Wrong 30min candle on YM open?

[marcoheimann]

Hi,

today YM opened at 5am (US Central). My Ninja was connected to IB TWS before the open I'm looking at 30 min charts and seconds after the open I already have two 30min candles? I checked in TWS charting but there is only one candle (5 to 5.30). It looks like the 4.30 -5am and 5 - 5.30 candles from ninja taken together add up to the same candle that is displayed in TWS for 5 - 5.30 (see attachments). I think that the first quotes of the day must have been stamped before 5am, but I don't see why? Is there any measures I can take to prevent this from happening in the future?

Yours,

Marco

PS: I called a friend also running Ninja and TWS. He has the same candles and quotes.

[NinjaTrader_Jason]

Hello Marco,

Can you please right click in the chart and select 'Reload All Historical Data'. Does it still plot two bars?

Please go to Control Center-->Tools-->Historical Data Manager-->Edit-tab. Check if you see minute data listed before 5:00 AM CST, which would clarify the first 30 minute bar.

You can delete historical data in the Historical Data Manager-->Edit-tab. More information can be found at the link below.

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

Session templates determine at what times data is loaded in charts. You could create custom session templates so the chart will only receive/load data at the times you configure. You can create session templates in the Session Manager. See the following link for more information.

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

[marcoheimann]

Hi Jason,

Thanks for th quick reply. At first realoading the historical data did not change the chart. Shutting down TWS and Ninja and starting them again resulted in correct charts.

I also looked in the historical data manager, but there was no data before 5am (minute data OHLC at 5.01).

My session template is 24/5 as my system runs whenever the exchange is open.

Can you please help me to understand what happened? I really don't want this to happen again because it could result in erroneous signals: Because my system only updates on close of every 30 minute bar, I expect it not to trade before 30 minutes after the open. When there is a erroneous bar before the open (althoug it is corrected after) my system might use the erroneous OHLC and take action it would not have taken in backtests.

I appreciate your efforts to help me with this.

Marco

[NinjaTrader_Brett]

Hello,

You were connected through the market being closed correct?

-Brett

[marcoheimann]

Hi Bret,

Yes, YM was closed. But I also trade YG which was open, so I was already connected.

Marco

[NinjaTrader_Bertrand]

Marco, IB data would be timespamped with your local PC clock, so it would be paramount this is kept 100% accurate - this could be done via onboard OS tools like Internet Time in the lower right time tab in the main toolbar. Be sure to not set the sync server time.windows.com as we have sporadically seen issues with it here.

[marcoheimann]

Hallo Bertrand,

You're right that the issue came from the windows time. It had a lag of 35 seconds that caused the wrong the entry.

I updated the time, with OS tools, and tried all four servers provided by windows (except time.windows.com). My windows time was updated and now closer to the TWS time, howevet I still saw that there was a lag of 9 seconds. Is there any way to get as close as possible to IB time?


Marco

[NinjaTrader_Bertrand]

Thanks for the reply and feedback - I would not be aware of a way to sync to IB's shown time, but perhaps you can ask their support what time server the TWS would use for syncing itself? Just a thought.

Other than that you could try adjusting your PC clock manually to the IB clock shown, but it would never bee 100%.

[marcoheimann]

I just spoke to one of IB's technitians. He didn't want to tell me what time server IB uses, then said it was a ninja issue and i should request the use of a different timestamp method from ninja.

For now I did what you suggested and changed windows time manually to TSW time. I'll check regularly and will see if it stays in sync.

It is just frustrating that yesterday my system did not take a trade and when backtesting at the end of the day you see that if you reload the data there actually was a little profit to be made - only because I was out of sync for 30 seconds