Mising 405 min bar on rollover day

[fredrey]

Hi

I'm missing a bar on my 405 min chart and I suspect it's because of a NT8 bug with rollover dates. This is not the first time I have seen weird data around rollover dates.

This missing bar occurs on the 8th of December 2016 - which was rollover date.

In NT7 I can see all the data but on my NT8 chart, there is a large gap in price, where none should exist.

I compared this chart with other trading platforms to make sure the data was correct and their charts match NT7.

I have tested this with a CQG and Continuum data feed. Also, I have deleted my cache and entire database several times but I keep getting the same incorrect chart.

[NinjaTrader_RileyS]

Hello fredrey, thank you for your post!

So that I may be of further assistance, please answer the following questions so that I may analyze this further.

What version of NinjaTrader 8 are you on? You may check this by navigating to the Control Center > Help > About. E.g. 8.0.3.1.

What trading hours template do you have selected in NinjaTrader 8? You may check this by navigating to the Chart, right-clicking and selecting Data Series. If a custom template, please provide me with a screenshot so that I may have the exact same setup on my end.

[fredrey]

Hi Riley

Thanks for looking into this. I'm using version 8.0.3.1 but this has been an issue since version 8.0.2.

This is what drives me crazy about Ninjatrader - you reload a chart 10 times and you'll get 3 different charts for some reason.

Today when I load the chart I can see the missing bar only when I use the trading hours template "use instrument settings." This last week I have reloaded the chart dozens of times (after deleting my database dozens of times) using this template but have always seen the gap and yet today the missing bar is gone - I don't get it.

As you can see in the image in my first post, if I load the US Equities RTH, US Equities ETH, CME US Index Futures RTH, CME US Index Futures ETH or Default 24 x 7 the gap is still there.

This move occurred in the RTH session so it should be visible in all sessions.

I have not touched or edited the trading hours templates so these would be the standard NT settings.

[NinjaTrader_RileyS]

Fredrey, thank you for your post back.

On my end, I had tested an eSignal connection on NinjaTrader 7 and tested the ^SP500 instrument, however, when I tested the same user eSignal connection on NinjaTrader 8, the ^SP500 instrument would not load at all. I've reported this to our QA team for further analysis.

So that I may verify a few items, could you please reset the instruments and test again?

To do so, please navigate to Tools > Database Management. In this window, ensure that Symbol mappings option is checked, and then click Update. Next, please test the ^SP500 index.

Please update this thread on your findings.

[fredrey]

Hi Riley

I followed your instructions and now I can see the missing bar using all trading hours templates when I use the ^SP500 but not when I use the ES 03-17

Seems like your close to finding the cause.

Good luck

[JerryWar]

fredrey,

I have reported similar issues since mid Summer that only happen around rollover. So your not alone.
For one of the issues with Oil (CL). I found that changing the instrument settings under the actual instrument from "Use Global Settings" to "Do not Merge" Temporarily resolved the issue and got the data loaded. So if you continue to see this you might want to try that.

J~

[fredrey]

Hi JerryWar

Thanks for that - your tip worked.

It's not really practical for me to set it to "Do Not Merge" permanently as this means I can only get historical data going back to September but at least it seems like the issue is rollover.

The fact that you have identified this issue more than 6 months ago and it still hasn't been fixed is quite alarming - hopefully we're not waiting that long for this fix.

[fredrey]

Hi Riley

My friend sent me a screenshot of his 1440 min chart. He is using IQ Feed and his chart is fine when using the US Equities RTH session. The missing bar is also seen on the 1440 min chart (when set to the RTH session) so it's the same problem.

Also, today on the ES 03-17 contract I can no longer see the missing bar from the 8th of Dec using the template "Use Instrument Settings". Yesterday I could but today I can't ...go figure.

I did delete my database overnight so maybe that has something to do with it.

[JerryWar]

fredrey,
I don't think that is it. Their server collects "ALL" the data. The NinjaTrader program then parses it out to your charts based on your settings. It is just a problem with their program and the settings. That is why when you change to "Do not Merge " you get the proper data. i.e that setting works. As I mentioned I have had several issues with the rollover. I only brought up the one that I thought was effecting you. If your interested here is one of the other threads. Of course they tell me, I am the only one having any problem at rollover. They also have problems with the Holiday settings. So this week was a double whammy, Martin Luther King day followed by a rollover.

http://www.ninjatrader.com/support/forum/showthread.php?t=95154&goto=newpost