Daily chart is still not correct.

[Federico]

Good morning all.

The daily and weekly charts are still not generated correctly.

The dayly chart only generated correctly the current day. The next day the bar of the previous day is incorrect.

Here attach daily and weekly charts.

Thanks.

[Eduard]

..and NT please look at the candles. NT daily vs daily eSignal data. they are very different

NT



eSignal

[NinjaTrader_Jason]

Hello,

Could you please tell me to what connectivity provider you connect in NinjaTrader. Please note that NinjaTrader acts like a radio reciever and displays the data it receives.

There can be difference in data between different data sources. Please see the link below under 'Discrepancies Between Different Data Feeds'.

http://www.ninjatrader.com/support/helpGuides/nt7/how_bars_are_built.htm

[Federico]

Hello.

I'm use only Zen-Fire

And the problem is not for differents data providers.

I'll be back to describe the problem:

While in the current day, the daily bar is drawing ok. The problem occurs when NT is reconstructs daily (or weekly or etc.) bars from the historical dada saved.

For example:

Yesterday, the bar ends identical that the last topping tail red bar on the eSignal chart posted by Eduard. Today, when start the NT7 and the historical data is reloaded, the aspect of the same bar is like that seen in the NT daily chart posted by Eduard and posted by me.

The problem persist althought I run the "Reload all historical data" option from the context menu.

Thanks.

[NinjaTrader_Jason]

Hello Federico,

Please note that historical daily data with Zen-Fire uses regular trading hours, while eSignal uses 24 hours. Consequently, differences in historical daily data can be as expected.

You will see similar data for the current daily bar, since it is received as real-time data and not loaded as historical data.

[Eduard]

..thanks Jason !

[Federico]

Hello Jason.

Thnak you for your attention.

You do not undertand me.

The problem is with the same data provider Zen-Fire, I'm not use another data provider.

I understand that Zen-Fire not provided daily data and is NT7 who generate daily charts based on the historical data saved.

The problem is that today NT7 with Zen-Fire plot the current daily bar correctly and tomorrow, when start NT7 and reloaded the historical data, the same bar is plotted different.

I will capture an image of the daily chart today at 10:00 pm and then will capture an image tomorrow morning for showing the problem the bar for the same day plotted different.

Thanks.

[NinjaTrader_Jason]

When you load historical daily data while connected to Zen-Fire, it will load historical daily data using RTH (regular trading hours). Most likely this is different than the daily data you receive in real-time, since you receive data outside the RTH.

Unfortunately this is as expected.

[Federico]

Hello Jason.

I disagree with your explanation.

If the problem was what you say, this will occurs every day, and every day the bar before the close of the session should be different that the same bar viewed the next day.

Yesterday did not happen.

I attached 2 charts: one of the end of the session yesterday, and other after reload all historical data today in the morning, as I do every day.



This time, the green bar of yesterday is the same that the green bar today. It has not been altered.

I notice that the problem usually occurs when the session ends in a candle with a long shadow (high or low).

Zen-Fire does not keeps historical data for day. I don't know how NT7 works internally, but I believe that it creates the daily charts based on the data received while it works online with zen-fire and saves it, later, when returns to regenerate the chart using the data saved, is when it fails.

I will continue observing.

Thanks.

[NinjaTrader_Jason]

Could it be you reloaded historical data before you created the first screenshot?

Maybe the chart contains a RTH session template and not the 'Default 24/7' session template you had selected before?

NinjaTrader does not construct daily bars from the historical data that is saved. Once you load historical daily data when connected to Zen-Fire, it will be loaded from the historical data server that uses RTH (regular trading hours) for historical daily data.

[Zapzap]

Federico: Try to use 1440min charts and check the differences. I also had problems with daily charts.

[Federico]

Federico: Try to use 1440min charts and check the differences. I also had problems with daily charts.

Great Idea Zapzap.

The problem was solved.

Thank you very much.

[Federico]

Hello Jason.

1.- Could it be you reloaded historical data before you created the first screenshot?

- No, I have not reloaded the Data, just because I'm testing to see what happens.

2.- Maybe the chart contains a RTH session template and not the 'Default 24/7' session template you had selected before?

- I'm use CME Futures ETH template on all charts.

NinjaTrader does not construct daily bars from the historical data that is saved. Once you load historical daily data when connected to Zen-Fire, it will be loaded from the historical data server that uses RTH (regular trading hours) for historical daily data.

- Understood.

How can I download historical data of E-Mini S&P 500 from January 2005 to Jun 2010 in NT6 and NT7?

Thanks

[NinjaTrader_Jason]

Hello Frederico,

Unfortunately that much historical data is not supported on the historical data server. I assume you refer to historical daily data.

There will be historical daily data available starting April 2009 in NinjaTrader 7. Unfortunately historical daily data is not supported in NinjaTrader 6.5 with Zen-Fire.

[Federico]

Hello Jason.

Thank you very much for your attention.