Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

ES cme index futures RTH chart does not show gap

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    ES cme index futures RTH chart does not show gap

    Hi I opened a 5-minute chart of the ES 06-22 futures and yesterday Friday 3/18/22 does not show the small gap down at the open.
    I have selected the CME US Index Futures RTH in data settings of the chart, but it still does not show the gap.
    Attaching images of NT chart TOS chart and TV chart the other two which do show the gap.
    Is there a setting I am missing to adjust?
    Thanks for any help
    Last edited by sonia0101; 03-19-2022, 08:07 PM.

    #2
    Hello sonia0101,

    Can you please right click in the chart and select 'Reload All Historical Data' and check if you load the same data in NinjaTrader as the other 2 charts. If not, please tell me to what broker/data feed you connect in NinjaTrader.
    JasonNinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_Jason View Post
      Hello sonia0101,

      Can you please right click in the chart and select 'Reload All Historical Data' and check if you load the same data in NinjaTrader as the other 2 charts. If not, please tell me to what broker/data feed you connect in NinjaTrader.
      Hi Jason, Thanks yes I tried that already as also tried deleting the database and cache and tried something read in another thread renamed the ninjatrader.sdf file so that it gets rebuilt on restart, still same results-does not show the gap
      NT broker and Continuum feed

      Comment


        #4
        I don't see a gap when I test it both with NinjaTrader Continuum and Kinetick.

        During what times is data loaded in the other 2 charts? It seems the chart in NinjaTrader has more price bars than the other 2 charts.
        Attached Files
        JasonNinjaTrader Customer Service

        Comment


          #5
          Originally posted by NinjaTrader_Jason View Post
          I don't see a gap when I test it both with NinjaTrader Continuum and Kinetick.

          During what times is data loaded in the other 2 charts? It seems the chart in NinjaTrader has more price bars than the other 2 charts.
          Hi Jason,
          Yes I am not surprised that you did not see the GAP as that was why I posted.
          See here
          notice the Close price on the 17th and then the Open price on the 18th should this not be represented by a GAP down on the chart?Like the charts I posted above
          Not trying to be difficult just don't understand how other regular trading hours charts on different platforms show the GAP and NT does not?
          Thanks for you patience and help

          Comment


            #6
            I tested with 2 different data sources in the NinjaTrader platform. It also shows more price bars than in the charts of your screenshots. I encircled the additional data in my chart in one of the screenshots of my previous post. I suspect this additional data is why there is no gap - the additional data is not loaded in the charts of the other platforms so there is a gap.

            The NinjaTrader chart loads data between 8:30am - 4:00pm US Central time when the 'CME US Index Futures RTH' trading hours template is selected. Between what hours is data loaded in the charts of the other platforms?
            JasonNinjaTrader Customer Service

            Comment


              #7
              Hi thanks Jason would you please do me a favor and actually provide a Yes/No to the question I asked.
              notice the Close price on the 17th and then the Open price on the 18th should this not be represented by a GAP down on the chart?


              If you start at my first post I asked for help with a possible setting I might need to adjust to get the chart to display the Gap correctly.
              The response was as you can see try reload all historical data, and a reference to the amount of bars I had on each chart??What does the amount of bars have to do with the fact the chart is not showing the GAP that occurred on the morning of the 18th?
              The close on the 17th was xx and the open on the 18th was xx--xx lower than the 17th this would produce a GAP in price on the RTH chart.
              Which was displayed on two other platforms does not matter how many bars are on the chart I displayed the bars at the time of the market open in which there should be a GAP

              Thanks
              Last edited by sonia0101; 03-22-2022, 05:32 PM.

              Comment


                #8
                Yes, there would be a gap between those prices.

                Because NinjaTrader loads more price bars (encircled price bars), it does not have the gap as the other charts.

                You can create a custom trading hours template that excludes the encircled price bars in the attached screenshot so it shows a gap like the other charts. You can create custom trading hours templates at Control Center-->Tools-->Trading Hours. Please see the link below for more information.
                https://ninjatrader.com/support/help...the_trading_ho urs_window.htm

                You would use a session end time of 3:15pm US Central time for the custom trading hours template to exclude the encircled price bars.
                Attached Files
                JasonNinjaTrader Customer Service

                Comment


                  #9
                  Originally posted by NinjaTrader_Jason View Post
                  Yes, there would be a gap between those prices.

                  Because NinjaTrader loads more price bars (encircled price bars), it does not have the gap as the other charts.

                  You can create a custom trading hours template that excludes the encircled price bars in the attached screenshot so it shows a gap like the other charts. You can create custom trading hours templates at Control Center-->Tools-->Trading Hours. Please see the link below for more information.
                  https://ninjatrader.com/support/help...the_trading_ho urs_window.htm

                  You would use a session end time of 3:15pm US Central time for the custom trading hours template to exclude the encircled price bars.
                  Hi Jason thanks I have not tried that yet because I am dumbfounded. Then what is the point of having a template in the list labeled CME Index Futures RTH?
                  As the snapshots I sent you from the other two platforms are just that a chart of the RTH of ES 06-22 and they show a GAP.
                  Why in the world would I need to create a "custom" template.
                  I am sorry for seemingly being difficult but if no one including you can't understand my confusion, oh my.

                  Comment


                    #10
                    The 'CME US Index Futures RTH' trading hours template runs from 8:30am to 4:00pm US Central time.

                    The other charts load data up to 3:15pm, so if you like to load the same amount of data (and show the gap), you would need a trading hours template in NinjaTrader that ends at 3:15pm.
                    JasonNinjaTrader Customer Service

                    Comment


                      #11
                      Originally posted by NinjaTrader_Jason View Post
                      The 'CME US Index Futures RTH' trading hours template runs from 8:30am to 4:00pm US Central time.

                      The other charts load data up to 3:15pm, so if you like to load the same amount of data (and show the gap), you would need a trading hours template in NinjaTrader that ends at 3:15pm.
                      Ok thanks for your time

                      Comment

                      Latest Posts

                      Collapse

                      Topics Statistics Last Post
                      Started by geddyisodin, Today, 05:20 AM
                      6 responses
                      34 views
                      0 likes
                      Last Post geddyisodin  
                      Started by trilliantrader, Today, 03:01 PM
                      0 responses
                      3 views
                      0 likes
                      Last Post trilliantrader  
                      Started by pechtri, 06-22-2023, 02:31 AM
                      9 responses
                      122 views
                      0 likes
                      Last Post NinjaTrader_ChelseaB  
                      Started by frankthearm, 04-18-2024, 09:08 AM
                      16 responses
                      67 views
                      0 likes
                      Last Post NinjaTrader_Clayton  
                      Started by habeebft, Today, 01:18 PM
                      1 response
                      8 views
                      0 likes
                      Last Post NinjaTrader_ChelseaB  
                      Working...
                      X