AddDataSeries Trading Hours

[BGWTEX]

Greetings,

Running my Indicator on a 30 minute, ES 06-20 chart with Trading Hours Template "CME US Index Futures ETH BGW EOD 315 (1)", I've added 2 Data Series :

AddDataSeries("ES 06-20", new BarsPeriod() { BarsPeriodType = BarsPeriodType.Minute, Value = 1}, "CME US Index Futures ETH BGW EOD 315 (1)");

AddDataSeries("ES 06-20", new BarsPeriod() { BarsPeriodType = (BarsPeriodType) 6565, Value = 1},"CME US Index Futures RTH BGW Daily-Full Holidays");


The 1 Minute Bars seem to be effected by the RTH Hours Template, "CME US Index Futures RTH BGW Daily-Full Holidays".

Or maybe I'm wrong & something else is going on ?

However, when I added "new BarsPeriod() { BarsPeriodType = (BarsPeriodType) 6565, Value = 1})" to the Weekly Bars to get RTH hours, the 1 Minute Bars while "Historical" run during ETH, but when the 1 Minute Bars go to "Realtime" during ETH, they stop, only to catch up and run when RTH begins (the bars not run while "Realtime" ETH all run at once).

I want to get the 1 Minute Bars, running while "Realtime" during ETH, to run during ETH, not storing up to all run when RTH begins.

The 1 Minute Bars ran OK when the Weekly Bars were added using :

AddDataSeries(BarsPeriodType.Week, 1);

But then, that doesn't give Weekly Bars using RTH needed to make correct weekly Pivots.

Thanks for your help,

Bruce

[NinjaTrader_Kate]

Hello BGWTEX,

Thank you for your post.

As noted in the section of the help guide on AddDataSeries here: https://ninjatrader.com/support/help...dataseries.htm

"If your NinjaScript object is using AddDataSeries() allowing to specify a tradingHoursName, please keep in mind that: An indicator / strategy with multiple DataSeries of the same instrument will only process realtime OnBarUpdate() calls when a tick occurs in session of the trading hour template of all added series. Any ticks not processed will be queued and processed as a tick comes in for all subsequent DataSeries."

There would not be a supported workaround for this, unfortunately.

Please let us know if we may be of further assistance to you.