ES zenfire data problem

[achiever]

Support,

I am using zenfire with nt 7.0.1000.5. I noticed ninja/zenfire provides incorrect data for ES after market close. Like for example, on a 15 minute ES chart,after bar ending 4:15 pm EST, the next bar should be bar ending 4:45 pm EST, as ES is closed from 4:15 to 4:30 pm EST. But ninja prints a 15 min bar ending 4:30 pm EST with some data (which it should not as market is closed).

This problem was not there in NT 6.5/zenfire, but I keep seeing it in NT7. Is this a known bug with zenfire/ninja,..do you know when zenfire will fix it? I am using the Default 24/7 session for ES data.

Thanks
Achiever

[NinjaTrader_RyanM1]

Hi Achiever,

For the best results here change the session template to CME US Index Futures ETH. This should produce the bar time stamps you're expecting. To see the definitions for this session template, click Tools > Session manager.

[achiever]

Thanks Ryan, I tried that session, it works on the 15 min chart. But for 60 min chart,I need the bars to end at the hour like 10:00 am,11:00 am etc,..but with this session it ends them at 10:30 am,11:30 am etc. Anyway I can configure/change,..so that 60 min bars end at the hour?

Also, in general is this bad data coming from zenfire feed that plots when market is closed in ES? Is zenfire tech support aware of this data problem and working to fix it?

Thanks
Achiever

[NinjaTrader_RyanM1]

You can create your own session templates if you have a different preference. This page can help working with the session manager:

http://www.ninjatrader.com/support/helpGuides/nt7/using_the_session_manager.htm

There is not an issue with the data. Please review how bars are built here:

http://www.ninjatrader.com/support/helpGuides/nt7/how_bars_are_built.htm

The time stamp represent when bars are end, and the session template tells it when to start. If the session starts at 9:30, then the first 60 minute bar is stamped at 10:30, representing trading from 9:30 - 10:30.

[achiever]

Ryan,

Here is an example, where zenfire records data even when ES futures is closed. Like here, for 1 minute data,there should not be anything between 4:15:01 to 4:16:00 pm EST on 7/12/11 as market is closed,but zenfire records that data.

http://i54.tinypic.com/2ptnync.png

Isn't this incorrect data coming from zenfire?

I noticed few other times,where in data is recorded during a saturday or sunday as well when ES is closed. And this affects ES 60 min and daily charts.

Thanks
Achiever

[NinjaTrader_RyanM1]

I'm not sure about that particular trade. When viewing the same day historically it does not show here. Most likely it's a delayed packet sent at the close. You can right click > exlude on that row and it won't be included. You'll also want to check your PC clock, that it is not set in advance of actual time.

[achiever]

Ryan,

One more occurrence of bad data received from zenfire with NT7. It shows data on Sunday 7/17/11 for 2:05 pm

http://i53.tinypic.com/2eeihzd.png

I know many other NT users who are seeing exact same bad data from zenfire. This occurred on weekend so was easy to spot. Can the zenfire support team please look into this? I have my windows 7 computer clock correct, as I synchronized it with time server. I am on NT 7.0.1000.5

I also noticed such weekend bad data occurrences in older ES contracts.

Thanks
Achiever

[NinjaTrader_RyanM1]

You can see this at times when market is closed. In NinjaTrader you can right click on that and > select Exclude.

NT session templates can also be used so that they don't include data when session is closed.

I don't believe Zenfire support monitors these forums. These forums are dedicated to NinjaTrader platform.