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:
https://futures.io/platforms-indicators/6093-problem-ninja-7-rollover.html#post70062

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  #6 (permalink)
Market Wizard
virginia
 
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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
https://futures.io/brokers-data-feeds/8005-amp-cqg-ninjatrader-7-a-14.html#post106787

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  #7 (permalink)
Elite Member
Atkinson, NH USA
 
Futures Experience: Intermediate
Platform: NinjaTrader 8/TensorFlow
Broker/Data: NinjaTrader Brokerage
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Posts: 1,925 since Dec 2010
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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:
https://futures.io/platforms-indicators/6093-problem-ninja-7-rollover.html#post70062

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

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