Daily Bars Not Correct, Minute Bars Are

[upshon]

Hi

My charts are showing discrepancies between the Data in Daily Bars & Minute Bars when connected to Vision.

If I look at the Euro FX December Contract '6E 12-11' for he 18th November 2011 I get the following
O = 1.3577
H = 1.3589
L = 1.3494
C = 1.3515

However when looking at the data on a minute chart I get the following

O = 1.3467
H = 1.3614
L = 1.3447
C = 1.3526

Vision uses Rithmic and Rithmic only supply Minute bars as history, so I assume NinjaTrader is creating the Daily bars from the minute bars.

Looking in Instrument Manager the 6E has a Session Template of 'CME FX Futures ETH'
and the 'CME FX Futures ETH' Session Template has the Start Time of 5:00 pm and End Time 4:00 pm Central Time.

Can anyone explain why I am getting this difference and How I could resolve it, as I need to reference Daily data in my strategy?

Thanks

Mike

[NinjaTrader_Kyle]

Hi Mike,

Thanks for your post.

Which session template are you using in your minute based charts? To check, right click in the chart and select Data Series - Session Template will be listed to the right.

[upshon]

On Both Charts the Session Template is <Use instrument settings> and the Session for the Instrument is 'CME FX Futures ETH'

[NinjaTrader_Kyle]

Hi,

Please reload historical data in both charts, then check the OHLC values again. Does the discrepancy remain?

[upshon]

Have Done that yes discrepancy still remains, I have even tried deleting all the cashed data and still get the same issue.

[NinjaTrader_Kyle]

Hi,

Is Vision the only provider you're connected to? If so, can you tell me which build of NinjaTrader you are running? (Help > About)

[upshon]

Yes I am only connecting to Vision

Am running NT 7.0.1000.7 (Live)

[NinjaTrader_Kyle]

Hi,

Could you please provide me with a copy of your workspace? You'll find the workspace in the Documents > NinjaTrader 7 > Workspaces folder.

[upshon]

What email can I send it to?

Forum won't allow me to upload it.

[NinjaTrader_Kyle]

Hi upshon,

In that case, please send the note to Support [AT] NinjaTrader [DOT] com with a link to this forum thread.