Series not updated before 9:30am

[elitetradernyc]

Hey guys, I have an issue with data updates on a particular bar series. The bar series i am refering to opens at 930am and closes at 4pm, but between 8am and 930am i need to have the Medians value for the daily series of this bar series for the previous day.

I need to get the Medians[1][0] but before 930am it only gives me the day before, for example Medians[1][1], or the median of the daily high/low from 2 days ago. Once the market opens at 930 them it gives me the correct Medians[1][0].

This issue happens in realtime but in backtest it does give the right values.

My primary series is ES but I am attempting to generate trade signals from other secondary series. Of course ES trades before 930am. i have tried changing the session start time to before 930am but this does not solve the problem.

What is a good workaround?

Thanks,
EliteTraderNYC

[NinjaTrader_CalH]

EliteTraderNYC,

What is the additional data series are you using for Medians[1][0]?

What session template are you using for the the ES in your tests?

[elitetradernyc]

Hi sir, I created a test strategy with 1 secondary data series:

//TEST DATA SERIES
Add("AXP", PeriodType.Day, 1);

For the ES session, I created a custom session that goes from 3am to 10pm monday through friday eastern time.

I use the same session for both series but the data for AXP does not start to flow until 930 since its on the NYSE.

[NinjaTrader_CalH]

EliteTraderNYC,

Who are you connected to? This is displayed in the lower left hand corner of the control center

[elitetradernyc]

Hi, Kinetick its a green connection.

The situation appears to apply to any instrument that starts at 930am not specific to the one i have below.

[NinjaTrader_CalH]

EliteTraderNYC,

Is this Kinetick Live or Kinetick End of Day?

[elitetradernyc]

Live pay, i have ES realtime.

[NinjaTrader_CalH]

EliteTraderNYC,

One thing to mention here is that Daily data has a session template assigned by the data provider and is not affected by any session template assigned.

You would want to use a 1440M added data series here so that it will grab the session template you are assigning and get that data before the open

[elitetradernyc]

Thanks Cal, but can you give me an example of how to add that particular type of series?

[NinjaTrader_CalH]

EliteTraderNYC,

Change the added data series you are using to ("AXP", PeriodType.Minute, 1440);