Instruments showing lots of gaps - session issue?

[JS999]

I am having trouble displaying continuous data for a number of contracts using various sessions. For example, here is a daily chart of 6E, set to Days(1) and looking 150 bars back.

I can set it to a Default 24/7 session, or a custom session that I made which starts each day at 6:00 PM EST and ends the next day at 5:30 PM EST, and the data doesn't change. For that matter, changing it to any other session doesn't seem to change the data either - still lots of gaps, which shouldn't be there according to my session settings.

I changed the session settings in the Data Series window, as well as the default for the instrument, but it makes no difference. This was occurring on beta 6, and is still occurring on 7.

Any ideas?

[NinjaTrader_JoshP]

JS999,

Please try reloading your data then checking the fidelity based on what is in your Historical Data Manager. If your data is simply like that in the HDM then changing session templates would not help as it is simply showing whatever data it has.

[JS999]

JS999,

Please try reloading your data then checking the fidelity based on what is in your Historical Data Manager. If your data is simply like that in the HDM then changing session templates would not help as it is simply showing whatever data it has.

The issue seems to be that the Days data type is returning cut off values. Whereas if I set it to Minute (1440) as per the old NT 6.5 method, it actually shows all of the data properly for highs and lows. So the minute data is there, but the Day data itself is actually showing gaps in the Historical Data Manager. This doesn't appear to be an issue with sessions, but rather with how Days are being returned.

Can you try to set this up on your own PC and verify? Take a look at 6B for example. Load up 100 days of data using Days(1) as the type, then try the same thing for Minute (1440) and you should get different results.

[NinjaTrader_JoshP]

JS999,

You will need to check with your data provider for data fidelity. NinjaTrader just passes along whatever your data provider is pushing through the pipes.

Using 1440 is not a valid check against daily bars. Daily bars are their own data set and 1440 use minute bars which is a completely different set.

[JS999]

JS999,

You will need to check with your data provider for data fidelity. NinjaTrader just passes along whatever your data provider is pushing through the pipes.

I am using Zen-Fire from Mirus futures. Can you please just load up a chart with that connection and see if you also get the gaps in the Days data? Days is a new chart type that you guys created for NT7, and the data must be coming in OK from Mirus because the Minute bars are correct. Please just load up a chart and see if you can reproduce the issue... if you can, it could be a bug in the code for how you are converting from Zen-Fire data to the Days data type.

[NinjaTrader_JoshP]

JS999,

What I am trying to say is that from our data server, Daily bars are stored based off of the instrument default session templates and not 24/7. This is why you cannot compare it against 1440min charts with Default 24/7 session templates.

Please see attached, if you just load Daily chart with 1440 min but with the default session template for the instrument you will find they are the same. Are we still misunderstanding each other?

[JS999]

JS999,

What I am trying to say is that from our data server, Daily bars are stored based off of the instrument default session templates and not 24/7. This is why you cannot compare it against 1440min charts with Default 24/7 session templates.

Please see attached, if you just load Daily chart with 1440 min but with the default session template for the instrument you will find they are the same. Are we still misunderstanding each other?

I think I understand what you are saying. Tell me if I have got this:

Using 1440 minute bars, I can display the daily information in any way I want using custom sessions. If I use Daily bars however, I am locked into your implementation which is server-based, and always set to the default that comes with NT. Is this correct?

If it is, I am wondering at which point in the process these Daily bars are being built. Are they built on the server itself and then transmitted as-is to the NT client? If so, then we can't change them. On the other hand, if the data is being built in the NT code itself from minute data before being stored to disk then there could be a way to specify how we would like our Daily bars constructed, according to a session that we specify. Just wondering which is the case...

[NinjaTrader_JoshP]

JS999,

We are in sync now.

When you are using Zen-Fire you are grabbing historical data from our servers. The servers transmit data to you prebuilt so there is nothing within the NT client that can be done to change how they are built.

[JS999]

JS999,

We are in sync now.

When you are using Zen-Fire you are grabbing historical data from our servers. The servers transmit data to you prebuilt so there is nothing within the NT client that can be done to change how they are built.

Alright thanks... good to know...