1. Can not open a chart for Brent Future(BRN).
If i try to open a Chart for BRN 11-15 (or 10-15 or any other BRN Contract i tested) i get the following error.
2015-09-23 23:03:21:720|3|4|Failed to resolve instrument for market data: F.US.QO.N15 could not be resolved.
2015-09-23 23:03:23:905|0|4|Error on requesting bars series: 'Unknown instrument 'BRN 07-15''
Trace file has the following:
2015-09-23 23:03:23:779 Cbi.Instrument.RequestBars (to Provider): instrument='BRN 07-15' from='09/23/2015 00:00:00' to='09/23/2015 00:00:00' period='1 Minute'
So somehow NT8 tries to request 07-15 when i wanted to open 11-15. I already tried Tools->Database->Update instruments but the problem is still there.
2. TickReplay in combination with a custom TradingHour template issue
I made a custom 24x7 TradingHours template that has every hour from Monday to Sunday in it as a trading hour.
When i open a chart with TickReplay enabled and my custom TradingHours template the chart seems to not load the correct historical data when there is a weekend in the requested date range. If i change the TimeZone in my TradingHours template from CEST to EDT the historical data is loaded correctly. Alternatively if i disable TickReplay but keep CEST in my TradingHours template the data is also loaded correctly. Only TickReplay + different TimeZone in the TradingHours template seems to trigger the weird behaviour.
(Edit: it might not be the weekend that's generating the issue but the rollover that happened last friday in the tested instrument)
(Image attached)
3. Missing Data in Tick/Volume Charts
When i open a Volume chart after 20:00 CEST(14:00 EDT) all data after 20:00 CEST is missing. (Only for the current day. Past days data loads fine.)
Minute based Charts load all data correctly after 20:00 CEST. Only tick based charts are affected and the historical data manager shows that no data after 20:00 CEST was downloaded from the historical data server.
(Image attached)
Tested with NT8(64bit) on Win7 SP1. Data provider is CQG. Local Timezone is CEST.
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