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OHLC daily chart wrong open and close etc..

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    OHLC daily chart wrong open and close etc..

    My charts have wrong open and closes.
    Looking at BRN chart 09-12 vs theice.com

    NT 23.07
    O 103.5
    H 104.68
    L 102.55
    C 103.11
    theice.com 23.07
    106.9
    106.94
    102.42
    103.26

    NT 20.07
    107.5
    107.7
    105.6
    106.83
    theice.com 20.07
    107.5
    107.7
    105.6
    106.83

    My other charts have wrong high/lows also. DX, GC etc.
    Some days are right, some are wrong.

    My settings are 24/7 in session template in data series.

    In instrument manager it is standard Nymex RTh.

    I have CQG through AMP, and have also used the Kineticks EOD.

    My time is + 0100 Madrid.

    I of course have the 'one day ahead' dates which is silly not being fixed.

    Also I don't understand why I need to connect to Kinetick to get historic data, I thought I got this through CQG??
    Attached Files

    #2
    Hello,

    The CQG connection will use the NinjaTrader historical data servers which do not include overnight data, which results in the different OHLC values.

    If you would like the overnight data included, please make sure you are using Kinetick for daily data. To ensure your daily bars come from Kinetick, you will need to connect to Kinetick End of Day first, and then connect to CQG. This configuration will get your daily data from Kinetick, and intraday data from CQG.

    Regarding the time stamp, please change your daily chart from Default 24/7 to Nymex RTH or any other RTH session template. This should ensure that the closing time occurs on the same date. If you use the Default 24/7 session template, and your PC clock is ahead of eastern time, the closing time is 12:00AM Eastern, which would give you the day ahead.
    MatthewNinjaTrader Product Management

    Comment


      #3
      Thanks, this worked for my charts. Have asked about this before, but was told I only could use 1440min charts to have the same date.

      I have set session template in data series to the default session template in instrument editor. ex: Symbol 'BRN' has Nymex Energy RTH in instrument editor as the default so I set this in session template in data series on my chart. I did the same with 'DX' which has IPE Europe Futures, 'YG' with CBOT Metal Futures ETH. and so on..

      Is this the correct way?

      What should I use on my 60min charts and 5min? I use 24/7 on them.

      Also I can't find out how to set automatic rollover on contracts, how can I do this?

      Comment


        #4
        Hello,

        The setting in the Instrument Editor will by the settings used when your charts Data Series/Session Template is on "Use Instrument Settings".

        The session you use is up to you - it just depends when you want the 5 or 60 minute chart to start and end each day. If you use Default 24/7, the session will start and stop at 12:00AM Eastern.

        There is not a way to automatically roll over futures contracts and will need to be done manually.
        MatthewNinjaTrader Product Management

        Comment


          #5
          My time now is 03.40am in Madrid +0100.
          BRN charts are not moving. The DOM ladder is moving. The date on Daily BRN is 27th Looks like it is frozen on the closing price 106.47.
          While writing this I found out the END DATE was 27th on my 5min BRN (24:7sessionTemplate), which I switched to 02.08, now its "live". Why is the end date the 27th, where do I get the 'end date' dates from and when do I input the new dates?!
          And why is this not automatic.
          The more I touch the more I need to adjust?

          BRN daily chart is stuck with End date the 30th, and can't be changed. is this because the session template is using 'instrument settings' which is Nymex energy RTH and that date and time is still on "Sunday" and it's closed atm?

          This is really confusing!

          I need the charts the move 24/7 - when the market is moving!
          And I need correct bars, OHLC and the correct time and date.

          This should be default settings for a chart program. Why is it not?

          I can't change all of my settings, on every symbol, chart etc.. everyday..
          And after this is done, don't forget to connect to kinetick to update your charts, before connecting to your live paid data feed.

          Comment


            #6
            Hello,

            When was the last time NinjaTrader was restarted? Were your charts open from the 27th?

            Were you recently using market replay data on this workspace?

            Can you specify what you mean by cannot be changed? Is it greyed out? Or does it revert back? Or do you mean that it says the correct end date, but the data does not show up to that date?
            MatthewNinjaTrader Product Management

            Comment


              #7
              Wrong Reflection of Data Series

              Hi

              While the historical data has been uploaded correctly, the bars are not getting reflected appropriately in terms of OHLC. I use the NSE session template whose start and end times are 9.15 AM and 3.30 PM respectively and this session is being used across all the instruments that I had defined. The first attachment contains the data at the start of the session at 9.15 AM which can be compared with the second attachment containing the corresponding chart that shows the open price incorrectly. I am no sure I have missed out any other settings as I am pretty new to NT.

              Please help me in resolving this issue.

              Regards

              Shankar
              Attached Files

              Comment


                #8
                Hello Shankar,

                Does it make a difference if you right click in the chart and you select 'Reload All Historical Data'? If not, please disconnect your data feed/broker connection and go to Control Center-->Tools-->Options-->Data-tab, click Repair DB. Restart NinjaTrader and check if the chart loads data correctly.

                If the issue remains, please exit NinjaTrader and go to Documents-->NinjaTrader 7-->db and delete the entire cache folder. Start NinjaTrader and check again.

                If data is still not loaded properly in the chart, please tell me to what broker/data feed you connect in NinjaTrader. Or did you manually import the historical data?

                Comment

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