Session Start and End

[jbesada]

Hello,


I am using Session GetNextBeginEnd method to get Session Start and End. Code looks like this:

if (Bars.FirstBarOfSession)
{
iSessionID++;
Bars.Session.GetNextBeginEnd(BarsArray[0], 0, out m_SessionBegin, out m_SessionEnd);
Print("Session number " + iSessionID + ". From " + m_SessionBegin + " to " + m_SessionEnd);
}
I am getting very odds results. Using RP 12-12 instrument:
Session number 1. From 28/09/2012 0:00:00 to 28/09/2012 20:55:00
Session number 2. From 01/10/2012 16:00:00 to 01/10/2012 23:00:00
Session number 3. From 02/10/2012 0:00:00 to 02/10/2012 23:00:00

Only Session 3 output is as expected (according to the session template). It is even stranger, because in Historical Data Manager ->Edit, bit data, I can see full data for session 2 (From 0:00 to 23:00), but the methods says that it starts at 16:00.

Is this behavior normal?

Regards

[NinjaTrader_Bertrand]

jbesada, which session template are you working with for your instrument? What outcome would you see if you worked with the time-stamp based signature offered as well?

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

[jbesada]

The session template is CME Forest Futures ETH. As previously commented, the right session values on my local time are between 00:00 and 23:00.
I think the problem is related to the know issue of NT of closing bars with last timestamp only.
With an easy check, you can see this problem.
Configure a chart with RP 12-12, one minute and bid data; see output with this toy code
if (Historical)
{
Print("Historical: " + BarsInProgress + " - " + DateTime.Now + " / " + Time[0] + " " + Close[0]);
}

Historical: 0 - 02/10/2012 13:56:04 / 28/09/2012 20:53:00 0,79695
Historical: 0 - 02/10/2012 13:56:04 / 28/09/2012 20:54:00 0,797
Historical: 0 - 02/10/2012 13:56:04 / 28/09/2012 20:55:00 0,797
Historical: 0 - 02/10/2012 13:56:04 / 01/10/2012 16:01:00 0,80095
Historical: 0 - 02/10/2012 13:56:04 / 01/10/2012 16:02:00 0,80085
Historical: 0 - 02/10/2012 13:56:04 / 01/10/2012 16:03:00 0,8009
First data of 01/10/2012 is at 16:01 but that is wrong, please see in attached figure that there are previous data.
I really need get true Bid data of a previous day, is there any way to work around this issue?

Regards

[NinjaTrader_Bertrand]

Looked into, same if you change to the CME FX Futures ETH template here? That would provide the correct hours for this instrument ranging from 5PM to 4PM Central US time.

[jbesada]

Your are right, it was bad configured. Thank you!