Session Manager Problem?

[rt-trader]

My time zone is Australia.

I setup the Custom Session template 1 (for ES) below and it results in the data gap as shown in Chart 1. This gap only appears once - the remaining days display as they should.

The gap precedes the weekend with the last bar time of 23:00 on the 10/22. Data restarts with bar time 07:35 on 10/23

If I use template 2 and the gap is filled. If I use the Default 24/7 there is no gap.

However, the first template should work as the times as set are based on the Instrument exchange.

I get a similar result for the SPI overnight as well but again only a single day.

[NinjaTrader_Ray]

Thanks. We will take a look on Monday.

[NinjaTrader_JoshP]

rt-trader,

I was unable to reproduce the gap. Could you please try a right click, reload historical data and see if the gap persists?

[rt-trader]

Hi Josh,

I did that several times - but no change as the data was already loaded (seen in the Historical Data Manager).

I had rechecked to see if the problem was evident over the weekend and it was - however a check now reveals that it is no longer there. I suspect it is some odd interaction between local time, exchange time and a weekend.

I will try to reproduce after US market close by resetting my PC clock back a couple of days and see what happens. Are you able to try the same?

[NinjaTrader_JoshP]

I do not quite follow what you mean by the steps you are suggesting. If you are able to reproduce with those steps later, please provide me step-by-step instructions I can follow and I will try as well. Thank you.

[rt-trader]

Josh,

These steps should allow you to reproduce;

1. Setup a new Session Template as per Custom Session template 1 posted below
2. Close NT then adjust your PC date back to Sunday 25th
3. Change you PC TimeZone to GMT + 10:00 (Canberra, Sydney, Melbourne)
4. Restart NT - dont connect to datafeed (because of time adjustments)
5. Load a 1 minute ES chart - you should see the same data gap as shown in chart image posted below.

Once I reset my PC time back to correct time the issue disappeared again - very strange.

Hope this helps.

[NinjaTrader_JoshP]

rt-trader,

Your data in your database is already stored with timestamps of the first time zone. Switching over to a different time zone and not repopulating the database means you are still using old time zone time stamps. You should try reconnecting and reloading.

[rt-trader]

Josh,

The issue is not data - it is already in the Data Manager. The problem appears to be related what will or will not load into the chart based on a combination of day of week and Session Template. You asked for some steps to reproduce and I have provided them.

[NinjaTrader_JoshP]

rt-trader,

The issue is precisely the data. Data already stored in the database is stored with your first time zone's timestamps. As you switch your computer over to a different time zone, just because you did that does not change the timestamps of the data already in the database. Now as you try to pull a session with the incorrect time stamps relative to the time zone your machine is in you will get mismatched data, hence the gap.

If you are going to switch your computer's time zones you will need to reload your data with a whole new set of data.

[rt-trader]

Sigh....

Josh,

Please re-read the original post....

I did not switch timezones - the problem occurred as explained.

I take your point about my steps to reproduce re the timestamps in the database - but these were my steps for YOU to reproduce - to bring you into my timezone in case there is some interaction between my timezone, the exchange timezone, the data as loaded into the database, the weelend, and the session template.

I agree that if you do get around to following the steps you will have to reload data..

[NinjaTrader_JoshP]

rt-trader,

I have already tried your steps before and you explicitly stated me to not connect and not redownload the data which would have been required as discussed in my previous post.

Moving forward, your steps no longer make sense in relation to already being on Sydney time. Please provide steps in relation to how you are reproducing. I already have PC clock set to Sydney as step 1. Thank you.

Tried both your sessions definitions and there was no problem as far as I could see. This is with time set to 10/25 Sydney. No gaps.

[rt-trader]

OK,

1. Modify your session template to be the same as the second image (Custom Session 1)
2. With clock on Sydney time and date set to last Sunday connect to datafeed and download data (my error earlier)
3, You should see the gap.

If you dont lets leave this until the same time this coming week (Saturday Aus time) and I will check to see if the same condition occurs again.

Thanks

[VTtrader]

I'm not trying to butt in, or confuse things,

But RT, are you using NT7b3? I had some issues with NT7b2 regarding session templates, and they have been corrected for me in NT7b3. I'm not sure if this is the case for your issue, I'm just throwing it out there.

VT

[rt-trader]

Josh,

re VT's post below - when I tested the steps below I was on 7.0.0.2. I now have .03 installed so tried the steps (minus the Timezone adjustment as previously explained) again - no gap was evident!

As you said earlier the steps made no sense - however the issue was visible if they were performed to replicate the time condition that existed when I first noticed the problem - and it wasnt evident if they werent performed. I have no explaination for this.

Anyway - nothing else has changed and yesterday prior to installing .03 I was able to reproduce, but not today with .03. I will watch what happens this coming Saturday.....

VT

Thanks for the prompting to retest on the latest version...