Hey everyone, I’ve been running some NT8 strategies and noticed that during high-volatility periods, my backtests just don’t match live performance. Ninja’s built-in feed seems to skip microticks sometimes. Has anyone figured out a solid way to get reliable tick-level stock data for both backtesting and live execution? I’m mainly coding in C#, and need something that fits cleanly with NT’s API.
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In my opinion market replay data is rubbish, but I have not yet used any of the services mentioned in this thread - Playback data / Market replay data
How often are you seeing discrepancies? Last year I did a few months of live trading and would verify the trades in market replay and the majority of days the trades aligned close enough to not concern me much. Yes there were some strange off days occasionally with some strange trades and the occasional trade that would flip P/L. But the overall accuracy was high enough that I have still stuck with NT. But idk maybe the current market conditions are causing more issues.
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