Data Box data

[Dolfan]

Updating charts again this morning and I see that in the 1440 minute charts, Friday July 15th bar is missing. I pulled the data from the daily bar but I can see where this skews my overall analysis/formulas.

Also, is it possible to export this data in an Excel spreadsheet format?

Thanks!

Dolfan

[NinjaTrader_JessicaP]

Hello Dolfan,

I have prepared a short video where I demonstrate importing historical data into a spreadsheet.

http://screencast.com/t/nn2apE1PJoH

One thing I would like to ensure is that your PC's clock is in sync with an internet time server's clock.

Please use the steps below to change your Time Zone and sync the PC clock, note to set the server to time.nist.gov.


You can sync your PC clock by double clicking on the clock in the lower right corner of your desktop. Press 'Change time zone...' Set the Time zone and press 'OK'.


Once you have done that, click on Internet Time tab set the server to time.nist.gov and then click Update. Your PC clock should now be updated.

[Dolfan]

My time is already set correctly so feel certain that is not a problem for me. I would also note that I update 5 charts daily and 4 of them were missing the 7/15 bar. ES was not missing the bar, YM, NQ, GC & CL were all missing the 7/15 bar. Not sure what this implies but I doubt it is on my end. Not sure if I mentioned also that this is in NT8 and not NT7. I did check NT7 and it appears just fine there. I hope this did not confuse the situation.

Thanks for the video. I will give it a try and see if I can make my charting a little less mind numbing, while I continue to work on my own indicator.

Best regards,

Dolfan

[Dolfan]

Jessica,

Looking at the data to update my spreadsheets this morning and since I have NT7 running I figured I would just pull the data from the Data Box off of NT7 instead of NT8, same instrument, same bars (1440), just NT7 instead of NT8. But the opening price is different between the 2 versions. Why is that???

Dolfan

[NinjaTrader_JessicaP]

Hello Dolfan,

Could you export and send your differing minute data from NT7 and NT8 to platformsupport[at]ninjatrader[dot]com , referencing this unique ID : 1520420 ?

Exporting in NT7

http://ninjatrader.com/support/helpGuides/nt7/exporting.htm

Exporting in NT8

http://ninjatrader.com/support/helpGuides/nt8/en-us/exporting.htm

Please also let us know which session templates you have applied, and which data range we should be reviewing for exported data.

[Dolfan]

OK Jessica. This will take me a while but I'll get it to you. Thanks!

Best regards,

Dolfan

[Dolfan]

Historical data sent. I received an email from PatrickH from this thread but it does not appear here and there is no responding in the email so I hope he gets his answer here.

I am connected to NinjaTrader Continuum and I am using NT7 64 bit version 7.0.1000.31 and NT8 64 bit beta 8.0.0.12.

I am highly disappointed that Continuum won't allow simultaneous connections to both versions. Testing and comparisons is a royal pain in the gazoo because of this. What can we do to fix this?

Best regards,

Dolfan

[NinjaTrader_JessicaP]

Hello Dolfan,

After carefully reviewing the information you sent us, I noticed that your NT8 data generally contained every line of data from your NT7 data, and had a lot of extra data on top of this. After reviewing the time stamps and comparing to the RTH session template, and having your confirmation that you had selected "<Use instrument settings>" as your session template, I was able to determine exactly why you were seeing a difference.

NinjaTrader 8 uses E(xtended)T(rading)H(ours) rather than R(egular)TH the way NinjaTrader 7 does, by default. A different open and close time will always produce different open and close prices.

You can verify this is the case as follows :

• Open an instrument you are trading in NT7 in the Tools -> Instrument Manager
• Examine its session template
• Return to an NT8 chart for the same instrument
• Press ctrl + f
• Change its Trading Hours to the same template applied by default in NT7

Your results should now match for 1440 minute charts.


With regard to your NTC question, Continuum have a publicly available homepage here, http://www.continuumtradingsolutions.com/ , and can be contacted directly to discuss your options.

[Dolfan]

How is it that you are seeing Regular Trading Hours? I did what you said and they both say ETH.

http://screencast.com/t/RKYDnVGVN6 http://screencast.com/t/OEdHqmLa

Am I missing something?

Dolfan

[NinjaTrader_JessicaP]

Hello Dolfan,

You are not missing anything. However, the files you sent me for NT8 had more information in them than the files you sent me for NT7, and this was the reason your open and close times differed. You can verify this for yourself by using a publicly available file diff utility, such as araxis merge which has a free 30 day trial, available here, http://www.araxis.com/merge/download.en .

[Dolfan]

I'm not going to sweat this right now because it is not a huge issue for me but I would like to clean my lines up. Take a look at these two pics. The first is a look at Apex Investing Deviation Levels indicator. The second is my lines. Note how Apex draws the lines from session (day) line to session line. My lines however, angle when changing sessions. I want mine to look like the Apex lines. How do I do this? Thanks!

Best regards,

Dolfan

http://screencast.com/t/UoadMpss3sJ

http://screencast.com/t/enqlElhKPkzk

[Dolfan]

Still having trouble with this Jessica. Please look at this video clip.

http://screencast.com/t/ZcjyPAAi

I have NT7 and NT8 charts up, both set on 1440 min bars and using the same session and instrument settings. Clearly NT8 is dropping data somewhere. I cannot rely on NT8 to give me accurate or complete data.

Dolfan

[bltdavid]

You can verify this for yourself by using a publicly available file diff utility, such as araxis merge which has a free 30 day trial, available here, http://www.araxis.com/merge/download.en .

I use WinMerge all the time, mostly for viewing file differences, but also for merging code changes in my NinjaScript files.

JimW talks about WinMerge in this thread here.

It is free, open-source, no 30-day trial required.
Highly recommended.

[Dolfan]

Not sure how this will alleviate the problem of NT8 failing to import all of the correct data reliably. Even if this would be a solution to creating my spreadsheets, How would this help in turning it into an indicator?

I remain......

Puzzled (aka Dolfan)

[bltdavid]

I remain......

Puzzled (aka Dolfan)

I replied to Jessica specifically with regards to her suggesting you use a commercial $249 product for viewing file differences. My post suggested using the free WinMerge as an alternative.

Naturally, it has nothing to do with magically solving your specific problem. A file difference tool (if you need it) is just a another tool, as implied by Jessica.

[It seems more appropriate for NT Support to suggest free open source tools rather than expensive 3rd-party commercial tools -- just my 2˘ -- especially when the free version is a highly competent substitute. Jessica's post caught my eye on this, so I'd thought I'd make sure the free alternative was known.]