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Weird price spikes in PFGBest feed


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Weird price spikes in PFGBest feed

  #1 (permalink)
RJ3000
New York, NY, USA
 
Posts: 16 since Oct 2010
Thanks Given: 4
Thanks Received: 3

Hi - getting weird spikes in the price feed (see pic), using NT 6.5 and PFGBests's PFGAPI connector, tried reinstalling both, still getting the spikes, PFG says they can't duplicate it, any ideas?

Only happens live, historical data looks ok, just started after starting up NT this Sunday, and it happens on two different computers (one XP, one Win7)...

Thanks
Jay

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  #2 (permalink)
 
Jura's Avatar
 Jura   is a Vendor
 
Posts: 775 since Apr 2010
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I would suggest updating to the latest NinjaTrader version, since you're running 6.5 and 7.0 is out of beta.

NinjaTrader made some updates to the PFGBest feed with these newer versions since 6.5 - perhaps this will solve your problems. For example, according to their changelog ( Release Notes ):

Quoting 
Fixed
4271
PFG adapter
PFG adapter could throw off NT on sending malformed data. There are now are more detailed consistency checks in place.

Fixed
4320
PFG adapter
Updated PFG API to resolve issues on server reset.

Might be worth checking out because these fixed errors could be related to the problem you experience.

Good luck!

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  #3 (permalink)
RJ3000
New York, NY, USA
 
Posts: 16 since Oct 2010
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Thanks for your reply, Jura - I would like to upgrade except that my market replay data from
6.5 (abt 18 mos. worth) is not importable into NT 7...and the problem just started this week,
after that many months of working fine...


Jura View Post
I would suggest updating to the latest NinjaTrader version...


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  #4 (permalink)
 
Jura's Avatar
 Jura   is a Vendor
 
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RJ3000 View Post
Thanks for your reply, Jura - I would like to upgrade except that my market replay data from
6.5 (abt 18 mos. worth) is not importable into NT 7...and the problem just started this week,
after that many months of working fine...

That is indeed weird, because these bugfixes are quite what older. You can't run NT6.5 and NT7.0 at the same time, but they can be installed on the same pc. Would that be somewhat of an solution for you? Perhaps you can then save the new Market Replay data in NT7.0, while still using NT6.5 after hours for replaying and testing.

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  #5 (permalink)
RJ3000
New York, NY, USA
 
Posts: 16 since Oct 2010
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Unfortunately I don't think the PFG adaptor for NT 6.5 can be installed on the same system as the NT 7 one...from NinjaTrader stock, futures and forex charting software and online trading platform. PFG Connection Guide., "You cannot have different PFGBEST.com API clients installed"


Jura View Post
That is indeed weird, because these bugfixes are quite what older. You can't run NT6.5 and NT7.0 at the same time, but they can be installed on the same pc. Would that be somewhat of an solution for you? Perhaps you can then save the new Market Replay data in NT7.0, while still using NT6.5 after hours for replaying and testing.


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  #6 (permalink)
 
lolu's Avatar
 lolu 
Lagos, Nigeria
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Experience: Intermediate
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RJ3000 View Post
Thanks for your reply, Jura - I would like to upgrade except that my market replay data from
6.5 (abt 18 mos. worth) is not importable into NT 7...and the problem just started this week,
after that many months of working fine...

I'm having the same weird experience even on NT7.0.1000.5 as at the time of this post. I never had it last week; can't understand what's happening to their feed.

Lolu

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  #7 (permalink)
RJ3000
New York, NY, USA
 
Posts: 16 since Oct 2010
Thanks Given: 4
Thanks Received: 3

Thanks for the reply Lolu, glad it's not just me. I posted on the Ninjatrader support forum, they verified it,
and it seems to me to be specific to EURUSD, although I only tested GBPJPY as an alternative. I emailed PFGBest and they have not yet responded as of 10pm EST


lolu View Post
I'm having the same weird experience even on NT7.0.1000.5 as at the time of this post. I never had it last week; can't understand what's happening to their feed.

Lolu


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  #8 (permalink)
 
ThatManFromTexas's Avatar
 ThatManFromTexas 
Houston,Tx
 
Experience: Advanced
Platform: NinjaTrader
Broker: Mirus Futures/Zen-Fire
Trading: TF
Posts: 2,265 since Feb 2010
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When I told NT I had this problem a while back they said I was the only customer they had that reported this.

When I posted it on futures.io (formerly BMT) the NT Prez got his feelings hurt and said I had taken their statement out of context and was just bad mouthing them.

So if they admit it's a problem and they haven't blamed it on you yet... count yourself lucky.

Now I'm waiting for NT to flame me over this post.

I'm just a simple man trading a simple plan.

My daddy always said, "Every day above ground is a good day!"
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  #9 (permalink)
 
Big Mike's Avatar
 Big Mike 
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  #10 (permalink)
Trader Y
Windsor, ON, Canada
 
Posts: 58 since Dec 2010
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While I have never used NT, I seem to only hear more and more negative views regarding a variety of issue with it. That sucks about the support. I hate when they act like you are the only one with the issue. Lots of brokers are bad for that too (not all though, thankfully.)

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