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Problem with data in minute charts (daily ok)

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    Problem with data in minute charts (daily ok)

    Hi all,
    I'm very confused because looking at daily chars, as you can see in the attached sample, there are no problem, but, if I modify the chart to 60, 15, 5 .. any minute chart, the it appears a different Open and High, ( It appears one very big bar from not real data). You can see the attached minute.jpg chart.
    I have this problem some times with different instruments. The example is for yesterday ZN but I have had other cases.
    Can you helpme about to identify the reason? all charts are attached to ther session template "Default 24/7" but is the same with different ones.
    Thanks in advance.
    Domenech
    Attached Files

    #2
    Hello Domenech,

    Can you please tell me to what data feed provider you connect in NinjaTrader.

    Likely, daily data is provided as per RTH (regular trading hours), while the minute charts use ETH (extended trading hours). So the differences can be as expected, since the daily bar does not contain the same data as the minute charts. Session templates do not have any effect on daily data if daily data is provided per RTH by your data feed.

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      #3
      I'm connecting trough Interactive Brokers

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        #4
        I suggest to contact IB and check what data is used for their historical daily data. Check what starting time is used.

        Subsequently setup the minute charts to use the same starting time. You can change the starting time by changing the session template. Please go to Control Center-->Tools-->Session Manager to modify session templates.

        Once the starting point of the daily and minute charts is the same, it should reflect the same OHL data as well.

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          #5
          ok, thanks I will try,.... but usually I receive the data correctly and this problem appears only once each 2 or 3 weeks,...

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            #6
            Sounds good, please let me know the outcome after you contacted IB.

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