NexusFi: Find Your Edge


Home Menu

 





Is the Tick data wrong? Or is the order flow chart wrong?


Discussion in NinjaTrader

Updated
    1. trending_up 1,289 views
    2. thumb_up 1 thanks given
    3. group 2 followers
    1. forum 1 posts
    2. attach_file 2 attachments




 
Search this Thread
  #1 (permalink)
 zhanglijie8 
ziboshandong/China
 
Experience: Beginner
Platform: NinjaTrader
Trading: Emini ES
Posts: 1 since Sep 2018
Thanks Given: 10
Thanks Received: 0

About the order flow of gomi’s, is there any error in the tick data?when I refresh chart,the order folw chart data is
different。I'm not sure if the trouble is coming from plug-ins, data, or ninja8


Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
UMA Votes Tonight: Polymarkets $80M Strategy Bitcoin Bat …
Prediction Markets & Event Contracts
Wood Mackenzie Drops $200 Oil Forecast -- Airspace Expir …
Prediction Markets & Event Contracts
Post-Summit Scorecard: $36M in May 15 Bets Settle Near-Z …
Prediction Markets & Event Contracts
Iran Fired a Missile at Israel Last Night. The $8M June …
Prediction Markets & Event Contracts
Sundays Verdict: Lebanon Locked at 99.85% as Iran June 7 …
Prediction Markets & Event Contracts
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
NexusFi site changelog and issues/problem reporting
8 thanks
Darmok and Jalad at Tanagra
1 thanks
  #2 (permalink)
 SpeculatorSeth   is a Vendor
 
Posts: 781 since Apr 2016
Thanks Given: 22
Thanks Received: 1,026

The way these order flow indicators work is by comparing the best bid/ask to the orders coming in to determine if they were buy or sell orders. The level 2 feed and the orders feed are not always completely in sync. Particularly when markets are moving really fast. This can result in a slight discrepancy between what the indicator shows, and what really happened.

This effect is magnified when you're using tick replay. The historical bid/ask don't match up with the historical order timestamps the same as they were when you received them live. When you refresh the chart your live data will get replaced with the historical data, and that's why it appears to change.

In practice these differences are very trivial unless you're trading on second timeframes.


- SpeculatorSeth
Reply With Quote
Thanked by:




Last Updated on August 23, 2021


© 2026 NexusFi®, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Downloads - Top
no new posts