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Charts - Two Issues - Data not streaming, and Chart trader not working

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    #16
    Josh,
    Yes, EST.
    The curious part of it is, why the chart won't show the current day's data after the close. When I was using TradeStation and made some session templates, it was begin time, end time and for settlement date. If I recall correctly. So for example, a RTH chart would show the 8:30-3:15 (9:30-4:15) for a 10/20 settlement. and a 24 hour (or full trading session) template would begin at 4:30 on 10/20 to 4:15 on 10/21 for a 10/21 settlement.

    With the CME US Index Futures RTH template in NT7 might it not be including the current day's data be because it is beyond the close of the session and yet it is the same date? Just a thought.

    VT

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      #17
      VT,

      That particular session template is defined based off of central time, but should still be relative to your original date of 10/20 or today for 10/21.

      So I understand correctly, as you connect after hours and you pull up a TF chart with it set to 10/21, the data shown only goes to 10/20? What about in real-time? Then, if you used 24/7 session template, no issues?
      Josh P.NinjaTrader Customer Service

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        #18
        Josh,

        With 24/7 or 24/5 there is no issue at all.

        Based on last nights date (10/20) and the time was ~8:20 PM Eastern;
        Using the CME US Index Futures template data would load through 10/19 in the chart. There was no way to get the closed 10/20 RTH data. Granted at that point of the day it would not be "live".
        If I tried to enter 10/21 as the "End Date" NT7 would crash.
        Using 24/7 or 24/5 template , data through 10/20 would load in the chart, including live data...as would be expected.

        Let me know if you need anything else.

        VT

        Comment


          #19
          Thinking .. might actually be an issue which is resolved here in development already: could you please paste the relevant section of the trace file or send in trace files to support in case you would know how to handle? Thanks

          Comment


            #20
            Josh,
            I should have mentioned CME US Index Futures RTH works fine during the RTH hours.

            It seems to me that the problem is because the time is outside the set session hours in the template and yet NT7 doesn't "realize" that the session is closed because it is the same date. Not sure how clear that explaination is.

            VT

            Comment


              #21
              To understand further, are you saying that you are not receiving ANY 10/20 data? Or just the last 10/20 bar that contains the close of 10/20? Are you using minute charts or daily charts? Please try minute charts.
              Josh P.NinjaTrader Customer Service

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                #22
                Josh,
                I was using minute charts, and around 8:20 PM Eastern on 10/20 would get no data for 10/20 using the RTH template, only data through 10/19. On the evening of 10/19 I would get no RTH data for 10/19, last loaded data was from 10/16. I will try again at the close and see what happens after it passes the session end of the template.

                I sent Dierk that section of the trace file.
                Let me know if you need anything else.

                VT

                Comment


                  #23
                  I got your trace file. Looking into... Thanks

                  Comment


                    #24
                    Josh and Dierk,

                    I took a couple of screenshots from the NQ using the CME US Index Futures RTH template.

                    I had it open and running using that template set in instrument manager and the chart set for <use intrument settings> in the chart.

                    As you can see from the pictures at 16:16 it had collected all of today's data and was live up to the close.

                    In the second picture 2 minutes later, all I did was hit "reload historical data" and the data in the chart only goes to 10/20.

                    It does seem like it might be what I mentioned earlier. When it is outside the session end time and yet the same date, NT7 doesn't realize that the session is already closed and should display the data anyway.

                    Hope this helps.

                    VT

                    Edit: If I'm awake (and remember) after 12:00 AM, I'll hit reload data again and see if I get 10/21's RTH data. My guess is that I will.
                    Attached Files
                    Last edited by VTtrader; 10-21-2009, 02:33 PM.

                    Comment


                      #25
                      After that reload, can you open up the Historical Data Manager and let me know if there are any nodes for 10/21 for that instrument?
                      Josh P.NinjaTrader Customer Service

                      Comment


                        #26
                        Hmmmm, not sure which reload you meant, so I did one right now.
                        I exported the data from Historical Data Manager to .txt file, I'm not sure if that's what you meant. I looked at the file and it does appear to have 10/21's data up to 16:15 in the file.

                        Let me know if you need anything else, or if I did what you were asking.

                        VT

                        BTW: this is the only time I've opened an NQ chart in NT7...at least that I remember doing.

                        Comment


                          #27
                          If the export file contained 10/21 data that shoots down that line of thought I was exploring. Will wait to see what Dierk discovers.
                          Josh P.NinjaTrader Customer Service

                          Comment


                            #28
                            Sorry, that issue is not yet resolved. So, we still needed a reproducible scenario...

                            Comment


                              #29
                              I forgot to do the reload at 12:00 AM. I did do one this morning though pre-open and received 10/21's RTH data

                              VT
                              Attached Files
                              Last edited by VTtrader; 10-22-2009, 07:28 AM.

                              Comment


                                #30
                                VT,

                                So the time frame in question is on the same day as the session, but after session hours. Is my understanding correct?
                                Josh P.NinjaTrader Customer Service

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