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TOS and NT tic differences


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  #1 (permalink)
 Futuresnoob 
San Antonio Texas
 
Experience: Intermediate
Platform: Sierra Charts, TOS
Broker: Edge Clear, Rithmic
Trading: ES and Treasury Spreads
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I know that the two get their data from different sources but is there a reasonable conversion for tic intervals? For example a 400 tic charts in TOS being a 600 tic in Ninja to make them comparable.

Jason


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 rleplae 
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Futuresnoob View Post
I know that the two get their data from different sources but is there a reasonable conversion for tic intervals? For example a 400 tic charts in TOS being a 600 tic in Ninja to make them comparable.

Jason

What instrument are you talking about ?
Who is your datavendor ?

Some time ago, CME introduced a concatenation of transmitted data from the exchange (known as MDP 3.0)
(the result of this is less trades, but total volume being the same) , some vendors (like IQfeed do transform
that data back to the normal tick data, resulting in the original more trades)

Is it possible that this is what you are running into ?

You may find a few articles on this topic in google like this one


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  #4 (permalink)
 Futuresnoob 
San Antonio Texas
 
Experience: Intermediate
Platform: Sierra Charts, TOS
Broker: Edge Clear, Rithmic
Trading: ES and Treasury Spreads
Posts: 102 since Nov 2016
Thanks Given: 50
Thanks Received: 55





In looking at the two side by side the candles are close in this 400 tic NQ chart. He may be referring to the way and when the indicator generates a signal. But on the CL in TOS he recommends a 1600 or 2200 tic but the same contract in Ninjatrader he recommends a 10,000 tic chart. Maybe its to get the signals to line up? As TOS fired first and filled 2 points better.


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Last Updated on September 14, 2017


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