Volume of rangebars and last bar of daily data

[pavelevap]

Hello,

I upgraded NT to 6.5.1000.2 and there are two problems:

1) Last bar (todays data) are not shown on my daily chart.
Example: symbol SABAAORCO-PRA (eSignal, Prague Stock Exchange).

2) There is also problem with refreshing daily data of this symbol, there is gap from 9 to 14th April 2008. When I tried it with Ensign software or eSignal, it works for me well without this gap.

3) I am not sure if there is problem with logic of counting volume of rangebars.
Example (ER2 from OpenTick, but also from eSignal):
Rangebar1: Open 729.5, High 730.1, Low 729.1 Close 729.1
Rangebar2: starts with Open 729.0.
But there is problem with volume, because volume of first tick of new Rangebar2 (with value of 729.0 and volume for example 3) is counted to sum of volume of Rangebar1. So price 729.0 is shown right on Rangebar2, but volume of this tick is added to previous Rangebar1.
I tested this problem by exporting ticks data (and analyze it in Excel) and it looks like this is some kind of bug.

Thank you for your help...

[NinjaTrader_Dierk]

Please send your eSignal account credentials to "christian AT ninjatrader DOT com" for further research.

[pavelevap]

OK, sended.

Ad 1) Update: After market hours ended, I can see today daily bar now. It did not work only during trading session in Prague probably.
ER2 and other (non-Prague) symbols are OK

[NinjaTrader_Dierk]

On 2) eSignal's data for these days is inconsistent, meaning Open > High, that's why NT discards that data.

Honestly, I doubt you will get this rarely traded stock working properly. This now is the 2nd issue related to eSignal's data quality on that stock. Please try to reproduce issues on more popular stocks to avoid issues which are just related to eSignal's data quality but not to NT.

[NinjaTrader_Christian]

Hi pavelevap !

3) Was a inconsistency which is fixed and will be available with the next update. Thanks for reporting !

1) Thanks for your credentials. I will look into it, when market is open again.

Kind regards,
Christian

[pavelevap]

Dierk: OK, thank you, now I get it.
I usually test it in another software and there were these days available because they cut Open price to High. But it is really strange eSignal problem because trade ticks are right and I do not know how they calculated these daily OHLC values.
Thank you for explaining why these data were not diplayed in NT.

Christian: Thank you.

[NinjaTrader_Dierk]

On 1) Same issue as the one we had last week: there is just no market data coming in for that particular stock, since it's only traded a few times a day -> NT can not build the daily bar since it has not seen market data yet.