Trading hour holidays missing

[Harry]

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.

Yes, I confirm that the folder was the folder Documents -> NinjaTrader 8 -> db -> cache.

The first time I had deleted the contents, it was recreated when starting NinjaTrader - because I had a hidden workspace with a chart of ES 3-17. Then I deleted the workspace, closed NinjaTrader again and then deleted the cache when NinjaTrader was shut down. This time no new folder was created in the cache by an old workspace.

[Harry]

I have now taken further action

- reloaded all historical data
- removed the holiday hours from the list
- deleted the cache of the database (db -> cache)

Nothing.

No data is displayed for September 5.

My second machine does not show this behavior, but correctly displays data for September 5. I think that there is probably some information serialized somewhere that keeps NinjaTrader from displaying the trade data.

[NinjaTrader_PatrickG]

Since this seems to be isolated to one of your PCs, I'd like to remotely connect so I can further troubleshoot.

Please write into PlatformSupport[AT]NinjaTrader[DOT]com with a link to this forum thread and reference ticket #1637643 ATTN Patrick G

[Harry]

Since this seems to be isolated to one of your PCs, I'd like to remotely connect so I can further troubleshoot.

Please write into PlatformSupport[AT]NinjaTrader[DOT]com with a link to this forum thread and reference ticket #1637643 ATTN Patrick G

Thank you Patrick. I have sent you an e-mail.

[Harry]

I have now made a brand new installation of NinjaTrader 8. Folder documents -> NinjaTrader 8 newly created.

Had to reenter my NinjaTrader license key and download data for ES 03-17.

I changed the trading hours for Labor Day 2016 from full holiday to early close. Delected the db -> cache folder which was still empty.

And guess what happened. Again there is no data displayed for September 5. That said, the data was fully downloaded and is sitting in the historical data base.

I am desperate. There is no way of getting that data displayed by NinjaTrader.

[NinjaTrader_PatrickG]

Please reply to the email I sent you after our earlier remote session so we can continue to troubleshoot. If you no longer have this email, write in a new message to PlatformSupport[AT]NinjaTrader[DOT]com with ATTN Patrick G and a link to this forum thread in the body.

[Harry]

Will send the e-mail within the next minute.

[Harry]

Installed prior release NT 8.0.3.1

Changed holiday settings for Labor Day as needed.

Everything works as expected.

Data for Labor Day is correctly displayed

-> when holiday is removed
-> when holiday is added with an early close

As my other PC, where I could change trading hours without any problems, also runs on NT 8.0.3.1, I would conclude that this is a new bug that was introduced with NT 8.0.4.0

[NinjaTrader_PatrickG]

Thanks for the update. I'll fill in some details here for anyone also experiencing this.

This is a known issue with NinjaTrader 8.0.4.0. When “<use instrument settings>” is selected in the data series it does not reflect changes made to the trading hours template. This is being tracked as NTEIGHT-11219.

The current work-around in 8.0.4.0 is to specifically select the trading hours template instead of using '<use instrument settings>' when creating a chart. For example, select 'CME US index futures ETH' instead of '<use instrument settings>' when charting ES.

Please remember to clear your cache after making this change:

• Shut down NinjaTrader.
• Open the Documents > NinjaTrader 8 > db folder.
• Delete the sub-folder named 'cache'.
• Restart NinjaTrader and test.

Your testing in 8.0.3.1 proves that this was somehow introduced in 8.0.4.0 but will be fixed in an upcoming release.

[Harry]

I have made the same observation:

Whatever changes I have made via the instrument manager, all of those are reverted when I start NinjaTrader again.

The workaround for NinjaTrader 8 - not use <instrument settings> but the template listed under Trading Hours - has worked.

Alternatively it is possible

-> to downgrade to NT.8.0.3.1
-> then make all changes to Trading Hours and instrument settings
-> then install NT 8.0.4.0 over NT 8.0.3.1

The changes made with NT 8.0.3.1 will then be applied.

[Harry]

Trading hours for CME instruments mostly flawed

Whereever I look at the trading hours templates for CME there are as many false entries as correct ones:

Just pulled up the NYMEX Metals - Energy ETH templates

2015

-> trading dates for 2015 are false for Martin Luther King Day, President's Day, Memorial Day
-> Labor Day and Thanksgiving are missing
-> end times (early close) are false for all dates with the exception for Independance Day, the day after Thanksgiving and Christmas Eve

2016

correct(!)

2017

-> all end times (early close) are false (not paid attention to time zone of exchange)

As far as I have seen all trading hours templates for CME are flawed. The CME Holiday Calendar for all years from 2009 - 2017 is available here: http://www.cmegroup.com/tools-inform...-calendar.html.

[NinjaTrader_PatrickG]

Thanks for bringing this to our attention. I will forward this to the Development Team.

[Harry]

Instrument settings false - cannot be changed

I have just tried to pull up a tick chart for GC 04-17. Looking at the chart, I noticed that January 30 - which was a normal working day - had fewer ticks than a holiday. This points to a false contract month.

Checked instrument settings, found a false contract GC 03-17, removed it. Then changed the rollover settings for the contract GC 04-17 from January 31 to January 30. Actually January 31 was first notice day, which means that any position needs to be rolled by January 30. Liquidity moved to the new contract one day earlier on January 29. Therefore possible roll dates are January 29 or January 30.

Saving the changes, removing the cache folder.

The result was that no data was displayed for January 30.

As I also had problems of correcting trading hours and rollover dates for other instruments, resulting in false charts for CME index futures, missing data for currency futures, missing data for energy futures, I am done with release 8.0.4.0. Something has gone completely wrong with this release. I have 8.0.3.1 installed on my other machine. No problems to pull up correct charts with NT 8.0.3.1. Rollover dates and trading hours can be corrected or adapted in a few seconds and charts show up as expected after the changes.

Downgrade to 8.0.3.1 failed as I get the message "Database must be used with a more currnet version of NinjaTrader". This is no fun, as it basically means that I am married with NT 8.0.4 until NT 8.0.5 appears ...

[NinjaTrader_PatrickG]

The specific issue with GC 03-17 appearing in your database after it has been removed is known and resolved in our internal build. This fix will be included in an upcoming release of NinjaTrader. The tracking number is NTEIGHT-11168.

Could you give me a specific example of what you're describing with trading hours and rollover dates which does not involve the GC? I would like to investigate this further if unexpected behavior is occurring on other instruments.

Renaming your database should resolve the error you're referring to if you'd like to roll back to 8.0.3.1. Please rename your database with the following steps :

• Shutdown NinjaTrader and Go to the Start Menu
• Select My Documents--> NinjaTrader 8--> DB--> NinjaTrader.SDF.
• Right click on NinjaTrader.SDF and select "Rename." *Name it "OLDNinjaTrader.SDF."
• Then restart the software and NinjaTrader will create a fresh database file to use
• Unfortunately the following items stored in the old database will be lost - Session templates, Instrument Lists / Custom Instruments, historical trade execution data, saved Strategy Analyzer backtest results

To prevent running into situations where you can potentially lose important data, we advise to run regular backups via our inbuild backup feature in NinjaTrader -

• http://ninjatrader.com/support/helpG...up_archive.htm

[Harry]

Thank you for your quick answer.

Renaming the SDF database worked. The contract GC 03-17 was no longer preset. So I did not need to remove it again.

However, I was unable to set up a correct tick chart for GC 04-17. The rollover date was preset to January 31, and I changed it to January 30. This was possible with release NT 8.0.3.1.

This change is necessary for the following reasons

-> no liquidity for old contract on January 30 (see charts attached)
-> broker requires to roll prior to first notice day
-> Gold is always rolled 1 or 2 days prior to first notice day

However, I am unable to download the missing chart data for GC 04-17 for Monday, January 30 and I am now left with a hole in my chart instead of false data. The data for a minute chart is available, but the data for a tick chart cannot be downloaded.