How to show intraday last 0.5~1 hours of data on NinjaTrader8 chart

[Jason40]

1 minute of US equity intraday historical data are imported into NinjaTrader 8. The trading hours setting is "US Equity RTH". When the chart bar period is set as 60 minutes, the chart shows bars from 10:00~15:30; When the chart bar period is set as 30 minutes, the chart shows bars from 10:00~15:00. How can I display bars on the chart that match New York Stock Exchange time period of 9:30~16:00, regardless of the bar time period of the chart? Thanks.

[NinjaTrader_BrendanC]

Hello Jason40,

Thank you for creating your post with your inquiry.

If you wish to change the times that are set for the trading hours, you can manually edit the trading hour templates to reflect the times you wish. To do so you can go to the Control Center > click 'Tools' > click 'Trading Hours'. Within this window you can search for the US Equity RTH in the 'Templates' section and left click to select. You can either make a copy of this trading hour template to edit as you wish, or you can edit the original trading hour template. Click OK to confirm any changes.

Below I have provided a publicly available link with further information on this topic:

• Trading Hours

Please do not hesitate to reach out to us with any other NinjaTrader questions or inquiries in the future.

[Jason40]

Hi Brendan
Thanks very much for the reply. I already set the trading hours of the data series as "US Equity RTH", as shown in the screenshot in my original post. I also checked that the "US Equity RTH" template has correct trading hour setting (see the screenshot in this post reply). But still the issue exists. That is, in 60 minute bar chart, the bar range shown are from 10:30~15:30 and in 30 minute bar chart, the bar range shown are from 10:00~15:00 (see the screenshot in my original post)

[Jason40]

attach 1 minute of sample data file for your review and test.

[NinjaTrader_BrendanC]

Hello Jason40,

Thank you for responding with these details and for providing these screenshots and data to import.

I was able to test this data on my end and experience the same behavior with this imported data. It is important to note that imported historical data may not conform to the trading hour template that is applied. If the source of the historical data does not have the last hour, then there would be no last hour in the historical data as I experienced when I tested this data on my end.

Please do not hesitate to reach out to us with any other NinjaTrader inquiries in the future.

[Jason40]

HI Brendan, thanks for the reply. If you open the attached sample data file attached in my prior post in any text editor, you could see that the sample data provided are from January 01~14, 2021. Within each day, the times are from 4:00~17:59. Therefore the data do include regular trading hours from 9{30~16:00. But NinjaTrader 8 shows only 10:30~15:00 when using "US Equity RTH" template, as you and I have experienced. Any other settings am I missing? Thanks very much in advance.

[NinjaTrader_Heath]

Hello Jason40,

Thank you for your post.

This is expected using the US Equities RTH template s this template is coded to only show trades from 9:30 AM to 4:00PM Eastern Time.


Please feel free to write in if you need additional assistance.

[Jason40]

Hi Heath, if you read the post in complete context, you would see that the issue is that NinjaTrader 8 shows intraday bars from 10:30~15:30 in 60 minute bar chart, missing 15:30~16:00 bars. Again in 15 and 30 minute bar chart, it misses bars from 15:00~16:00. NinjaTrader_BrendanC also confirmed this issue. See his post above. Thanks.

[Jason40]

Hi Heath, in the prior post, I also attached a sample 1 minutes of data file, you can try to import them into NinjaTrader 8, and see the results yourself. Please be aware, the intraday data times are from 4:00 ~ 17:59. But when using "US Equity RTH in "NinjaTrader 8, it shows only bars from 10:30~15:30, missing bars from 15:30~16:00 bars in 60 minute bar chart. Similar issue exists in 15 and 30 minute bar chart.

[NinjaTrader_Heath]

Hello Jason40,

Thank you for your note.

When i load the data on my end it only charts until 12:00 Mountain time and does not provide the remaining hours. See below:



However when i reload connected to a Kinetick feed that can pull historical data for this same chart with the same settings i get time from 0800 to 1400 as expected. This indicates an issue with the data in the file you're trying to import.

Please note my charts are on Mountain time.



The trading hours template would not restrict this with one set of data but not a live connection unless the data were were attempting to load was corrupted or formatted with an incorrect time. Can you confirm this data is formatted as UTC on export?


Please feel free to write in if you need additional assistance.

[Jason40]

Hi Heath, the sample data are from https://firstratedata.com/. FirstRateData provides research-ready data. Their data are sourced directly from all major exchanges, and the data are tested for consistency and completeness. After downloading the sample data, the data just need to be re-formatted into what NinjaTrader required format. See below samples:

Original format: 2021-01-04 04:00:00,375.64,375.69,375.64,375.69,2606
NinjaTrader format: 20210104 040000;375.64;375.69;375.64;375.69;2606

Also after data importing, NinjaTrader shows that all data import are successful without error. So I would assume the data are accepted as valid by NinjaTrader without any error.

You can also open and take a look at my prior posted sample data file, and see if the data are ok.

BTW, could you please provide me with your working version of a small sample data, say 3 days of 1 minute intraday data, so that I can compare and see if it is really data problem, or an error with NinjaTrader? Thanks.

[Jason40]

Hi Heath, I am in eastern time zone, which should be 2 hours ahead of the mountain time. The NYSE operates from 9:30~16:00 EST, that would be 7:30~14:00 MT, I am just wondering why your chart shows 8:00~14:00 with Kinetick data, missing 7:30~8:00 bars? Thanks.

[Jason40]

Hi Heath, in terms of the sample data time zone, it is in US Eastern time. I got this information from FirstRateData web site, as are quoted below:

https://firstratedata.com/about/FAQ

Stocks, ETFs, Futures, FX, crypto and US indices are in US Eastern Time
International Indices are in the local timezone of each exchange the index is based on. For example, the Hang Seng Index is Hong Kong Standard time, ASX is Australia Standard time, Nikkei is Japan Standard Time.

[NinjaTrader_BrendanC]

Hello Jason40,

Thank you for responding with these details.

When Heath showed the 30-minute chart, as you mentioned the 7:30-8 bar was not visible. This is due to the fact that NinjaTrader stamps a bar with the closing time of the bar. Due to the fact that the US Equities RTH hours start at 9:30 (Eastern), this would mean the first bar being built would appear with the closing timestamp of the bar. If it is a 30-minute chart that is selected, this would display the first bar starting at 10 (Eastern, 8 for Mountain time).

Below I have provided a publicly available link with further information on this topic:

• How Bars are built in NinjaTrader 8

Additionally, as requested, I have provided some historical data of the SPY instrument you can import and further test with.

Please do not hesitate to reach out to us with any other NinjaTrader inquiries in the future.

[Jason40]

Hi Brendan, thanks for the reply. I imported your data file and it correctly shows bars from 10:30~16:00. I also compare your data to mines, and I didn't find any differences in terms of the data format. I notice that only data start and end timestamps for each day are different. Therefore, I did the following test. I put only the following 4 lines of data in a file called "SPY.Last.txt".

20210114 145800;379.825;379.92;379.815;379.88;53209
20210114 145900;379.87;379.903;379.83;379.903;51933
20210114 150000;379.905;380.08;379.87;380.08;133583
20210114 150100;380.07;380.075;379.94;379.945;70377

I then import the SPY.Last.txt file into NinjaTrader, it shows that the "4 data record(s) was successfully imported". But when I used the imported data to create a new chart to show 1 minute chart, the bars are from 9:58~10:01 (See screenshot 1). Why NinjaTrader doesn't recognize the timestamps in the data file correctly? How does NinjaTrader decide the first bar timestamp is 9:58, not 14:58?

I then did the exactly the same test, but the 4 records of data are now extracted from your sample data file, as shown below:

20210329 145800;393.15;393.28;393.06;393.15;104669
20210329 145900;393.18;393.32;393.12;393.31;95366
20210329 150000;393.32;393.59;393.18;393.21;235928
20210329 150100;393.21;393.21;392.86;392.99;223114

Now the 1 minute chart shows the bars from 10:58~11:01 (See screenshot 2). As you can see that the above two sets of data have exactly the same timestamps, only dates are different. NinjaTrader can correctly detect dates, but not timestamps, as you can see from the 2 screenshots. You may also duplicate my tests above and see if it shows same in your NinjaTrader. Thanks.