MarketDepthEvent DateTime a day behind during 9pm-10pm PST

[alcoeus]

I'm not sure if this is Daylight Savings Time related or something with the Kinetick connector (I just started using Kinetick, was using ZF before and didn't see this problem) or a one-time-thing.

But basically I noticed that between 9PM to 10PM PST (12AM-1AM EST), if I call MarketDepthEventArgs.Time.ToString() within OnMarketDepth(), the date will be a day behind. It's fine before 9PM and after 10PM though.

However, doing the same call with MarketDataEventArgs in OnMarketData() will report the correct date! So one will report 03/08 while the other 03/07 between 9PM and 10PM. It flips back to 3/08 after 10PM.

Any ideas?

[NinjaTrader_Bertrand]

alcoeus, which NT7 version are you testing on here? For which instrument(s) are you seeing this and which session templates are you using here?

Would you mind sharing the test script you used so I could give it a run here?

Thanks,

[alcoeus]

alcoeus, which NT7 version are you testing on here? For which instrument(s) are you seeing this and which session templates are you using here?

Would you mind sharing the test script you used so I could give it a run here?

Thanks,

Ok I just wanted to wait till 9pm rolls around again to see if the same thing happens. Turns out, like clockwork, right when 9:00PM PST hit, the same thing started (and if the same thing happens, when 10PM hits, it'll return to normal).

I'm running version 1000.3 and I'm seeing this on all instruments monitored - ES/NQ/6E/ZN/CL/GC.

So I just wrote a very simple script to demonstrate this. It's basically the generic indicator template with the following functions added:

protected override void OnMarketData(MarketDataEventArgs e)
{
Print("OnMarketData - " + e.Time.ToString("yyyyMMddHHmmss"));
}

protected override void OnMarketDepth(MarketDepthEventArgs e)
{
Print("OnMarketDepth - " + e.Time.ToString("yyyyMMddHHmmss"));
}

And the output I get after 9PM is this:
OnMarketDepth - 20110308210608
OnMarketDepth - 20110308210608
OnMarketData - 20110309210530
OnMarketDepth - 20110308210608
OnMarketDepth - 20110308210608
OnMarketDepth - 20110308210610
OnMarketDepth - 20110308210608
OnMarketDepth - 20110308210608
OnMarketDepth - 20110308210602
OnMarketData - 20110309210530
OnMarketDepth - 20110308210612
OnMarketDepth - 20110308210614
OnMarketData - 20110309210530

As you can see, OnMarketData shows 03/09, while OnMarketDepth shows 03/08 (today is 03/09)

The NT bid/ask database seems to be fine and stores bid/ask data in the correct date. Also the DOM is fine too.

Any ideas?

[NinjaTrader_Bertrand]

Thanks for the detailed test alcoeus, I'll try reproducing it here on my end - have you seen it in Market Replay, too?

[alcoeus]

I'm not sure since I didn't have the record data for replay option checked yet. But it's still happening everyday.

[alcoeus]

It's still happening even after the daylight savings time switch, so it's probably not related to that. Have you been able to reproduce it?

[NinjaTrader_Bertrand]

I tried on various days in replay but was seeing correct times then, I've got it now setup for Kinetick live here and will wait til your timeframe hits this evening.

Thanks,

[alcoeus]

For some reason this started happening at 5am PST with ES 06-11 today (right now)..

[NinjaTrader_Bertrand]

I could see it now here, too - thanks providing the update - we will look into it.

[alcoeus]

Do you know when there will be a fix for this?

[NinjaTrader_Bertrand]

Unfortunately I would not have an ETA for a fix, but I assure you it's being thoroughly investigated at this point in time.

[NinjaTrader_Bertrand]

We could reproduce your issues here on our end and a fix was applied, please let me know in case you would see it again.

Thanks again for your patience and support,

[alcoeus]

Thanks for the update but it's still happening today. I've disconnected and reconnected and the issue is still there today at 9PM PST

[NinjaTrader_Dierk]

Sorry, to hear that. In order to report that to Kinetick we needed to know which instrument that was. Thanks

[alcoeus]

It was at least ES, NQ, 6E, and ZN. I can confirm it occurred with at least these 4 today.