Daily Chart Mismatch. InteractiveBroker provider.

[alexstox]

Kinetick Day close vs CME day close vs IB day close

Dear Support, Kinetick provides day close as settled prices (like CME does). InteractiveBroker provide last session price as day close. Can I see day close as Last session price in Kinetick data?
//as always I see on 6E future contract//

[NinjaTrader_Matthew]

Hello Alexstox,

With Kinetick, you can get the Last session price by using a 1440 Minute bar interval. This will replicate a daily session and give you the last trade that occurred for that day for the close value.

We did more testing regarding your chart mismatch report; can you remind me the operating system you are running? Was it Windows XP or Windows 7?

Thanks.

[alexstox]

Well. I spent lot of time. Let's summarize. Sorry, could not write this earlier.
1. 2 different machines (PC and notebook), 2 different systems Win7 and WinVista, 2 different places ===> problem is not in my hardware, Internet etc.
2. I tried TWS ver. 921 and last updated on both PCs ===> No matter what version of TWS you have.
3. I tried to set RTH and ETH session to my time zone and to GMT0, GMT-6, GMT-5.
AFTER all of that:
Only one could solve mismatch - reset PC clock to UTC(GMT0) time. Than everything go fine.
So, dear support, please correct this in next update of NT.
All this about 6E future (EUR) that I trade most of all.

That's it )

[alexstox]

I tried to use 1440min bars Kinetick, but chart became empty and "reload all data" is inactive.

[NinjaTrader_Brett]

Hello,

Thanks for your patience while we looked into this.

As far as getting the missing bars to return on IB please right click on the chart and select data series. Set the Session template to Default 24/7 does this cause the bars to return.

The problem is that with the extreme time difference bars are getting pushed forward a day which is causing the sat trading when the market is closed to exclude a valid date. The Default 24/7 has no entry to exclude data for Sunday therefor should resolve you issue. You will want to use this template for daily charts only.

As far as the kinetick question, kinetick free only supplies daily data and does not supply minute data.

-Brett

[alexstox]

Thank you. Is "default 24/7" useful for other futures? For example, I look at 6E than by using MarketAnalyzer change instrument. So, will this session work for others?

Oops! Still have some "vanishes" =)

[NinjaTrader_Bertrand]

Alex, 24/7 is always useful when you wish to display all available data and not filter for any session break - this would be also the NT 6.5 default setting we used back then, so for aligning chart setups from this version as well a useful option.

For the missing bars you still see, unfortunately you're running into a known IB / TWS bug here for your local timezone (in relation to IB's server time) used. To my understanding it would exist for requesting native daily bars only, so using a 1440 min chart could provide a workaround in your setup.

[alexstox]

So, can I use Kinetick EOD as history and IB only last live day to test my strategy? How to do this?

[NinjaTrader_Bertrand]

Yes, you could connect to Kinetick first to backfill your charts - then disconnect and connect IB only for live data and execution.

[alexstox]

but what should I do if use several futures and change it via MarketAnalyzer by using link feature. one has backfill from Kinetick. Then choose other from the list - chart will be reloaded automatically.

[NinjaTrader_Bertrand]

You could also continuously connect to Kinetick first and IB second as connections, NT would then take all the data (historical and realtime) from Kinetick and would allow for a dynamic daily backfill if needed. However you need to have the exchange subscribed on Kinetick for this setup case, so live data can be received.

[alexstox]

what happen if I connect to Kinetick and then to IB and leave both? How will this work?

[NinjaTrader_Bertrand]

In this case NT would then take all the data (historical and realtime) from Kinetick and would allow for a dynamic daily backfill if needed, order execution would be available to your IB account.

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

[alexstox]

1. Why NT shows last day from KineTick as 22 May, but 22 May is today. And yesterday was 21 May.
I have found why this happen. If futures has "use instrument settings" date is shown OK, but when set "default 24/7" it shows last bar (yesterday) from KineTick EOD as today date.
2. There is very useful feature in NT - even when load 6E 06-12 futures and set 1500 bars to show - it shows instrument history even from previous expired contract. But this does not work with ES futures. Why?

[NinjaTrader_Bertrand]

Alex, you're correct on 1. What ES futures contract do you attempt loading currently? 06-12? If you go into your Instrument Manager under Tools > what merge policy is defined for the ES master instrument, is this set to 'MergeBackAdjusted'?