Trading hour holidays missing

[habibalex]

I think labor day and thanksgiving are missing from the 2016 holiday list. 9/5/16 and 11/24/16.

[NinjaTrader_PatrickG]

What instrument and trading hours template are you referring to?

[habibalex]

ES, I am using CME US Index Futures RTH template

[NinjaTrader_PatrickG]

I also observe that Labor Day and Thanksgiving Day 2016 are not included in the holiday hours. I will forward this information to the Development Team.

Thanks for bringing this to our attention.

[habibalex]

can you have them also check the rest of the US holidays to see if they are missing?

[NinjaTrader_PatrickG]

The team typically takes a look at all templates when making any changes, so I'm sure any other issues would be caught.

If you observe any other missing dates, please let me know.

[Harry]

False Trading Hours - Example CME US Index Futures

Refers to NT Release 8.0.4.0.

I have just opened a chart for ES 03-17 with a lot of missing data. Lucky enough this was not a technical problem but the missing data is due to the Trading Hours that come preset with NinjaTrader.

Here is a list of the errors that I found just for the most used session template CME US Index Futures ETH.

2015

-> date for Martin Luther King is not January 16, but January 19
-> Early Close for Martin Luther King Day is not 15:15 but 12:00
-> President's Day is not February 18, but February 16
-> Early Close on President's Day is not 15:15 but 12:00
-> Early Close on Good Friday is not 10:15 but 8:15
-> Memorial Day is not May 22, but May 25
-> Early Close on Memorial Day is not 15:15 but 12:00
-> the Early Close 12:00 for Labor Day on September 7 is missing
-> the Early Close 12:00 for Thanksgiving on November 26 is missing

2016

-> Labor Day is not fully closed, but has an early close

2017

no problems

The quality of the data entered for the Trading Hours is such that it should not be used. I believe that data for other exchanges and instruments is not much better.

Correct data here is needed for all backtests. I had a problem because the false holiday for 2016 excluded all trade data from Labor Day.

[NinjaTrader_PatrickG]

Thanks for the feedback. I will forward this to the Development Team.

[Harry]

Cannot reset Trading Hours

I have now changed the Trading Hours settings for Labor Day for September 5, 2016 and saved them. I have then

-> closed all workspace to make sure that no data is written to the data cache after a restart of NinjaTrader
-> shut down NinjaTrader
-> deleted the databased cache
-> then restarted NinjaTrader

When I open a chart with the session template <instrument settings> or the session template CME US Index Futures ETH, there is still no data for ES displayed for September 5. Just as a note: the data sits in the historical data base and is displayed with the session template 24/7.

This means that either the new settings have not been applied, or that the Monday problem (sessions and entire trading days disappearing on Mondays) comes back.

Would you please advise how I can display the trade data for Labor Day with the session template <instrument settings> for ES?

[Harry]

Meanwhile, after a few further restarts I have managed to display the data for September 5. However, NinjaTrader still refuses to plot the session break line.

Is there any other cache that prevents NinjaTrader from correctly applying the new Trading Hours?

[NinjaTrader_PatrickG]

I could not reproduce what you originally described in your steps.

I did something slightly different as I also removed the locally stored historical data and started completely fresh with all sub-folders in the db folder.

Everything worked as expected after adjusting the 09/05/16 holiday hours to a 12PM Early close.

Could you show me your trading hours settings? Here are mine:

https://www.screencast.com/t/7H1MKYVk

[Harry]

Thank you for you answer. I had attached the trading hours to my post #9. As far as I can see the trading hours are the same ones that you have entered.

September 5 has now disappeared again. It did not plot at all. I do not know the reason. I remember that bug, where Monday's session disappeared. Maybe it is linked to that bug,

Please find below the chart which was opened with instrument settings.

[Harry]

As far as I can see the outcome depends on the selected bar period:

-> for bar periods < 30 min all trade data is missing
-> for bar periods of 30 and 60 minutes just the break line is missing
-> for a bar period of 120 min all trade data is missing
-> for tick charts all trade data is missing

This is just to confirm that nothing changed since this morning. For hourly charts it is still the session break line that is missing.

[Harry]

Checked other instruments such as CL 03-17 and ZB 03-17 which also have an early close on September 5. All working as expected.

Only instruments that use the modified session template are affected. In some rare cases the trade data for Labor Day for ES was shown, however this was not reproducible. When I toggled to another instrument and then back to ES for the same bar period September 5 was missing again.

It seems that the current state is not stable.

[NinjaTrader_PatrickG]

I tested the different intervals of minute data and also tick data and could not produce the inconsistent results you describe.

Can you clarify - you mentioned that you delete the cache folder after changing the trading hours. Can you confirm that the folder you deleted was the Documents > NinjaTrader 8 > db > cache folder?

I ask because there is another cache folder which would not clear out chart cache data.