Graphics future DAX 15 minute

[aguma]

could inform me if you can see the graphics of the future DAX 15-minute closures of candles 0-15-30-45 minutes and not as out in the chart l05-20-35-50, thanks.

[NinjaTrader_Jason]

Hello aguma,

Unfortunately this is as expected when using the instrument's session template; Eurex Equity Index Futures. It starts at 7:50 AM.

Price candles will be timestamped as you like when selecting the 24/7 template in your chart. You can change session templates in the Data Series menu of the chart (right click).

[Harry]

Every time with a new install I need to change the session template for EUREX

As far as I know for EUREX Index Futures the following hours apply:

pre-trading 7:30 -> 7:50
opening auction 7:50 -> 8:00
continuous trading 8:00 -> 22:00
closing auction -> 22:10 (data available)

There are no quotes prior to 8:00, so no need to violate all the charts to display 15 or 30 min bars that start from 7:50 and do not match the Xetra opening at 9:00....

But there is a closing auction. During the closing auction the last price is established, and if you have a decent datafeed - such as Kinetick -, the last price will be added between 22:00 and 22:10. If you cut off the session at 22:00, you will get a false last price.

Let us take the example of today. FESX 06-10 closed at 2652 (source Eurex). If you cut off the session at 22:00 you get a false close at 2651 (source Kinetick). See that little tick at 2652, which is stamped 22:04 (source Kinetick). You want to include that tick, because it is the market close. Sometimes the difference is more than just one tick.

Conclusion

Correct session for EUREX Index Futures would be 8:00 - 22:10 (not 7:50 - 22:00).

If you change the default settings, I would not need to do that with every new release or instrument reset.....

[NinjaTrader_Jason]

Hello Harry,

I forwarded your feedback to Development to change it in a future version. You could create a custom session template and use that one as well.

Thank you for reporting.

[Harry]

If I modify a session template this will have no impact on the instrument settings of all instruments using this session template.

Example here: Modification uf EUREX Index Equity Futures will have no impact on instrument settings for FDAX. FDAX continues to use old template until I edit FDAX via instrument manager and save (without making changes).

This is not a problem, just need to know it.

[NinjaTrader_JoshP]

Harry,

Furthermore, when making amends to session templates you will also want to refresh your data so it clears the old data cache which uses the old session template.

[Harry]

Yes, of course. But if I change an existing session template and then reload a chart which is set to <instrument settings>, this will not change anything. First I need to open the instrument manager and edit the instrument and save with no changes. This will then make the new template effective under instrument settings, and only then the reloading of the chart with instrument settings will produce the application of the modified template.

This is a bit counterintuitive. You would think, if you change the template, it is changed for one and all. But the prior templalte - now non-existent in the session manager - remains effective under instrument settings.

Let us assume that you want to change the template for US stocks. Once you changed it you need to edit all 2500 stock symbols manually to make this change effective under instrument settings. This is not feasible, or is there any other way to enact the change?

Harry,

Furthermore, when making amends to session templates you will also want to refresh your data so it clears the old data cache which uses the old session template.

[NinjaTrader_Jason]

Hello Harry,

Yes, that is correct. If the Data Series window is set to <use instrument settings>, it will use the session template that is selected in the Instrument Manager. If you change the session template in the Data Series menu of the chart, it will be applied to that chart only.

You can modify the current session template for the US stocks instead of creating a new one.

[Harry]

Hello Jason, thank you for your answer, but you have not replied to my question.

So let me try again.

I want to change an existing session template, and I want that the changes become effective under instrument settings.

What I found is the following. After changing the session template for Eurex Equity Index Futures:

(1) Open a chart with the modified session template -> correct

(2) Open a chart with <instrument settings> (same session template there) -> not working, still showing session prior to modification

(A) First Solution: Open instrument manager edit instrument and save with modified template, then open the chart with instrument settings -> correct

(B) Second Solution: Shutdown and restart NinjaTrader, then open a chart with instrument settings -> mostly correct, sometimes does not work

So if I have 1000 instruments that use a common session template, and I want to change the default settings for the 1000 instruments, how do I proceed?

Only safe solution: Edit all instruments one by one and save the new modified template, the name being identical to the template already in place.

Hello Harry,

Yes, that is correct. If the Data Series window is set to <use instrument settings>, it will use the session template that is selected in the Instrument Manager. If you change the session template in the Data Series menu of the chart, it will be applied to that chart only.

You can modify the current session template for the US stocks instead of creating a new one.

[NinjaTrader_Jason]

Hello Harry,

I see, when I test on my end I experience the same. After a session template modification and the chart uses <use instrument settings>, it will still use the old settings.

I wil forward your findings to Development. Thank you for reporting.

[Harry]

Glad you could reproduce!

Now to enact the new session settings also for the default settings for the instruments using them I need to

- either edit instrument and save settings (not practical for a large number of instruments)
- or shut down and restart NinjaTrader (mostly works, but not always, as I had some exceptions)

Thanks for your help again.

Hello Harry,

I see, when I test on my end I experience the same. After a session template modification and the chart uses <use instrument settings>, it will still use the old settings.

I wil forward your findings to Development. Thank you for reporting.

[NinjaTrader_Jason]

Hello Harry,

The issue has been fixed for the next beta version. <Use instrument settings> will use the modified settings as well.

Thank you again for reporting.

[Harry]

Thank you, Jason for the feedback.

Hello Harry,

The issue has been fixed for the next beta version. <Use instrument settings> will use the modified settings as well.

Thank you again for reporting.

[NinjaTrader_Bertrand]

Hi Harry, we have changed the default Eurex Index Futures template to a session from 800 to 2200 CET - the settlement timing provided was not clear cut enough across feeds to extend the default template beyond the official 2200 close time, you can of course work your own templates to accomodate if needed.

[Harry]

Hi Bertrand,

thanks for the feedback. This is no problem, of course.

Hi Harry, we have changed the default Eurex Index Futures template to a session from 800 to 2200 CET - the settlement timing provided was not clear cut enough across feeds to extend the default template beyond the official 2200 close time, you can of course work your own templates to accomodate if needed.