Eurex session

[symphys]

Why is it that Eurex trading hours are from 7:50 but data always starts at 8:00?

Changing the session template doesn't change this. Is it zenfire related?

[NinjaTrader_Kyle]

Hello symphys,

Thank you for your post.

Can you tell me which interval(s) you're seeing this behavior with?

Also, just to confirm, have you tried the Default 24/7 template? If so, do you see the same results?

[symphys]

My session template is Eurex Equity Index Futures in a 5min chart. With this I see data from 8:00-22:00.

Changing it to 24/7 will add some data after 22:00 to like 22:05 or 22:10 but none before 8:00. In MarketReplay there is never any data before 8:00...

[NinjaTrader_Kyle]

symphys,

So that I may further test, please give me an example of a symbol where you see this behavior? Would FESX suffice?

[symphys]

Yes, FESX and FDAX will do. But not FGBL as the trading hours only start at 8:00.

[symphys]

Actually the help example of GetNextBeginEnd does return the correct times:
Session Start: 17.08.2010 07:50:00 Session End: 17.08.2010 22:00:00

[NinjaTrader_Kyle]

Hi symphys,

When loading data on my end with the Default 24/7 template in place, I receive data for the entire 24 hours on FDAX.

Please put this template in to place, then reload historical data.

[symphys]

Doesn't change anything. I restarted NT, verified 24/7 template, opened new chart, Reload All historical data. Doesn't give me any other data...


This should work in MarketReplay also, right?

[NinjaTrader_Kyle]

Hi symphys,

Please open the Historical Data Manager by clicking Tools > Historical Data Manager.

At what time does the first data occur today?

What is your timezone?

[symphys]

Currently here in germany it's CEST. Ask/bid/last tick data in the historical data manager starts today at 08:00:04 am.
Last tick data for today 08:00:04 am is 6073.0 and vol 188.

This is the case for every eurex instrument I'm interested in, FDAX & FESX. There is never any date with a time before 8:00 am. For other instruments like 6E there is plenty of data at 7:00am...

[NinjaTrader_Kyle]

Hi symphys,

Thanks for the clarification.

Please send a note to Support [AT] NinjaTrader [DOT] com with 'ATTN: Kyle' in the subject line.

In the message, include the following:

1.) A link to this forum thread.

2.) Your trace file from today's date.
You'll find that file in the Documents > NinaTrader 7 > Trace folder.
Today's file will be named 'trace.20100820.txt'.

3.) Your workspace.
You'll find the workspace in the Documents > NinjaTrader 7 > Workspaces folder.

[symphys]

Email sent!

[Harry]

No data here either.

I have a similar problem.

Interactive Brokers charts show candles between 7:50 AM CET and 8:00 AM CET for FESX and FDAX. However, if I connect NinjaTrader 6.5. or NinjaTrader 7.0, there is no data prior to 8:00 AM CET.

Not sure, why.

[symphys]

What version of IB are you currently running? This is found in TWS under the help->about scroll down to the bottom of that window.

[NinjaTrader_Kyle]

symphys and Harry,

Thanks for reporting - we're now able to replicate.

I will follow up with my development team and get back to you with their recommendations,