Data gap with custom session...

[Alfred]

Using a "Globex" custom session I always get a data gap as in screen shot 1 below in all seconds charts...custom "Globex" session defined screen shot 2 below.....if change to 24/7 data gap goes away....screen shot 3 below......or if change to minute charts gap goes away with "Globex" custom sessiom....screen shot 4 below....

Tried reload historical and reset and repair data base.
Have noticed this for some time now at start up.

Thanks...

[NinjaTrader_JoshP]

Hmm. Can you please try the CME US Index Futures ETH session template?

[Alfred]

Hmm. Can you please try the CME US Index Futures ETH session template?

Josh...just tried the CME ETH...no gap there now...but going back to my Globex custom session just now...there is no gap there now either on seconds charts...will try both tomorrow morning at the open...have noticed this particular data gap bahavior a number of times & just have never mentioned it...don't know when the gap goes away...

I prefer my Globex custom session as you get vertical session lines at the open etc...

Thanks...

[Alfred]

Here is that data gap again...

This morning got that recurring data gap again with a particular custom session type...this gap is seen only if the current time is before the open...tried reload historical, reset & repair DB...

http://www.screencast.com/t/Y2JkYTgyOWU

The gap goes away after the open...screen shot below....

1) Screenshot on left is after the open...data gap shown in video taken before open is gone after the open...
2) "01 Globex" screen shot below creates gap...
3) "01 Globex 2" screen shot below...no gap created with this template...

This behavior was fixed once before, but seems to have come back again...


Thanks...

[NinjaTrader_JoshP]

Alfred,

At what time did you turn off NinjaTrader and at what time did you turn it on again to see this behavior?

[Alfred]

Josh...started NT this morning at 6:10am to 6:15am Pacific...have not turned off so far (7:45am)...

[Alfred]

Josh...

Something similar (or perhaps identical) to this was reviewed and fixed at one point...
see this thread...

http://www.ninjatrader-support2.com/vb/showthread.php?t=24657

[NinjaTrader_JoshP]

I meant what time did you turn it off last night?

[Alfred]

Around 8:45pm...but live data...shut off just after the close yesterday around 1:20pm believe...something like that...

[NinjaTrader_JoshP]

Alfred,

Unfortunately this will not be able to be tested till the next market open on Monday. Will let you know then.

[Alfred]

OK...will see what happens then...

The gap as shown today does not seem to happen every day...


Thanks...

[Alfred]

Gaps 03 08 10

Got that data gap again today...but now in both Globex custom sessions...

Screen shots below...

1) 01 Globex custom session
2) 01 Globex 2 custom session
3) CME ETH data
4) new workspace, new contract, same data gap

So...got data gaps both Globex custom sessions, plus CME ETH data (3) &
also in a new workspace new contract (4)

One NQ chart was working OK in one workspace, but NT crashed when changing data series.

Thanks...

Update...
Gap goes away after open...
5) gap goes away

[Harry]

Hi Alfred,

do not want to create confusion as the issues are not necessarily linked, but there are several of us (at least three) having data gaps. I will keep mine posted in another thread, which is here

http://www.ninjatrader-support2.com/vb/showthread.php?t=25513

I am also using custom sessions for Globex. When I find a gap, I always check the historical data via Historical Data Manager, and the data has usually been correctly loaded, it's just not displayed. Do not know whether your case is similar?

[NinjaTrader_JoshP]

Alfred,

FYI, I was unsuccessful this particular morning. Question, do you have multiple workspaces open in the background? I tried this off of 100% clean slate and no historical data. Are you doing so off of preexisting data? What about a preexisting cache? Maybe a chart with a conflicting session template open somewhere in the background?

Also, to clarify, are you now saying that the session template causing you the gap is reversed? You now get gap on Globex 02 and not Globex 01? Earlier you said 01 caused you no issues and switching to 02 fixed it.

[Alfred]

Usually have just 2 workspaces open...1 very simple...control + 1 chart and another that is a main workspace with 8 charts. I typically Reset & Repair data before connecting live each morning.

Will try with just 1 workspace open the next few days...will also create this as a new workspace ...& also check historical data when gap may appear.

How do I start with a clean slate on data at start-up...??


Thanks...