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Cant view ETH premarket daily equity bars for SPY before the market opens

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    Cant view ETH premarket daily equity bars for SPY before the market opens

    Hi,
    I want to look at daily equities data to see how the current bar is forming in premarket (I'm using US Equities ETH Trading Hours template). I can view it using any Minute time frame (e.g. 1 minute up to 630 minutes) but as soon as I switch to Day, the premarket data is gone and all I see is the daily bars until yesterday.

    It seems illogical to apply the Reg session times to the ETH template and I should be able to add the data in the whole session defined in the ETH template to the daily bars.
    Other platforms allow me to analyze equities data in this way.
    Regards,
    Imran

    #2
    Daily bars are not affected by trading hours templates because these are just 5 data values (Open, High, Low., Close, Volume) coming from your provider for any particular daily bar. I would expect you to see daily bar information however your data provider supplies it to you.

    So I may more accurately understand what you're reporting, please answer the following questions:
    • What version of NinjaTrader 8 are you using? Please provide the entire version number. This can be found under Help -> About (Example: 8.0.X.X)
    • Who are you connected to? This is displayed in green on lower left corner of the Control Center window.
    • Do you receive an error on screen? Are there errors on the Log tab of the Control Center? If so, what do these errors report?

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      #3
      I use NT8 8.0.17.2 64 bit and use IQFeed. Just verified with iqfeed charting app that there is indeed no daily data during pre-market. So I guesss NT8 is working as expected - there are no errors.

      Sorry I was expecting certain behaviour that I have seen on other platforms that is very useful for daytrading pre-market analysis.
      Thanks for your help.

      Comment


        #4
        A work-around for this would be to chart 1440 minute bars. This creates a 'daily' bar built from minute data which can be manipulated with trading hours templates.

        Comment


          #5
          Originally posted by NinjaTrader_PatrickG View Post
          A work-around for this would be to chart 1440 minute bars. This creates a 'daily' bar built from minute data which can be manipulated with trading hours templates.
          Thank-you Patrick. That sounds like a good idea. I did think about that but was wondering if the 1440 bars are synthetically built in the Ninjatrader client or come directly from iqfeed?
          If synthetically built locally it would slow down Ninjatrader and use more bandwidth if I wanted to view say a years worth of daily data.

          Comment


            #6
            Data providers only supply raw tick, minute, and daily data to NinjaTrader. NinjaTrader then processes this data into the desired interval on your charts.

            Comment


              #7
              OK Thank-you. At least I have an option.

              Comment

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