Daily Forex Sessions

[saintalan]

...
I will test it Monday 23:00 UK time and check if new daily bars are created on my end.

Hi Jason, did you check?

Thanks

Alan

[NinjaTrader_Jason]

Hello Alan,

Yes, I tested it last night on my end and all charts created new bars after 3:00 PM US Mountain time. This would be 22:00 PM UK time and not 23:00 PM.

I created three screenshots. One before 22:00 PM, one just after 22:00 PM and one this morning.

Do you still experience issues on your end?

If so, please let me know and I will test it tonight while my PC clock is set to UK time.

[saintalan]

Same inconsistencies here. I also tried with an MBT feed, same issue.

If you re-read start of this thread you will see I said v4 had a workaround, I might revert to see if it still responds to that.

My thoughts are that this is not an eSignal problem per se, more a NT problem reading the Session times.

Thanks

Alan

[NinjaTrader_Jason]

I see, thank you for clarifying.

I will have it tested again tonight on a PC that has its PC clock set to UK time zone.

Could you plesase provide me a screenshot of your forex daily charts just after 22:00 UK time as well.

[saintalan]

OK just past 2200UK checked 28 pairs all except 3 showed correctly, i.e. the last 3 bars dated 11, 12 & 13
The AUDUSD, EURUSD & GBPCHF all showed last 3 bars as 8, 11 & 13. This remained so at 2215 despite reloading all historic data.

So once again completely inconsistent, yesterday hardly any moved at 2200!

Setting the template to Default 24/7 as suggested in another thread produces last 3 bars as 9, 12 & 13.

UPDATE at 23:04 the 3 rogue pairs still NOT updated.

[NinjaTrader_Jason]

Hello Alan,

Can you please send me your workspace with the 28 forex charts, so I can test it on my end. You can find workspaces at (My) Documents-->NinjaTrader 7-->workspaces.

Please send it to support[at]ninjatrader[dot]com, put 'Attn Jason' in the subject header and reference this forum thread.

[saintalan]

Thanks Jason, you have mail!

Good Luck

Alan

[tommyjames]

There is also a similar issue still open per this thread http://www.ninjatrader.com/support/f...ad.php?t=32502

I have confirmed that the issue occurs only in NT. If you use the MBT platform everything works and if you use the MBT data with other platforms (like multicharts) the data is displayed correctly.

[saintalan]

There is also a similar issue still open per this thread http://www.ninjatrader.com/support/f...ad.php?t=32502

I have confirmed that the issue occurs only in NT. If you use the MBT platform everything works and if you use the MBT data with other platforms (like multicharts) the data is displayed correctly.

Thanks tommyjames, comforting I am not going mad alone!

I note the last post on that thread was a year ago, is this acknowledged by NT and is there a proposed solution?

Cheers

Alan

[saintalan]

Have a 100% hit rate tonight just after 2200UK all 22 pairs I checked were correct!

Not sure that's necessarily good news, if there is no reason!

Cheers

Alan

[NinjaTrader_Jason]

Hello Alan,

I did experience the issue on some forex pairs on my end last night - no new bar was created and the current bar was time stamped as 7/14 (it is actually the 7/13 bar). I have included a folder that contains screenshots.

Unfortunately the issue seems to be inconsistent, which makes it more difficult to troubleshoot. Nevertheless, I will report my findings to development to further investigate the issue.

Once there is news regarding the matter, I will let you know.

[traderji]

I have the same issue except with Interactive Brokers data feed.

Here is the thread -> http://www.ninjatrader.com/support/f...ad.php?t=42544

[NinjaTrader_Jason]

Hello Alan,

The issue you experience is caused by the fact that the current daily bar is not provided as historical data yet by eSignal.

For exmaple:

Today is 7/22. eSignal does not provides today's daily bar. NinjaTrader builds the current daily bar synthetically by grabbing DailyHigh, DailyLow, Opening and Last traded price as provided by eSignal.

At 9:50 PM UK time, the 7/22 daily bar is a synthetically build bar. At 10:00 PM, a new synthetically built daily bar is added for 7/23.

If you reload historical data, it only loads data up to 7/21. The 7/22 synthetical bar does not exist anymore. You are left with a 7/23 bar which takes the data from the 7/22 synthetic bar and combines it in one bar.

This behavior is caused by the fact that the 7/22 bar is not provided as historical data yet by eSignal. NinjaTrader can only build one synthetic bar. After 10 PM eSignal still pushes DailyHigh, DailyLow and Opening price of 7/22. Last traded price is added and the bar is timestamped as 7/23.

You will need to wait until eSignal provides the 7/22 daily bar as historical data and the chart will be displayed as expected. Unfortunately, I am not sure when eSignal provides the current day as historical data. Please check with eSignal when the current day is provided as historical data.

If this occurs with other data feed providers such as IB and MBTrading, please check with them when the current daily bar is provided as historical data as well. If you reload historical data after this, the chart will display data as expected.

[saintalan]

Jason thanks, I understand your explanation and it makes sense, however it is still inconsistent, for this past week the majority of pairs have updated at 22:00UK and shown the correct dates.

It is also different to NT v4 where re-applying Data Series corrected it.

As I said earlier in this thread eSignal confirm that it uses 23:00 for Daily Bars which begs the question how does it work sometimes and not others given your explanation?

Thanks

Alan

[NinjaTrader_Jason]

If you experience the issue that the dates are not correct, it indicates eSignal does not provide the current day as historical data. Please check with eSignal why the current day is not provided as historical data yet.

If eSignal provides the current day as historical data after 23:00, please reload historical data after 23:00 and daily data should be time stamped correctly. If not and the issue remains, the current day is not provided as historical data.