Kinectick EOD feed discrepancies

[Laserdan]

see the attached image or go here: http://screencast.com/t/NzM4ZDMw
date 9-10-2010

the high looks correct and i can even live with the close being off a tick
but why is the open off by 3 points and the low off by 2.75 points?

this shows up in the ES ##-## and the ES 12-10

and btw, what contract is the EOD pulling data from? is it the ES 09-10 or ES 12-10?

[NinjaTrader_Kyle]

Laserdan,

Thank you for your post.

Can you clarify for me which data source you're comparing to which makes you suspect that the Kientick data is incorrect?

[Laserdan]

sorry...the chart is built off Zen Fire data feed

the EOD data from the data manager is from kinectick

[Laserdan]

and again today 9-13-2010

these are the only 2 days I have checked, but it makes me wonder about all the data

[NinjaTrader_Jason]

Hello Laserdan,

I tested the free Kinetick EOD feed on my end and I load the same historical daily data on my end, see screenshot.

Am I correct you compare the historical daily data from Kinetick to historical minute data from Zen-Fire?

What session template is selected for the minute chart? Can you please select the 'Default 24/7' session template and check if this will make a difference.

[Laserdan]

yes you are correct as to what I am comparing. Historical zen Fire data is on the 5 min chart.

The template on the Instrument Manager = CME US Index Futures RTH
on the 5 Min chart = Use Instrument Settings

see attached

If I change the chart to Default 24/7, for date = 9-13-10 I get the following from Zen Fire
Open = 1113.75
High = 1119.75
Low =1110.75
Close = 1116.25

So now the Low and the Close Match up.

[NinjaTrader_Jason]

Hello Laserdan,

Likely, the historical daily data that you load from Kinetick uses different daily session begin and end times than the minute charts you load from Zen-Fire. This causes the discrepancy when you compare the data.

[Laserdan]

ok, could you please tell me which session template to use?

[Laserdan]

or which session template Kinectick is using?

No offense, but your previous answer doesn't really help me.

[NinjaTrader_Jason]

Hello Laserdan,

Please use the CME US Index Futures ETH session template and the OHLC values should be the same.

[Laserdan]

Jason,

That doesn't work either...

look at 9-10-10 everything is ok

but on 9-13-10...

low is wrong
open is wrong

maybe this is due to the sun session opening at 6pm est?

[NinjaTrader_Jason]

Hello Laserdan,

It works on my end, see the attached screenshot.

The 16:30 bar is the first bar of the session. It opens at 1110.00 and also includes the Low of 1108.00.

The 9:00 bar contains the High.

The red bar on the session break line contains the Close price.

[Laserdan]

1st of all I can not see the prices on your screenshot, but that doesnt matter.

but go look at the EOD data for 9-13 its says it opens at 1115.25 not 1110

we are trying to find out the difference in the Kinectick EoD data that is free with NT7...it wont show up on a 30 min chart. Open your Historcal data manager.

[Laserdan]

Ok i see your data manager from post #5

So why is mine different?

[NinjaTrader_Jason]

Post #4 includes your screenshot that lists the Open price at 1110.00 as well.

I am not sure if I follow anymore. You initially compared the screenshot in post #4 to the intra day data you retrieved from Zen-Fire, correct? I included a intra day minute chart loaded from Zen-Fire to show you that Kinetick uses the CME US Index Futures ETH hours. If this template is loaded in a minute chart, the OHLC values are the same as the daily bar for 9/13 from Kinetick.

I deleted historical daily data and reloaded it again from Kinetick. It still lists an Open price of 1110.00 for 9/13. Can you please try the same. First, delete all current historical daily data for the ES 12-10. Subsequently load new historical daily data fom Kinetick and check the Open price.