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Issue with MBTrading historical data

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    Issue with MBTrading historical data

    Hi,
    I have a paid ninjatrader license to trade with MBTrading. There seems to be a problem with the chart's data.
    I'm using The Ninjatrader 7 RC1 release.
    Does Ninjatrader get tick data from MBTrading?

    #2
    Hello poindexter,

    Thank you for your post.

    You should get Historical Tick, Minute and Daily data when connected to MB Trading.

    Click here to view more information about Historical Data and NT V7

    What exactly is the issue you are experiencing? Are you not getting any historical tick data? For what instruments are you experiencing this issue? Do you get real-time or historical minute data for the same instruments?

    Do you get any error messages on the Log tab of the Control Center?

    What version of MB Trading are you using?
    MatthewNinjaTrader Product Management

    Comment


      #3
      I'm using navigator version 11.5.0.5
      The instrument is 6E

      Attached are two charts of 6E with 6 range bars: "6E 12-10 11_22_2010 (6 Range)zen fire" is with Zen-Fire demo feed and "6E 12-10 (6 Range) 22_11_2010mbtrading" is with the live MBTrading feed.
      Attached Files

      Comment


        #4
        poindexter,

        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.


        Please let me know if you have additional questions.
        MatthewNinjaTrader Product Management

        Comment


          #5
          But the differences are substantial! I can't trade futures if the data is incorrect!

          6E trader in a range between 1.3620 - 1.3590 between 17:45 to 18:05 in zen fire
          6E trader in a range between 1.3670 - 1.3590 between 17:45 to 18:05 in MBTrading

          There is a 50 pip difference between the two feeds. This is $625 difference for one contract.

          I can't accept it as a change in the feed. The data is incorrect.

          Comment


            #6
            poindexter,

            NinjaTrader will display only the information it is provided with. If you feel that your data is inaccurate, you'll want to follow up with the party that provides that data.
            KyleNinjaTrader Customer Service

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              #7
              Originally posted by NinjaTrader_Kyle View Post
              poindexter,

              NinjaTrader will display only the information it is provided with. If you feel that your data is inaccurate, you'll want to follow up with the party that provides that data.
              Personally, I would try a 1 and 3 minute chart comparison first.. and also check at the exchange to see the official values!
              Last edited by MarkT; 11-22-2010, 12:27 PM.

              Comment


                #8
                The 1 minute and 3 minutes charts look fine.
                Tick, volume and range charts all have multiple price spikes at 1.3670.
                I contacted the broker to fix this problem.

                Comment

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