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»Forums Index »Product Support »Data and Content Support »Different Data on Tick vs 1min
Author Topic: Different Data on Tick vs 1min (6 messages, Page 1 of 1)

ChainsawDR
-Interested User-
Posts: 12
Joined: Jan 4, 2019


Posted: Aug 18, 2021 07:49 PM          Msg. 1 of 6
Hi,
I use Iqfeed with NinjaTrader 8. I'm seeing material differences between tick and 1 min data, and unsure if I should contact Iqfeed or NinjaTrader (presume Iqfeed as its a data issue).

Please see attached screenshots for VUZI on 1/20/21. On a 1min bar the High reaches $9.69 at 11:47, On tick data the high reaches $10.13. If you look at the 1min chart for 15mins either side, it gets nowhere close to $10. It's clear that for the same time and the same stock, pulling tick and 1min data is telling different stories. Please could you take a look at the data for VUZI to see if there is an issue, and which source of truth is correct?

I am building an algorithm that auto-trades with tick and 1min data, so obviously very nervous about this issue and guarding against future instances. Do you have any advice please on how to guard against repeat issues?

Many thanks

ChainsawDR



File Attached: VUZI minute.png (downloaded 70 times)

ChainsawDR
-Interested User-
Posts: 12
Joined: Jan 4, 2019


Posted: Aug 18, 2021 07:49 PM          Msg. 2 of 6
adding tick screenshot



File Attached: VUZI tick.png (downloaded 69 times)

DTN Todd
-Interested User-
Posts: 69
Joined: Mar 24, 2010


Posted: Aug 18, 2021 08:44 PM          Msg. 3 of 6
Hello ChainsawDR

There are a few things that this could be, I am having our data team look into the data aspect. When we have an answer we will post that information

Thanks
Todd IQfeed Customer Support

DTN_Stephen
-DTN Guru-
Posts: 405
Joined: Aug 22, 2014


Posted: Aug 19, 2021 08:08 AM          Msg. 4 of 6
What time zone are the 11:47 timestamps in you are looking at?

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net

DTN_Stephen
-DTN Guru-
Posts: 405
Joined: Aug 22, 2014


Posted: Aug 19, 2021 02:13 PM          Msg. 5 of 6
After review of the data, unfortunately the tick data in question exceeds our 180 calendar days of tick data that we store.

Additionally You are looking at a 100 tick chart in Ninja Trader; which we believe does not use our tick interval bars. We believe that the data you are displaying has been manipulated inside of Ninja Trader by their chart and not our actual data.

That being said if you can find a more recent example within our 180 days calendar days tick data window we will be happy to explore it.

I would also consider contacting Ninja Trader Support directly to investigate how the 100 tick chart is building it's data or what they underlying data actually is.

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net

ChainsawDR
-Interested User-
Posts: 12
Joined: Jan 4, 2019


Posted: Aug 20, 2021 03:23 AM          Msg. 6 of 6
Thank you both. I was able to recreate the issue for another stock at a later time, and clicking 'reload historical data' updated the tick data. Stephen your comment on timezone is likely an apt one. I'm on pacific time and at one point I changed it to Eastern time. I suspect the data I'm looking at may have an issue because of this. I will purge and reload. Thanks for your help with this.
 

 

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