Suggestion for daily data

[Harry]

As I have noticed, NT 7 allows to export intraday data and then reimport this as daily data.

For both Zenfire and Interactive Brokers either daily data is not always available or it is not correctly displayed.

Now this is my question. It is tedious to export intraday data for several instruments one by one and then reimport it as daily data, in particular this would needed to be done every day. Is there any idea to simplify this? Here are my thoughts, do not know whether this can be easily implemented:


(1) Create an option under global settings:
- generate daily data from intraday minute data by using the session template from instrument settings
- generate daily data from intraday tick data by using the session template from instrument settings
- download daily data from data supplier

(2) Create an option under instrument settings:
Same as above, would allow you to create daily data for some instruments only, other instruments load daily data from data supplier

(3) If the first two suggestions are too difficult to implement, it would also be of a great help, if the export of intraday data and import of daily data could be done in one step.

Suggestion: Introduce an option under -> Historical Data Manager -> Download. I understand that daily data created this way would not be overwritten with daily data from the data supplier, when a chart is opened? Otherwise this should be inhibited via option under global or instrument settings.

[NinjaTrader_Kyle]

Hi Harry,

Thank you for your post.

It is possible to download daily data from our severs. For example, if you were connected to Zen-Fire and loaded a daily ES 06-10 chart, you would download daily data for ES.

If this does not meet your needs, can you elaborate on what you are looking to do with the daily data?

[Harry]

The problem I currently have, is that Interactive Brokers daily data cannot be displayed by NT for my timezone, which is CET, for all instruments. This is an old known issue.

I would therefore like to generate daily bars from intraday data. I can do this by exporting intraday data and then reimport it as daily data.

Unfortunately, when I connect to Interactive Brokers, NinjaTrader will overwrite the correct data generated from intraday data with incorrect daily data directly downloaded from IB.

Is there anyway to prevent NinjaTrader for some of the instruments to download false daily data? The data is really completely off, only four days per week...

[NinjaTrader_Kyle]

Hi Harry,

Thank you for your reply and the clarification.

The only way that you could overcome this currently would be to disable the historical data component of your interactive brokers connection.

This would, of course, prevent you from receiving any historical data from IB in intraday or daily intervals. Live data would not be effected by this however.

I will, of course, forward your comments from your original post on to my development team for further consideration.

[Harry]

Thanks Kyle.