It’s been an interesting day. Long story that is still kind of long… when dealing with bid, ask and tick data there are a couple of kinds of channels in NinjaTrader 7. There are also 3 NinjaTrader data modes: historical; market replay; and live. Live and market replay are supposed to act the same from the point of view of charts and indicators.
But they don’t.
Or not exactly. Not on both channels. One correctly correlates tick, bid and ask data in live mode. The other channel – the one the Acme Volume Impression Pack (AVI) was using with live data in bid/ask mode – has serious race conditions in the bid, ask and tick streams and sooner or later would produce wild buy/sell evaluation results. When on live data, that is. Market replay made consistently correct AVI charts on this same channel. Ugh.
Anyway, several of you who use bid/ask mode have noticed differences when comparing to other platform charts of this ilk with live data. Turns out the above issue was the cause, and because the race conditions were not present during market replay, that made it pretty difficult to isolate. Bottom line is that I believe the situation should be resolved with this version.
I had to make one change in bid/ask mode behavior, though. Previously the AVI painted “0 x 0” for bar levels with historical data and it also was able to build the session ladder and profile. Unfortunately, this is not possible now in bid/ask mode. Doing this would require using both channels I describe above. There really is no reliable way I am aware of to mix the data in both channels across all the modes in a single chart session. So you’ll see some blank charts (assuming you have your bars transparent or nearly so) until the AVI begins receiving live data in bid/ask mode.
If you are an up/downticker, like me, your universe remains the same.
A huge thank-you to everyone who helped triangulate the issue with screen shots and detailed descriptions of what you saw.