View Full Version : Tick charts different to Tradestation
06-13-2007, 12:10 PM
Hi, I just started using Ninjatrader 6 and see that my 150tick charts do not look the same as my tradestation 150T charts. I know that my TS charts are set to 24hrs but I do not know how to check/change the Ninja charts.
I would be grateful if anyone could let me know how to do this please or why they may be different.
PS I'm using zenfire with a simulated account
06-13-2007, 12:25 PM
You can check Chart Properties session begin/end time. Just double click in the chart area.
Also, you can expect tick charts to look different between different data sources. Explanation can be found here -
06-13-2007, 12:26 PM
Thank you for your post.
Different data feeds produce different charts especially when using tick based intervals vs time based intervals. Market data vendors each employ various methods for tick filtering, throttling and time stamping. As a result, no data stream is 100% identical and thus can cause subtle differences in charts. Since NinjaTrader supports many of the leading brokerage and data feed technologies, its guaranteed that two traders using NinjaTrader on different data feeds will have minor differences when plotting the same market and time interval.
More information can be found here:
06-13-2007, 12:47 PM
Thanks Ray & Ryan for your replies.
Another thing I notice is that the Time & sales are different. I see the same quantities on both but often some trades are at the bid on one platform but at the ask on the other. Is this the same concept re tick filtering etc. If so can the time & sales really be trusted? ( I always thought the time & sales data was exact and definitive)
06-13-2007, 01:02 PM
Trades occuring at the bid/ask are not reported by most if not all exchanges. Therefore, this needs to be determined at the server or client side. With NT/Zen its determined at the client side.
Markets move in milliseconds. Its possible that TS may mark a trade going off at the bid and NT/Zen at the ask due to these differences.