How to handle weekend futures trading data on daily charts

[Jasper99]

Hi, I noticed on my daily charts (eg CN - SGX China A50 Index Futures) that Saturday trading is plotted as its own daily bar, in effect giving 6 daily bars per calendar week trading. However, when I compare with other charting sources, Saturday's trading (including Friday's evening session) is part of Monday's daily bar (for Asian mkts at least). I tried to adjust the 'Trading Hours' settings in NT8 but it wont allow me to have a trading day longer than 24hrs, therefore can't create a daily chart with 5 bars per week as should be the case. Can you advise how to solve this?

For clarification I've attached NT8 daily chart for SGX China A50 Index Futures (contract CN) and also a Daily and 60min chart from Trading view showing the Friday evening and Sat session is included in Monday's daily range. If I've misunderstood something about how this contract trades please let me know. I have also noticed this for other asian timezone mkt (eg Hang Seng, Taiwan index on SGX).

Also, the daily charts seem to be shifted forward by 1 day - ie todays date (26 Nov) is actually shown as 27 Nov on the chart. How can I adjust this? The Historical data files show the correct date for the daily data but is charted with the incorrect date

Appreciate your assistance

[NinjaTrader_Marco]

Hello,

Thank you for your post.

Segments that span >24 hours will cause improper timestamps for daily or higher charts, thus the restriction for this scenario and is expected to ensure bar data remains meaningful.

You could use the Trading Hours template Default 24/5 to create a 5 bar week on a daily chart that would exclude the weekend data that would be outside of RTH or ETH Trading Hours.

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