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Market replay data offseted by 4 hours

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    Market replay data offseted by 4 hours

    By now everything worked just fine but today after ~2 weeks I downloaded market replay data and I see the data are offseted constantly by 4 hours. To explain for example for the NQ 06-16 if I open a chart with the CME US Index Futures ETH hours I see high volume activity that happens between 4:30 and 11:15 that I expect to be within area defined by RTH hours (8:30 - 15:15) so there is 4 hours offset (see Expected RTH.PNG and RTH by chart.PNG).

    The NinjaTrader timezone settings is set to be same as timezone of the NQ index which is (UTC-06:00) Central US and Canada so I don't expect there may be the issue. To confirm the problem is problem with the data and not with the timezone if I set the trading hours to RTH the chart is obviously invalid (see CME US Index Futures RTH.PNG).

    Please see attached pictures that show the problem.

    Date of the session I used is 5/17/2016.

    I tried to remove content of the Documents/NinjaTrader 8 folder and reinstall NinjaTrader but this didn't help neither.

    Version 8.0.0.12 64-bit
    Attached Files

    #2
    Hello Dalisdj,

    Thank you for bringing this to our attention.

    I was able to replicate and have reported the issue. I do not have an estimated time for resolution.

    Thank you.
    Alan P.NinjaTrader Customer Service

    Comment


      #3
      Hello,

      I e-mailed support just about 15 minutes ago - I found the same issue in my system.

      I am on NT8 .13 (RC1) 64 bit Win 7.

      Thanks,

      Adam

      Comment


        #4
        Hello Armybender,

        Which contract are you reproducing the issue with, for example ES 12-16? Are the hours off just as dalisdj's?

        Could you please provide some screen shots so I can test on my end?

        I look forward to your reply.
        Alan P.NinjaTrader Customer Service

        Comment


          #5
          Yes, my hours are off exactly as his are.

          I have a ticket opened with support: #1574816

          I was trying to download the ES 09-15 contract for 8/24/2015 - 8/25/2015, but I have found that the entire contract likely has issues, though I have not verified all days.

          Comment


            #6
            Hello,

            I was able to reproduce for the ES 9-15 contract for the dates of 8/24/2015 8/25/2015. The time stamp is 4 hours early.

            I have reported this and do not have a time for resolution.

            Thank you.
            Alan P.NinjaTrader Customer Service

            Comment

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