Chart's highest is different to dome highest

[MrBaffalo]

Hi Guys,

today I had highest @92 on daxfuture, superdome plots right that value, but all charts (minutes and ticks) show 90.5. All charts are setted up with "update interval"at zero.

Any suggestions?

Thanks in advance

Marce

[NinjaTrader_Ray]

Are your charts 24 hour charts? If not, try changing session times to reflect that.

Ray

[MrBaffalo]

Eurex is not opened 24/24, I tried to change values, but nothing happens....

Checked again, dome shows highest differently to charts, either minutes, ticks or daily.

Marce

[NinjaTrader_Ray]

The Chart will show the highest value based on the data displayed in the chart. If you set to 24 hours, then all possible data will be shown. The DOM will show the highest value based on what is reported to NT from the market data vendor/broker. Two separate sources for calculations.

Ray

[MrBaffalo]

Nothing changes,

If I setup 24 hours chart, highest is still what is shown on regular session chart, either dome shows a different value, I'm using IB as feed, but the same occours using pats.

I had a confirmation that highest is @92, same as dome, so chart is wrong.

Help!!!

Marce

[NinjaTrader_Ray]

I just connected to IB, IB reporting HOD @ 6998 and my chart also reporting @ 6998 using the CurrentDayOHL() indicator. You can also see visually on the chart the highest bar.

What is the highest value of price of a bar on your chart? This is FDAX 03-07.

Ray

[MrBaffalo]

right, IB chart shows the same price as NT chart, NT dome and market (data from eurexchange) are aligned, but different from charts.

I'm talking about fdax 0307 (right), the spike bar in object is the 2.11 PM (GMT), highest is 90.5 while market and dome showed (right) 92.

Let me know if you can reproduce this

Thanks

Marce

[NinjaTrader_Ray]

I can not reproduce, works here as expected. Post an image of an NT chart of FDAX 03-07 with NT Control Center with FDAX 03-07 data showing.

Thanks

[MrBaffalo]

Ok, now we had new high, so I went to 14.11 PM (GMT), 15.11 in italy, attached you can see an image showing the highest @ 90.5 on the chart while dome was @92, and 92 is the right value.
p.s. it's a 55 ticks chart
Marce

[NinjaTrader_Ray]

We must be not talking about the same thing.

On my chart from IB data, the high at 9:12 AM ET bar (1 min chart) was @90.50. Prior to that time, there was no high of 92. A high of 92 was notmadeuntil 10:15 AM ET.

Am I understanding you correclty?

[MrBaffalo]

Yes right, it was the daily highest.

[NinjaTrader_Ray]

So we agree that at 9:12 AM ET, the high reported in the chart of 90.50, was the high of the day, and in the DOM and IB, they reported the high at being 90.50?

Ifyes, then I don't understand what your issue is.

Ray

[MrBaffalo]

NT charts showed 90.5, ib chart showed 90.5 (from IB tws), NT dome showed 92 and 92 is the correct price.

[NinjaTrader_Ray]

What time was the high of 92 made?

Actually, it really does not matter. Chart data comes from IB, so the chart high of 90.5 was IB data generated. The high of 92 in the DOM also comes from IB. Therefore, we display the data they give us, if it is incorrect, its because the data they sent is incorrect. They are two different data sources from IB. Chart data built from historical data API request, high on DOM reported through level 1 market data API request. Either way, both numbers came from them.

Ray

[MrBaffalo]

I imaged, the same situation occoured using PATS.

So to understand the feed structure from IB and PATS:

1) I know IB doesn't send a "true tbt" data, but a .2 sec ticks, pats do the same?

2) if yes, what's is the tick interval update from pats?



thanks for your time

regards

Marce

[NinjaTrader_Ray]

1) IB sendssnap shot data, used to be every 7/10 of a second. This could have changed to be more frequent.

2) Pats data feed is throttled but I don't know the algorithm they use for throttling. You will get a lot more ticks from Pats than IB.

3) TT offers their FCM customers the option to throttle and the FCM can set this to zero (no throttle) or to update based on X milliseconds. Some FCM's leave it unthrottled (tick by tick) others may throttle it down to every 100 ms.

4) Zen-Fire offersunthrottled (unfiltered) tick by tick data

[MrBaffalo]

Thanks :)