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[Programming Help] - Constant Volume Bars Differ From NinjaTrader/Tradovate

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[2021-07-28 08:04:32] #1 [Go To First Post]
globaljobber - Posts: 3
I have a trial of Sierra at the moment, so have delayed data. I am using 1000 Constant Volume bars in Sierra. I am looking at S&P 500, ES futures contract. I note the bars look slightly different to the bars in both NinjaTrader and Tradovate which I am referencing. Both NT and Tradovate CV bars are identical. What could be the reason for this? Thank you in advance.


Attachment Deleted. CV_Charts.jpg / V - Attached On 2021-07-28 08:03:14 UTC - Size: 306.25 KB - 212 views

[2021-07-28 12:05:43] #2 [Go To First Post]
Sawtooth - Posts: 3976
1. Sierra Chart timestamps the bar at the Open, NinjaTrader at the Close. 2. File >> Data/Trade Service Settings >> Common Setting >> Intraday Data Storage Time Unit should be set to 1 Tick. If you change this, you'll need to go to Edit >> Delete All Data And Download 3. There can be some differences in data quality.

[2021-07-28 14:00:55] #3 [Go To First Post]
globaljobber - Posts: 3
Thank you tomgilb. Does changing the Data Storage Time Unit affect performance at all?

[2021-07-28 14:04:40] #4 [Go To First Post]
Sawtooth - Posts: 3976
Does changing the Data Storage Time Unit affect performance at all? Not that I've noticed

[2021-07-28 14:13:45] #5 [Go To First Post]
globaljobber - Posts: 3
Last question. What do you mean by 'there can be some differences in data quality' Thanks!

[2021-07-28 14:36:06] #6 [Go To First Post]
Sawtooth - Posts: 3976
What do you mean by 'there can be some differences in data quality' Not all data feeds are exactly the same at every tick, especially with volume, bid volume, and ask volume. Date Time Of Last Edit: 2021-07-28 14:36:21

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