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1-minute data is correct, but aggregation to higher seems off When I look at the 1-min interval on the chart, the chart looks fine and exactly the same as my broker charts But when I aggregate the chart to a higher timeframe, for example, 3-min, the chart is not displaying correctly
Time and Sales Trade Aggregation Question - Elite Trader I've see many occasions a day where time and sale aggregation occurs from identical millisecond time stamps and not from others with an identical stamp (see the 04:00 54 9160 time stamp in the picture attached as one of many examples)
IB minute data aggregation - NinjaTrader Support Forum All minute series are based off of the underlying 1 minute series It is not possible to request the 5 or 15 minute data from IB The 1 minute series will always be used Thanks Matthew! General platform technical support for NinjaTrader 7
Level I vs. Level II Market Data - NT Level I market data, also known as top-of-book data, provides an unfiltered, tick-by-tick feed of the last traded price, along with the best bid and best ask prices for a given futures market
ZTA PortfolioAnalyzer: Next-Gen Portfolio Backtesting for NinjaTrader . . . Welcome to our deep dive into PortfolioAnalyzer—the ultimate tool we built to backtest and analyze your NinjaTrader strategy portfolios At Zion Trading Algos, we understand that a single strategy isn’t enough to capture market complexity
How to setup market aggregation at market open in ninja trader 8 * In the general settings panel for TOS charts, there is a spot to select whether you want the start of longer timeframes (such as 1 hr) to start at the market open or to line up with top-of-the-hour clock time This is under the 'Equities' tab, as 'Start aggregations at market open'
SuperDOM price aggregation - NinjaTrader Support Forum No, it is still not possible to aggregate multiple price levels into one on the SuperDOM As a workaround, you could see if the Order Flow Volume Profile, Order Flow Market Depth Map, or Order Flow Volumetric Bars satisfy your needs