Trading hour holidays missing

[Harry]

Any ETA for fixing trading hours?

I have now been waiting for months. The trading hours are still not correctly entered.

Customers are detecting holes in their charts and complaining. Entire days are disappearing because of false trading hours.

Just checked three templates for errors:

CME Index Futures (ETH and RTH)

- Labor Day 2016 still appears as a full holiday, although the exchange was open.
- Thanksgiving 2015 is missing
- Memorial Day 2015 has a false end time
- President's Day 2015 has a false end time
- Dr. Martin Luther King Day 2015 has a false end time

CME FX Futures (both ETH and RTH)

- President's Day 2017 is shown as a full holiday, although the exchange was open
- President's Day 2016 is shown as a full holiday, although the exchange was open
- Thanksgiving 2015 is missing
- Memorial Day 2015 has a false end time
- President's Day 2015 has a false end time
- Dr. Martin Luther King Day 2015 has a false end time

NYMEX Metals and Energy (all templates)

- all holidays for 2017 with early close have false end times
- all holidays for 2016 with early close have false end times
- Thanksgiving 2015 is missing
- Memorial Day 2015 has a false end time
- President's Day 2015 has a false end time
- Dr. Martin Luther King Day 2015 has a false end time

[sonia0101]

The Development Team is still working on resolving the NYMEX trading hours and holiday hours discrepancies. This is being tracked internally as SYSOPS-105. I will update this thread when these trading hours and holiday hours templates are fixed.

ridiculous a month ago and you still have not addressed how to convince people you care

[NinjaTrader_Brett]

Thanks for posting, I should add some additional detail that might help explain the delay so at least you know whats ongoing.

* We've been developing backend server technology to allow us to manage this platform data more seamlessly and with servers rather then product releases.
* We had that to a state we had started to make updates last month and are in fact managing instruments, expires, commission, and risk template files on our servers so that on startup NT clients get the latest updated versions more quickly and seamlessly.
* We found a bug with trading hour template editing, where the end date did not correctly get managed by that process.

We're in the process of evaluating resolution, unfortunately bugs in management at the server level the process can be a bit slower since we prefer to go slow as to not introduce additional instability and carefully test and deploy. Will provide an update when I have more details.

[NinjaTrader_Brett]

Quick update on this, we will be working towards code freeze for R7 soon. After that time we will be able to resolve the issue below.Hence resolution should be coming near end of the month / early next. Thank you for your patience on this issue.

[Harry]

The trading hours game is now going on for about 4 months.

Is there any hope that this will be done this year?

Just copy end date and end times from the CME holiday schedule to the holiday calendar of the main trading hours templates.

Probably not more than 2 hours of work.

Just got reminded today, because I found Memorial Day 2015 in the trading hours template for the FDAX. Christmas 2016 is missing though ...

I think that currently there are next to no trading hours templates with a holiday calendar which has been checked and corrected.

This results in false charts, false backtests and is no fun!

[NinjaTrader_Brett]

With the release of R7 will be moving to take corrective actions.

[poseidon_sthlm]

July 3 and 4, 2017, Holidays, CME US Index Futures ETH

NYSE HOLIDAYS AND TRADING HOURS:
Monday, July 3: Early close at 1:00 pm ET
Tuesday, July 4: Closed

https://www.nyse.com/markets/hours-calendars

http://www.cmegroup.com/tools-information/holiday-calendar.html?redirect=/tools-information/holiday-calendar/index.html

NT Holiday Session Templates:
There are no Holiday sessions in 2017 for template "US Equities ETH". That must be a misstake?

Holiday sessions for template "CME US Index Futures ETH":
- Monday, July 3: no holiday session. Shouldn't that be " Early Close at 12:15 CT"?
-Tuesday, July 4: Early Close at 12:15 CT. Shouldn't that be "Full Day"?

[NinjaTrader_PatrickG]

Thanks for bringing this to our attention. We are researching this on our end. The tracking number is QA-3133. I will follow up in the post when I have any information.

Thanks in advance for your patience.

[Harry]

With the release of R7 will be moving to take corrective actions.

I have just updated from NT 8.0.7.0 to 8.0.7.1

The story with the trading hours is now going on for 5 months. The holiday calendar is still more or less unusable.


NYMEX Metals Energy ETH

All end times for 2016 and 2017 are false, as Central Time is being confused with Eastern Time. The templates are cutting short the trading days by one hour. I had already mentioned this in a prior post. Thanksgiving 2015 is missing, Independence Day 2017 is missing,

This can be fixed in a few minutes,

Why does it take 5 months not to fix it?

[blahblahblah68]

Any update to this issue?

Daily chart is showing incorrect bar when it comes to holiday. Today's Thanksgiving and NT8 data shows 11/24's high and low as same as 11/23 which is incorrect.

[Harry]

Any update to this issue?

Daily chart is showing incorrect bar when it comes to holiday. Today's Thanksgiving and NT8 data shows 11/24's high and low as same as 11/23 which is incorrect.

As far as I know your problem is not related to this thread.

Trading hours templates are applied to intraday data only. In oder to check whether the trading hours templates works as expected, you would need to open an intraday chart.

Your chart is a daily chart and shows false daily bars.In fact Thanksgiving is not a separate trading day, but all trades are for trade date of Friday. Also there is no daily settlement as the market closes early. This mean that the exchange does not supply daily data for Thanksgiving.

As a result there should be no daily bar for Thursday, and the daily bar for Friday should show the aggregate price action of both days. Please find below a chart generated with Kinetick datafeed that shows how it should look like.

Who is your data provider?

[NinjaTrader_PatrickG]

Harry is correct that different data providers may display holiday data differently. I can confirm that Kinetick provided daily data for the 22nd, then chose to merge the 23rd and 24th into one bar. As Harry mentions, there technically was no Thursday trading day. The session which began on Wednesday at 5PM US Central time ended on Friday at 4PM. This period of time is what we see on a Kinetick historical chart with a timestamp of 11/24/17.

Any CQG-based connection will use NinjaTrader's historical data servers by default. Our servers did not exclude or merge the Wednesday-Friday session. Therefore, it is expected to see an 11/24 daily bar when viewing data from our historical servers.

[yeshe]

hello,



this is incorrect and shows a gap in the chart.
the correct end time is 8:15 am.

how to change this?
and is the holidays data in nt8 reliable?
if not, how to turn this feature off?

[NinjaTrader_Clayton]

Hello yeshe,

Thank you for the message.

After further testing, we can confirm the Trading Hours for that holiday are incorrect and should have also gone to 8:15 am like the other Good Fridays after that.

• Thank you for pointing this out as we have submitted this to our Development team to get the holiday hours updated on our servers.

Until then, you could edit this Holiday yourself to have the correct time.

• Double-click that holiday
• Set the Type to Early Close
• Set the End Time to 8:15 am > Click OK

Right-click on the chart and select Reload all historical data.


Thank you again for pointing this out.

Please let us know if we may provide any further assistance.

[yeshe]

hello clayton,
i did the change you suggested.
but i don't want to do reload historical data. i am using my own data set.
I migrated my data from nt7 to nt8,
and the incorrect holiday is located at my harddrive in de db folder from nt8

but if i load a chart or run a backtest it is not using this data (after i did the change you mentioned and i restarted nt) and there is still a gap in the chart

how to do make this change active so the backtest is using this data again?