IB Backfill, no Daily Bars

[tradinghumble]

Hello, I'm trying to get daily bars with IB Backfill without sucess, intraday data is fine.

Is there anything I need to enable/change on the instrument setup?

Thanks.

[NinjaTrader_Matthew]

Hello tradinghumble,

Thank you for your post.

Please try setting your Daily charts to the Default 24/7 session template.

• Right click in your chart and select Data Series.
• In the Data Series menu, set the "Session Template" property to "Default 24/7", then click OK.

Please let me know if you continue to experience issues.

[tradinghumble]

Hello tradinghumble,

Thank you for your post.

Please try setting your Daily charts to the Default 24/7 session template.

• Right click in your chart and select Data Series.
• In the Data Series menu, set the "Session Template" property to "Default 24/7", then click OK.

Please let me know if you continue to experience issues.

Matthew, yep, that worked to display the chart - thanks. The only part is not working for me right now is that I'm trying to calculate a 5-day DAILY ATR on a 5-minute strategy and is not working, I think it's because it's not retrieving the daily data.

code similar to this:

In Initialize() I added:

Add(PeriodType.Day, 1);
ATRDaily = new DataSeries(this);

In OnBarUpdate():
ATRDaily.Set(ATR(BarsArray[1], 5)[0]);

nothing comes back .. do I need to set a session for the daily bars?

BTW: Impressive response times !

[NinjaTrader_Matthew]

Hello,

Please add the Daily data series to the 5 minute chart and make sure this is also on Default 24/7.

[tradinghumble]

Hello,

Please add the Daily data series to the 5 minute chart and make sure this is also on Default 24/7.

All good now Matthew, had to make changes to the strategy but it's working great.

Thanks !