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Daily bars, yesterday and today in same bar

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    Daily bars, yesterday and today in same bar

    This problem is not at all new. It has been typical in 6.5 and as long as I can remember.

    The last daily bar on the chart includes all price action of today, yesterday and sometimes several days before.

    I had this problem today on B18. When I reloaded the charts todays bar gets correct, but yesterday is missing. And bar dates are out of sync. It shows last data 7/3, and that is tomorrow, if I'm not mistaken.

    (I'm now on TWS 900.6.)
    Attached Files

    #2
    Are you located GMT +2 or further East?

    Comment


      #3
      Yes I'm currently at GMT+2.
      (?)

      Comment


        #4
        This is an old bug. Interactive Brokers timestamps all daily bars by choosing your local date of the session close. The session close of GC is 0:15 AM next day, so you get a timestamp of next day for the close. NinjaTrader does not convert this back to its original date. As a consequence the bar shown by NinjaTrader for July 1st, is the bar for June 30. This also creates holes in the historical data, as only 4 bars per week are shown. So you do not have daily data for GC.

        If your system clock is set to GMT +2, this affects all instruments from Nymex (CL, GC, SI, HG) and Nybot (TF, DX) and IPE (BC). Probably you will also have problems with FOREX and CME interest rate futures

        Your daily charts should be ok for all instruments which close prior to midnight such as CME index futures and EUREX traded instruments.

        There are two possible solutions to this problem:

        - either set your system clock to GMT or US Eastern Time
        - or try to convince NinjaTrader developpers to work on a solution with IB

        Originally posted by bretddog View Post
        Yes I'm currently at GMT+2.
        (?)

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          #5
          bretdog and Harry - I could reproduce here and was not aware - we'll look into.
          BertrandNinjaTrader Customer Service

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            #6
            There is a history

            You will find several threads on this, I remember some epic discussions with Dierk back in 2009. As I am GMT +1, I only have problems with Russell 2000 index (TF), the Dollar index (DX) and Brent Crude (IPE) futures. It is one of the few bugs that never have been settled (which means that most problems have been solved ).

            Originally posted by NinjaTrader_Bertrand View Post
            bretdog and Harry - I could reproduce here and was not aware - we'll look into.

            Comment


              #7
              Excellent Harry.. Thanks!

              Sat system clock to GMT and charts are correct.

              Comment

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