spurios bar spike using <instrument settings> template

[zweistein]

Hello,

On a standard chart ,for example FDAX, 1min I have a strange phnomenon using the <instrument settings> session template.

It seems that at session brake the relative bar contains not the minute data but the bar refers to High and Low of the day and also the Volume of that bar is the accumulated day''s volume.

See pictures, The correct display is with a 24_5 template, the faulty is with <instrument settings>

Regards

Andreas

[NinjaTrader_Dierk]

It would help if we knew
- what series that is? 1 minute? else?
- data provider?

[zweistein]

IB and FDAX 1min , screen shots from this morning

andreas

[NinjaTrader_Dierk]

To clarify:
- had these bars been built in realtime -> then it's an IB realtime data issue
- is this bar even there as you reloaded the data by Tools->Historical data managre -> then it's an IB historical data issue.

[zweistein]

it is more complicated:


1. The issue comes up every day on the 2 Eurex symbols, FDAX and FGBL I use. The last session break has this spurios bar,but only if <instruments settings> is selected. 24/5 template resolves the issue.

2. I tried on another machine with IB simulated account and there is no error.

3. Error is there on my main machine using my real IB account. Cannot exit now because of open strategies/position.

4. looking at the database all data seems correct, there are no spikes or wrong data.

5. The spike is always exactly the Day LowHigh. It seems that ChartControl adds this Day bar for whatever reason.

[NinjaTrader_Dierk]

I needed to know:
a) had these bars been built in realtime -> then it's an IB realtime data issue OR (!)
b) is this bar even there as you reloaded the data by Tools->Historical data manager -> then it's an IB historical data issue.

Also:
>> It seems that ChartControl adds this Day bar for whatever reason.
There is no such logic in NT

[NinjaTrader_Dierk]

Also: people experience trouble with data from any provider (like all bars get compressed in one, which would explain the dailyHigh/Low issue you experience) as their PC clock is not in sync.

Please make sure this is not the case here.

[zweistein]

nothing changed on my side, spike is still coming every morning:
my connection: IB

This morning again I had the spurious day bar at session brake , this time for FDAX, FGBL and ES symbols.
Not much hurting except for the scaling, where the spike (and the corresponding volume spike, because a day bar volume is much higher than a 1 minute bar) disturbs the chart.

Yesterday I observed something interesting:
I checked the chart display after 10 pm local , so just after US markets close and it turned out that the current day was completely missing from the charts.
Until 8pm local I was trading and the charts were correct and up to date.
Then I left home and noticed the completely missing day on the charts just after 10 pm when I came back home., which had probably occurred just at disconnection from IB or just at session template end. (My session template is <instrument settings>.


regards

[NinjaTrader_Dierk]

Would you mind providing feedback on question in my post #6?

How about my post #7?

[zweistein]

Since I played around a bit with the session templates to have the bars dissapear I cannot reliably reproduce my steps.

Therefore I cannot tell wether the data is from IB real time data (where it usually comes from) or reloaded from the historical database. I just forgot what I have done. Sorry, but I must also follow my positions...

I will monitor and try to describe a reproducible pattern.

My PC clock is the german time, maybe off by 20 seconds or less.


regards

[NinjaTrader_Dierk]

>> maybe off by 20 seconds or less.
Just to eliminate a variable: please sync your pc lock before your next trading day. Thanks

[zweistein]

spurios bar spike seems resolved after sync of my PC clock.

thank you for the tip

The windows default time server was going in timeout, so my time sync did not work.

[NinjaTrader_Dierk]

Glad it's working for you.