Important RTH Issue in NT8

[jcrza]

https://ninjatrader.com/support/forum/showthread.php?t=107431&highlight=rth

This thread outlines the problem.

If you select CME RTH hours and then load a Daily or Weekly time series it shows ETH data.

I get that there's a workaround, but this is wrong. Can you guys fix this? Obviously anyone selecting Daily/Weekly/Monthly in RTH only wants to see 930-4PM trading hours reflected in their bars.

When do you plan to change this?

[NinjaTrader_ChrisL]

Hello. Thanks for the post.

This happens because of the data provider. Daily bars a pre-built by the data provider in ETH. Please see this chart, notice the "Daily Bars Trading Hours" column.

https://ninjatrader.com/support/helpGuides/nt8/en-us/?data_by_provider.htm

The workaround of a 1440 min chart is the only way for now. I will add a vote for you on feature SFT-1062.

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

[brucerobinson]

This is sooooooooooooo frustrating.
As commented by Ricam in the herein linked thread it is WRONG
As for NT's RyanS' comments that it was changed in 8 due to a high number of user requests, my thoughts are that those user requests would be to have the choice between ETH and RTH, not have an incorrect solution forced on them. So it is an incorrect implementation of user request
With regard to it being due to how Data Providers compile their Daily Bars, Data Providers have been doing this for years. It is for NT to develop the platform to deal with what Data Providers do, which has not been done. Objurgating responsibility.
This has far reaching implications - I have massive problems getting simple OHLC for ETH and RTH ending up using 3 Data Series for every chart to separate out ETH and RTH and have to use Custom Session templates negating some of the benefits of the half-implementation of Contract Rollover (still doesn't have Volume-basis and still requires manual checking), it affects Pivots calcs etc
Quite literally hundreds of hours spent trying to determine how to work around this.
And the NT response is 'we did it this way because users asked for it'. I don't think so, I don't think users asked for THIS. Users may have asked for ETH hours, but I very much doubt a large number or users asked to get ETH daily bars when they want RTH daily bars. When you've known that some Data Providers supply ETH daily bars, deal with the 1440 minutes approach in the core NT software as a selectable option, not as a workaround that introduces other issues. It has been the case for years

[NinjaTrader_ChrisL]

Hello Bruce. Thank you for your post.

I have brought all user concern to light in my email to the feature tracking system. Please check the release notes to keep track of added features.

https://ninjatrader.com/support/helpGuides/nt8/en-us/?release_notes.htm

Please let me know if I may be of any further assistance.

[RonnyKeller]

I had the same issue, so I modified Daily, Weekly, Monthly bars to show "real" RTH-Data from intraday minutes-based bars. Please check whether the solution in the following thread might help you:

https://ninjatrader.com/support/forum/showthread.php?t=92200

I use'em every day for my trading.