NT 7 - Zen-Fire ETH Daily Bars

[pfw_trader]

Hi,
Is there a way to get ETH daily bars. The daily bars generated for futures contacts from the historical data load seems to all be RTH. Therefore there are many Globex gaps and data is not consistent with other data feeds. This is using Zen-Fire connection only.
Thanks

[NinjaTrader_Kyle]

Hello pfw_trader,

Thank you for your post.

When loading daily interval data through Zen-Fire, the RTH template will always be used.

As a work-around, you would need to simulate the daily chart by creating a minute chart that is comprised of the same number of minutes between open/close.

[pfw_trader]

Kyle,
I used to try to do this in version 6.5 but the session start and end times used by the software was inconsistent and did not follow the chart session settings.

1. In NT 7, will it use the chart session template in effect (i.e. Global or chart override) for its session start/end times?
2. Do I have to count/exclude closed session times to calculate the number of minutes per bar. E.g. for ES, is it 24 hours (1440 min), or is it 24 hours less 45 mins (1395 mins).

Thanks

[NinjaTrader_Kyle]

Hi pfw_trader,

1.) Session templates times are not used for daily bars.

2.) Not following this question. Can you clarify?

[pfw_trader]

Kyle,
Was referring to simulating daily bars by using minute bars.

1. So for ES, if I use the ETH template and 1440 mins, will it generate the simulated daily bars as needed.
2. Or do I need to subtract the times closed between 4:15 and 4:30pm (15 mins), and between 5:50pm and 6pm each day - therefore resulting in only 1395 min bars.
3. And for Soybeans - is it the open session times only or can I simply use 1440 (24 hrs) as the interval, assuming it will sync the start time as per the session template?
4. It would be great if I can always use 1440 (24 hrs).

I have just tried ES and the chart on the surface seems to look ok, but I need to check each bar to see what it is doing. I am still waiting for the software to load Soybeans.

Thanks

[NinjaTrader_Kyle]

Hi pfw_trader,

As I understand it, using 1440 minute bars should suffice.