Quick answer
Time bars group activity by interval; Last-price tick bars count trade events; volume bars accumulate traded quantity. Their completion times need not match. A tick-count setting is not a price-movement setting.
The same number means different things for each bar type
This comparison uses Last-price futures data. A trade-count tick is different from the minimum price increment used for an instrument's tick size.
For example, five reported trades of two contracts each contribute five ticks and ten contracts of volume. That is a counting example, not a recorded market test.
| Bar type | Example value | What it groups |
|---|---|---|
| Minute | 5 | Activity within a five-minute interval. |
| Tick | 500 | 500 incoming trade events; the next tick starts another bar. |
| Volume | 10,000 | 10,000 contracts of traded quantity. |
The time label and the closing event are separate
NinjaTrader labels a bar with its closing time. A one-minute bar stamped 9:31 contains the interval from 9:30:00 through 9:30:59. Reading that label as the opening time shifts your comparison by one bar.
In NinjaTrader's event-driven framework, the tick opening the next bar signals the prior bar's closure. Reaching a clock boundary does not itself supply that incoming event. During a quiet interval, a bar-close script can therefore wait for new data even after the displayed time interval has elapsed.
Break at EOD can finish a bar before its target
With Break at EOD enabled, NinjaTrader starts fresh bars at the trading-session boundary. The last Tick or Volume bar of a session can be incomplete. A short final bar is not, by itself, evidence of missing trades.
Disabling Break at EOD allows an unfinished bar to continue until its construction requirement is met. Two otherwise matching charts can then group later events differently because they started counting from different points.
The boundary comes from the configured Trading Hours session. It need not be calendar midnight. Compare the setting before comparing bar shapes or indicator values.
Check Type and Value, not just the candle appearance
Right-click the chart and open Data Series. Select the relevant series in Applied, then inspect Type, Value, Price based on, Trading Hours and Break at EOD. Also match the exact instrument and futures expiry.
Type determines the bar construction; Chart Style controls its presentation. Similar-looking candles can therefore represent different groupings. A saved chart template can override manually entered Data Series settings, so inspect the resulting values after applying one.
Ordinary Volume bars are also different from Order Flow Volumetric bars. Volumetric bars display buying/selling volume and delta at individual price levels and have a separate base-period setting. Selecting Volume alone does not enable that price-level analysis.
Matching settings still require comparable source data
Tick, Volume and Second bars require tick-based source data. Minute bars use minute data. A connection that supplies historical minute bars does not necessarily supply the historical ticks needed for the other chart types.
Providers can filter, throttle or timestamp data differently. Reloaded server history can also differ from bars assembled in real time, changing which bar contains a particular price. Match the provider and loaded date range as well as the interval before expecting identical shapes.
If new prices have stopped across windows, use the feed and chart troubleshooting guide. If prices continue but bar boundaries differ, first determine whether the construction rules or source data explain the difference.
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