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Daily Chart of Equities does not load the pre market data

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    Daily Chart of Equities does not load the pre market data



    Can anyone please explain why the daily chart does not show the pre-market activity ??
    I have set both charts to the 24x7 timeframe and still cannot get the chart to load the prices on the daily chart.



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    #2
    Hello,

    Daily charts are not affected by a trading hours template as the daily OHLC values are sent directly from your data provider. This means your data provider is providing daily data during regular market hours only.

    A workaround for this is to use a 1440 minute chart (equal to 1 day) which will respect what trading hours template you have selected.

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      #3
      My data provider is Kinetick(ninjatrader) and my daily chart uses delta computations which would mean i would need to load 365 days of minutes tick data. The solution; using 1440 min, is not particle as it would take ages for the data to download and for the chart to process the delta calculation.
      Last edited by DeltaTraderX; 08-24-2021, 07:16 AM.

      Comment


        #4
        Hello,

        Since Kinetick provides daily data in RTH format, this unfortunately is the only solution. Any daily or weekly bar will exclude ETH data for stocks due to how Kinetick packages daily stock data.

        Please let us know if you have any other questions.

        Comment


          #5
          #OP believes ‘the only solution’ won’t be practical.
          Change data provider to one that provides ETH Daily bars (iirc in Help there’s a Table somewhere which addresses this issue)?

          Comment


            #6
            Hello,

            Below is the referred to table:


            Specifically the 'daily trading hours' column, though as this can vary by instrument class per data provider we advise reaching out to the data provider/broker directly for clarification based on the asset classes you are inquiring about.

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              #7
              Thanks brucerobinson I looked at the chart for historical bid/ask data and Kinetick/IQFeed/DTN were the only options available which supported tick data. I also have a L1 feed from interactive brokers but the bar delta on a minute chart never populates however delta on a daily charts is shown without a problem.

              As for the solution, I changed my timeframe to 1440minutes x 355 days and the data(bar delta) never loaded up in the chart. Also due to this immense data request my market data, at the NY open, was delayed to about two minutes. I had to revert back to the daily chart and restart NT8 just to bring everything back to normal.

              On a side note - Never attach the NT8 OrderFlow+ Cumulative Delta indicator(bar) on a daily chart. That also causes a SEVERE delay in the data feed(L1) of the instrument.

              I'm going to take this up with Kinetick support and see what they say.

              Thanks

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