Missing 15 minute bars

[newworldguy]

I notice a lot of 15 minutes bar in ES-06-14 which is quite strange:


For example, 24/4/2014 4:30 pm and the same time for the few prior days.

[NinjaTrader_Jason]

Hello newworldguy,

Do you load the missing data if you right click in the chart and select 'Reload All Historical Data'?

To what data feed provider do you connect in NinjaTrader?

[newworldguy]

I am connected to kinetick. reload doesn't help!

[NinjaTrader_Jason]

Am I correct your PC clock is set to US Central time zone? Please note that no 15 minute bar exists that would be timestamped at 4:30 PM US Central time. The ES is not trading during this period.

Please note that NinjaTrader timestamps its price bars using the closing time. So the 4:30 PM - 15 minute bar starts at 4:15:00 PM till 4:29:59 PM.

[newworldguy]

The time stamps are EST. SO for example 4:45 exists. I checked both on the graph and by writing a simple Ninjascript.

In other words the GLOBEX session is: 6:00:00 AM to 5:15:00 AM next day

[NinjaTrader_Jason]

Thank you for clarifying.

When I test Kinetick on my end, I experience the same. I will forward your report to Kinetick.

[newworldguy]

appreciate your effort.

[NinjaTrader_Jason]

The missing data is expected as there is a trading halt between 4:15 and 4:30 PM Eastern time.

http://www.cmegroup.com/trading/equity-index/us-index/e-mini-sandp500_contract_specifications.html