SPY session

[gdavis74]

Since SPY trades from 4am to 8pm Mon-Fri, I created a session template in the Session manager named Default 24/5. It contains Mon-Fri with the session beginning at 4am and ending at 8pm.

When a new day starts, the daily chart does not chart the new day until I reload historical data and sometimes it doesn't even start creating the daily bar when doing that.

Do I have to do something different in terms of the session template like maybe 3 sessions:
4am to 9:30am
9:30am to 4pm
4pm to 8pm

Or maybe I have to have the correct exchanges in the instrument manager or different ones?

Help please !

[NinjaTrader_Kyle]

Hello,

Thank you for your post.

Which data source do you use with NinjaTrader?

[gdavis74]

Kyle, I use MB Trading's data feed.

[NinjaTrader_Kyle]

Hello,

Thank you for clarifying.

Would your results appear more correct if a 1440 minute chart was used with this same Session Template setting?

[gdavis74]

I could try that. Now today, the daily bar worked correctly. It started charting the daily bar at 4am.

So in general, you don't see anything wrong with the session template I'm using, 4am to 8pm Mon-Fri?

It should work?

[NinjaTrader_Kyle]

Hello,

Daily bar sessions are defined at the server so a change in session templates would not effect a daily bar however, yes, your template should function normally with a 1440 minute chart.