Syncing instruments

[joanNT]

Hi!

attached you could see a chart with two instruments and an indicator plotting the difference between both instruments prices, also you can see there is a gap on second instrument that was casued (I supose) by not been a traded instrument at that time.

I've set the session template to second instrument the most restrictive one, but this was not enough as you can see at the attached chart.

Is there any function or method or idea that could give me the opportunity to detect that an instrument is not "active" even in it's regular trading time?

Thank you in advance!

[NinjaTrader_Bertrand]

joanNT, would you see the same after a reload of historical data?

In general there would be no real method here available unfortunately, NT is event driven so if there's no activity in a given market you would not get a 'forced' barclose by time.

You could check though the timespan for example between bars and not plot your study if such a gap is detected then.

[joanNT]

Hi Bertrand,

Thanks for your answer.

1) Yes, after reloading historical data there are the same gaps.
2) The timespan between bars is a "post"-solution, I mean, after I get a newer bar I can calculate the timespan between bars and this makes my study wrong on real time data.

Perhaps a solution could be comparing timestamps of the last bar of each instrument? If last time bar of instrument 1 is newer than last time bar of instrument 2 then don't plot. What do you thing? Is this possible or I'm missing some unexpected behaviour?

The best solution (in my opinion) was having a null setting value for bid/ask series of an instrument, I mean when there is no real time data these two series bid/ask must be set with a value that indicates this, like "9999999999,99" this could mean there's no data available for this instrument and not being set with the last value. Please, tell me your opinion.

Thanks

[NinjaTrader_Bertrand]

Yes, for realtime use you could compare the last Time[0] / Times[0] on the developing bars.

Since NT is event based, the series would not really be null but show the last seen updated value.