Kinetick EOD

[Mike Winfrey]

I am connected to Kinetick EOD and don't get any data for any instrument. Is there something else that I need to do?

[NinjaTrader_ChristopherJ]

Hello Mike Winfrey,

Thank you for your post.

When connecting to Kinetick Free EOD within NinjaTrader this will give you access to End of Day Daily data which may be used to create Day, Week, Month and Year charts.

If the issue persists when viewing a Daily, Weekly, Monthly or Year chart please tell me what instrument you are attempting to view so I may test on my end.

[Mike Winfrey]

I did not realize it is limited to >= daily. I was trying to use it on a 5 minute chart.

thanks

[NinjaTrader_ChristopherJ]

No problem at all, glad to help out.

If you are looking for a data provider for real time data as well hisotircal Tick and Minute data I recommend using Kinetick: (Our Preferred Data Feed Service Built Specifically for NinjaTrader 7).

With a subscription to Kinetick you will then receive real time data and at least 120 days of historical tick data, two years of minute data, and ten years of daily data, much more for popular instruments.

Click Here to Subscribe to Kinetick

[Mike Winfrey]

Thanks...i understand. I am still evaluating some things and really don't want to have to pay for it until I've finished my evaluation. For that eval all I need is historic data, not realtime.

[NinjaTrader_ChristopherJ]

Hi Mike,

If you like I may be able to set you up with a demo for real time data depending on the asset you are interested in viewing.

Please send a note to Support [AT] NinjaTrader [DOT] com with "ATTN: Chris" in the subject line.

In the message, please include the following:
1.) A link to this forum thread.
2.) Let me know if you are interested in Forex, Futures or Equities.

[SolarX]

No problem at all, glad to help out.

If you are looking for a data provider for real time data as well hisotircal Tick and Minute data I recommend using Kinetick: (Our Preferred Data Feed Service Built Specifically for NinjaTrader 7).

With a subscription to Kinetick you will then receive real time data and at least 120 days of historical tick data, two years of minute data, and ten years of daily data, much more for popular instruments.

Click Here to Subscribe to Kinetick

Hello Chris,

Question: I mainly trade Forex. If I were to subscribe to Kinetick to receive price data would I receive data for 1 min, 5 min, 10, min, 15 min, 30 min, 1 hr, 2 hr & 4 hrs? It's not clear from the website. Please advise.

Thanks,
solarX

[NinjaTrader_ChristopherJ]

Yes with a paid subscription you would receive real time and historical Tick and Minute data which can be used to create all Tick and Minute based bars such as 5 Minute, 1 Hour, etc.

[Harry]

No daily data for YM for March 31

It is now April 1st 6:00 AM EST.

There is no daily data available for the contract YM 06-11 on Kinetick EOD for yesterday, March 31.

Could you please check, where it got stuck?

[NinjaTrader_ChristopherJ]

We are looking into the issue and I will follow up as soon as I gather additional information.

Thank you for your patience.

[Harry]

The reason is simple. For CME Futures a fair value procedure is used to esablish the settlement price on the last trading day of the month. The settlement is actually calculated from the last quote for the cash index, financing cost added, dividends subtracted until expriy.

As the S&P 500 fell into the close (it went up again in the futures market after 3 PM Central Time) the fair value settlement for YM came out lower than the low of the day. This is a rare event, but can happen on the last business day of the month for index futures.

As you can see below, the settlement price is indeed lower than the low of the day. I think that Kinetick or NinjaTrader refused to accpet these values, so there was no daily data today for YM.

Source: CME Website

Daily Settlements for E-mini Dow ($5) Futures (FINAL)Trade Date: 03/31/2011
Month Open High Low Last Change Settle Estimated
Volume Prior Day
Open Interest
JUN 11 12288 12320 12259 12262 -34 12252 74,358 112,910
SEP 11 12226 12251B 12195A 12199A -33 12185 32 93
DEC 11 - - - - -34 12117 - 5
MAR 12 - - - - -34 12056 - -
Total 74,390 113,008

Last Updated 03/31/2011 06:00 PM
Market data explanation/disclaimer

I would have liked to attach this as PDF to make it readable, but with your extremely low file limitations of less than 40 kB this was impossible.

[NinjaTrader_ChristopherJ]

Hello Harry,

Your evaluation is correct. We are looking in to the rare occurence and will are considering options on ways to address it moving forward, which may or may not change from the way we handle these now.

[Harry]

Not that urgent, will not happen very often.

Now with NinjaTrader 6.5. you would have had false data all the time. With NinjaTrader 7.0 there is the huge advantage that the database can be edited and I can enter the data I want manually. Just had to comply with the NinjaTrader rule that the settlement(close) cannot be lower than the low, so I adjusted the low.

[Taniwha]

Session for ZB for Kinetick EOD

I have a question about the session for the Kinetick EOD data for ZB

When I compare Kinetick's and eSignal's historical EOD data with that from Interactive Brokers, it appears that the session is the ETH one: 6pm to 4pm CST. The default session for ZB in NinjaTrader is the RTH one: 7:20am - 2pm CST. If I change the session for ZB between ETH and RTH (these are the two CBOT Interest Rate sessions) and reload all of the Kinetick historical data, it does not change (although the bar ending time changes).

Here is the data for one particular day:

Date Open
3/23/2011 121.53125 122.25 121.1875 121.28125 296903 (Kinetick)
3/23/2011 121.53125 122.25 121.1875 121.28125 260480 (eSignal)

Oddly, the volumes are different.

However, my question is: What is the actual session for the Kinetick EOD data in this case? Am I correct in that it is, in fact, the ETH session data?

The strategies I am testing require the RTH data, which I cannot seem to get from eSignal or Kinetick. Is there a way to get this data? Can I get data for a different session from either eSignal or Kinetick? Or is there some other source I can use with NinjaTrader?

[NinjaTrader_Dierk]

@Harry,

>> I would have liked to attach this as PDF to make it readable, but with your extremely low file limitations of less than 40 kB this was impossible.

I verified: the current upload size is 4MB. Can you please double check and and let me know if you experienced something different? Thanks