Each trader sees real-time bar charts that are unique to them

This is true, although I can name at least one data source not giving a time stamp.

 

LOL Thanks for laugh ET

thanks for laugh OP with your "problem"

After reading ET I truly believe 99% fail

 

Hey, it's your money...

 

I tested a lot of data sources to get "reliable" data. There are too many discrepancies. Seems to me the best approach is to get them from the source I am trading. It is not without its quirks too.

 

Thanks, jprad

I use NinjaTrader. Here's what NT says about data feeds...
As ticks come into NinjaTrader in real-time, they are time stamped based on your local PC time if they do not already have an associated time stamp that is provided from the real-time data source. The majority of our supported brokerage feeds DO NOT time stamp ticks where most of our supported market data vendor feeds do provide time stamped ticks. NinjaTrader then builds bars based on the time stamp of the incoming tick and displays these bars in your chart in real-time.... The only way to ensure that data always looks the same is if every connectivity provider sent ticks with time stamps AND that all vendors synchronized on time stamps. Unfortunately, this is just not a reality nor plausible.

 

That is the reason to not use "free" apps.

 

you also have to decide if you are going to start your bars on the hour or at the open and what open?

 

I don't exactly get what you mean?

GLOBEX reports the trades and then they show up on your cpu.

For example I didn't turn my charts on till 3:00, but it backfills all the ticks until the current tick on the current bar.

Just because you turn your cpu on in the middle of a bar doesn't mean it will start from 1 - it will start from whichever tick it is on

 

DTN IQ is supposed to have the highest resolution microsecond tick by tick data. It is also pretty damn expensive from my point of view at least so you do what you can I suppose.

 

Thanks for the laughs