huge bar at session open

[zweistein]

today again a huge bar at session open for FDAX and FGBL.

I synch my time by schedule once a week, so the problem is somewhere else...


Looking at the data in the historical data manager it turns out that:

Minute - Last : First Bar of session is wrong with 0 for ohlc .

All ask, bid and tick data is correct.

The problem lies in the Last data for the first bar of the session, which is 7:51 in FDAX case.

In my view something gets wrong in your data managment routines setting the data for the first bar of a session.

Attached an image from the historical data manager. I hope it helps to fix.



P.S.

There is a bug when you edit historical data while connected: Below the self-explanatory trace
2010-03-22 08:05:17:683 in OnUnhandledThreadException
2010-03-22 08:05:17:715 ********* exception trapped *********
2010-03-22 08:05:17:715 The process cannot access the file 'C:\Users\Andreas\Documents\NinjaTrader 7\db\minute\FGBL 06-10\20100322.Last.ntd' because it is being used by another process.
2010-03-22 08:05:17:715 at System.IO.__Error.WinIOError(Int32 errorCode, String maybeFullPath)
at System.IO.File.Delete(String path)
at NinjaTrader.Data.HistoricalDataManager.SaveEdits()

[laocoon]

Same here...

[NinjaTrader_Dierk]

NT provides you data as delivered by the exchanges. This has nothing to do with NT's data management, as NT does not apply any filtering whatsoever. Apparently EUREX emitted some incorrect data.

Unfortunately the only way to resolve this is using thew editing feature of NT's historical data manager.

[symphys]

There is an incorrect tick at 7:51. This time is not even in the session template. Why is NT displaying it?

[NinjaTrader_Dierk]

Sorry I don't follow. "Eurex Equity Index Futures" template, which is the default e.g. for FDAX, starts at 07:50. Why do you feel the timestamp of the bad tick 07:51 would not be "in session"?

[symphys]

You are correct, the template in the session manager starts at 7:50. In my chart the first value is displayed at 8?

[zweistein]

This would be a good example for a "plausibility" check.

Since at 7.51 only bid and ask are allowed, but Last is not alowed/possible it should be easy to filter this out.

Actual tick data for ask bid last was all corect this morning.

[NinjaTrader_Dierk]

This would be a good example for a "plausibility" check.

Since at 7.51 only bid and ask are allowed, but Last is not alowed/possible it should be easy to filter this out.

Actual tick data for ask bid last was all corect this morning.

NinjaTrader is not a data provider, we provide the data "as is" as a free service to some of our brokerage partners. As such we don't apply any filtering, scrubbing etc. to the data.

Thanks for your suggestion though.

[NinjaTrader_Jason]

In order to remove the huge bar or bad tick, please go to Tools-->Historical Data Manager.

Select the FDAX 06-10 and the 3/22 date. Scroll all the way to the bottom. Right click the minute that displays prices of zero and select 'Exclude'.

Subsequently create a new chart and the bad tick should not be reflected anymore.

[symphys]

Today the same crap again.

And NT crashes if the chart is open with the instrument to edit.
Perfectly retraceable every time...

[NinjaTrader_Jason]

Hello symphys,

Please modify the data in the Historical Data Manager to exclude the bad tick as per my previous post.

I modified historical data in the Historical Data Manager, while I had a 1 minute chart opened for the same instrument. However, NinjaTrader did not crash on my end. Do you receive an error that states to send us your trace file or does NinjaTrader becomes unresponsive?

Can you please tell me what exact steps you take when you experience this issue.

[naxo79]

I could remove the bad tick from the minute charts.

But for the volume charts the bad ticks re-appear every time I remove them?

[naxo79]

I could remove the bad tick from the minute charts.

But for the volume charts the bad ticks re-appear every time I remove them?

Made a screenshot: http://img28.imageshack.us/img28/185...amanager20.png
every time I click exclude, there appears a new.

Is there something that can be done?

[NinjaTrader_Austin]

naxo79, could you please provide an exact set of steps that results in "bad ticks reappearing every time you remove them"?

What exactly do you mean by the ticks re-appear? Do you reload all the historical data (which would result in the bad ticks being loaded again)?

[naxo79]

naxo79, could you please provide an exact set of steps that results in "bad ticks reappearing every time you remove them"?

What exactly do you mean by the ticks re-appear? Do you reload all the historical data (which would result in the bad ticks being loaded again)?

-I go to historical data manager
-I choose the ticks in the picture
-I choose exclude
-I click save
-I choose another day
-it reappers in the place where it was excluded

This happens whether I am connected to Zen-Fire or not. Wheter workspace is open or not.