Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Trading occurred this Saturday - am I missing something?

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Trading occurred this Saturday - am I missing something?

    I have noticed that upon loading up data this morning, there appears to have been trading logged on all futures instruments on Saturday (the 13th). This is not just the case for crude which I am showing in this picture, but for all contracts. Am I missing something? Is there a corruption in the data somewhere? I am using Zen-Fire from Mirus futures and NT 7 beta 10.
    Attached Files

    #2
    JS999, thanks checking into this currently - you could exlude any weekend data for example with the 24 / 5 session template.

    Comment


      #3
      No live trades occurred during this Globex testing on Saturday March 13th.

      Comment


        #4
        Originally posted by NinjaTrader_Bertrand View Post
        No live trades occurred during this Globex testing on Saturday March 13th.
        Well obviously I suspected that this was the case, since the market is closed on weekends - but are you seeing data being returned for that date as I described? Changing it to 24/5 does obviously solve the problem, but this is the first weekend I have noticed a problem with the 24/7 session data...

        Comment


          #5
          13th

          I also had this data from the 13th changing to 24/5 fixed this problem for now will change back after today to see what happens

          Also I am having a problem with the data box
          I have to keep moving my cursor onto a new bar to get the data box information the data box shuld update but the price high low close etc does not update unless I move the cursor

          Is there a setting I am missing for this?

          Thanks

          Comment


            #6
            Originally posted by NinjaTrader_Bertrand View Post
            JS999, thanks checking into this currently - you could exlude any weekend data for example with the 24 / 5 session template.
            Is there a way to just exclude Saturday? I want to keep the data from when Globex opens at 6 p.m. est on Sunday.

            Comment


              #7
              Originally posted by bksmm View Post
              Is there a way to just exclude Saturday? I want to keep the data from when Globex opens at 6 p.m. est on Sunday.
              Use the Session Manager to edit the Session info for 24/5 to add the period from Sunday 6 PM to Monday 12 AM. Ideally, this session definition should already exist (Sunday 6 pm to Friday 5 PM), and in fact all contracts should have been set to this value by default. It what most people expect to see when they trade, not the pit-traded sessions which for some reason are the default values.

              Comment


                #8
                Originally posted by JS999 View Post
                Use the Session Manager to edit the Session info for 24/5 to add the period from Sunday 6 PM to Monday 12 AM. Ideally, this session definition should already exist (Sunday 6 pm to Friday 5 PM), and in fact all contracts should have been set to this value by default. It what most people expect to see when they trade, not the pit-traded sessions which for some reason are the default values.
                Are you referring to version 7 features? In 6.5, I only see options for session begin and end time and to exclude weekends.

                Comment


                  #9
                  Originally posted by bksmm View Post
                  Are you referring to version 7 features? In 6.5, I only see options for session begin and end time and to exclude weekends.
                  Yes, this is for version 7 Beta... I haven't checked if the problem exists on 6.5 or not...

                  Comment


                    #10
                    Just a suggestion... this weekend was daylight savings time changeover... could that have anything to do with this bug? Something to possibly look into...

                    Comment


                      #11
                      You would see the same Globex test data on 65 and 7, in 65 the 'Exclude Weekend' option would take care of it, in NT7 you would need to change the used session template or create one exluding the Saturday.

                      To see the Extended trading hours, we've added ETH templates on the beta 10 update.

                      Comment


                        #12
                        Originally posted by NinjaTrader_Bertrand View Post
                        You would see the same Globex test data on 65 and 7, in 65 the 'Exclude Weekend' option would take care of it, in NT7 you would need to change the used session template or create one exluding the Saturday.

                        To see the Extended trading hours, we've added ETH templates on the beta 10 update.
                        Exclude weekend option in 6.5 also excludes actual Globex trading on Sunday. Is there a way to just exclude Saturday?

                        Comment


                          #13
                          Originally posted by NinjaTrader_Bertrand View Post
                          You would see the same Globex test data on 65 and 7, in 65 the 'Exclude Weekend' option would take care of it, in NT7 you would need to change the used session template or create one exluding the Saturday.

                          To see the Extended trading hours, we've added ETH templates on the beta 10 update.
                          Is it too much to ask that extended trading hours be the default setting for all electronically traded instruments? I'm not sure why anyone would think that setting the session defaults to pit-traded hours makes any kind of sense. For example, trading something like ES, you don't want to have the session running only from 9:30 AM EST to 4:15 PM EST, that is completely ridiculous and nobody trades electronic contracts that way. I am sure if you took a poll you would easily find that 90%+ of the trading community wants the session to be set to 24 hours, not to what you have it set to by default. Globex contracts are 24 hour-a-day vehicles these days, and should be defaulted to that by the system.
                          Last edited by JS999; 03-15-2010, 01:07 PM.

                          Comment

                          Latest Posts

                          Collapse

                          Topics Statistics Last Post
                          Started by Geovanny Suaza, 02-11-2026, 06:32 PM
                          0 responses
                          599 views
                          0 likes
                          Last Post Geovanny Suaza  
                          Started by Geovanny Suaza, 02-11-2026, 05:51 PM
                          0 responses
                          344 views
                          1 like
                          Last Post Geovanny Suaza  
                          Started by Mindset, 02-09-2026, 11:44 AM
                          0 responses
                          103 views
                          0 likes
                          Last Post Mindset
                          by Mindset
                           
                          Started by Geovanny Suaza, 02-02-2026, 12:30 PM
                          0 responses
                          558 views
                          1 like
                          Last Post Geovanny Suaza  
                          Started by RFrosty, 01-28-2026, 06:49 PM
                          0 responses
                          557 views
                          1 like
                          Last Post RFrosty
                          by RFrosty
                           
                          Working...
                          X