incorrect data

[marcus2300]

Stock Tesla with 4 different timeframes: weekly, daily, 60 minutes, 1 minute.
All 4 created from the same template to be sure that all settings are identical.
At start daily and weekly gave the same close for the day, but hourly and minute had both an identical, but different from weekly, daily close.
In realtime the difference continues.
For some reason suddenly the weekly sytarted to synchornize with the hourly and minutes, but the daily kept on giving another price (price that did not move for each quote).
I change the daily chart into weekly but the probleem remained, also after switching it back to daily.
If I change the hourly chart into daily, the problem start here too. It shows then the erroneous price from the daily charts.
I have no clue what the problem is: all 4 charts were created from 1 single template.

I did some additional tests and I think that the problem is only linked with the daily data. If I change any chart (1 minute, 60 minutes, weekly) into daily, the problem starts there too. The daily data is not updating on every tick while the other timeframes are correctly updating.
If I put all 4 charts on daily, all charts give the same wrong data. If I put them back on their original interval, all give the correct price after a new tick comes in, except for the daily chart which does not change at all.

[NinjaTrader_Jim]

Hello marcus2300,

Thanks for your post.

I may first recommend an Instrument Reset to rule out any instrument definition related issues that can be easily resolved. To reset your instruments please follow the steps below.

• Disconnect from your data feed: NinjaTrader Control Center> File> Disconnect> Select your data feed.
• Reset your Instruments: NinjaTrader Control Center> Tools> Options> Data tab> Reset Instruments>OK.
• Restart NinjaTrader> Connect (NinjaTrader Control Center> File> Connect> Select your connection.

Please also make sure you are on the latest version of NinjaTrader 7, version 7.0.1000.40. This can be checked in the Control Center under Help > About and update installers can be downloaded below.

https://ninjatrader.com/PlatformDirect

After taking this step, and the issue persists, could you attach the template to a reply and let us know who your data provider is?

We look forward to being of further assistance.

[marcus2300]

Daily just started to synchronize 3 minutes ago (i think 7:45 AM). There is some problem with the Daily data only.
What is bizar is that the date is not 2 of may but 3 of may. In the hourly and minute charts the date is correct.
I trade ES and there everything is ok.

I use IQFEED

Will do the rest after closing as I am trading now. I never receive any messages about updates?

[NinjaTrader_Jim]

Hello marcus2300,

Thanks for your message.

I did not get to spend much time to dig into this but will devote some time to do so tomorrow during our office hours. There is some detail involving daily bars and the developing bar, and I will elaborate further with my complete response.

Thanks for your patience.

[marcus2300]

Hi Jim,

Reset Instruments did not help.
After installing version 7.0.1000.40 problem seems to be fixed. I had version 7.0.1000.39 installed before. I will check if the problem comes back again tomorrow, and let you know if things are not correct.
Thanks for the help.

[marcus2300]

Jim,

I think there is still a problem. I live in Europe so in another timezone which makes it confusing. But I cannot find a connection with the daily High and Low with the intraday quotes. I will check that this weekend as it will take some time. It is not urgent as I don't trade stocks but futures, and there everything is OK.
Maybe you better wait till I send you my findings with detailed information about what my problem, at least if there is a problem.

[marcus2300]

Jim,

I send you already a first analysis from what I see. Maybe you understand where the problem is.

[NinjaTrader_Jim]

Hello marcus2300,

Thanks for your patience. I have included some detail to help clarify on what you are seeing.

Gaps

Gaps are possible to encounter on a chart as NinjaTrader will not be able to identify where a gap is without doing a full request of the data. NinjaTrader does some quick data integrity checks to ensure that there is a sane amount of data to build a chart, but to ensure that all gaps are filled, a full request of the data would be necessary. Right clicking on the chart and selecting Reload All Historical data can do this.

Crosshair alignment

Bar timestamps will be relative to the time configured on your PC in NinjaTrader 7. Bar timestamps also reflect the time of the bar close. When I test on my end, the 30 minute bar that closes at 8:00 is where the crosshair shifts from the previous day to the next day.

Daily data discrepancies

Daily bars with IQFeed are Settlement adjusted. If the Settlement price is lower than the Low of the day the bar will be filtered out and not displayed. Daily bars are also symbol map specific for RTH/ETH hours for IQFeed and these cannot be set with a Session Template.

Recommendations

My recommendations would be to include Reload All Historical Data with your workflow and to use a 1440 minute chart with your own session template for making consistent comparisons between Daily bars and intraday bars.

Please let me know if you have any additional questions that I may assist with.

[marcus2300]

OK, I will do some testing. It is funny that in futures ES there is no problem at all. The prices are always identical in any timeframe.
Thanks.

[NinjaTrader_Jim]

Hello kamelkamel,

In Product Announcements for updates generally happen a few days after an update is published. Smaller updates may not see an In Product Announcement.

Could you clarify on any issues that you are seeing with Daily bars that are not outlined in post #8?

I look forward to your reply.