B11 -- Renko Duplicate Data (Break@EOD = false)

[NinjaTrader_PaulH]

Hello RichardTodd,

Just to update.

The 3 ticks at EOD has been assigned the tracking number of NT8-9889, "NT8 Renko charts produced 3 - tick bars at EOD"

[NinjaTrader_PaulH]

Hello RichardTodd,

Thanks for your post.

I found that this issue has been previously reported, not on renko bars but the root cause is related and has been assigned a tracking number of NT8-9854, "Break EOD could cause issues with bar pool series when requested after session EOD"

Thanks for your efforts to report this.

I will be sending the "side issue" to development for their review and will update this thread when I have further information.

[RichardTodd]

So that I can more closely replicate here, what instrument are you using?
What is the brick sized used?
How many days of data are loaded?
When this occurs are you connected to live data?
If you are connected to live data, what happens when you right mouse click on the chart and select "reload all historical data"?
Do you have any indicator(s) on that chart? If so can you recreate on a new chart without indicator(s)?

All instruments are affected, and all brick sizes. I have seen it on anywhere from 30 to 3 days loaded. Yes, when connected to live data. No indicators on the chart.

Let's recreate the problem:

Ok, I start ninja, and connect to my datafeed (CQG realtime Ninja historical).

I create a chart for an instrument I've never used on NT8 before (so no cached data or anything). I'll use 6N 2-tick brick renko. I select "Break at EOD" of false. I ask for 5 days of history.

It looks perfect. No repeated data.



I put Break at EOD on and turn it back off. Still looks good.

I disconnect and reconnect to my datafeed. Still looks good.

I close ninja and re-open it. Still looks good.

I connect to my datafeed. Still looks good.

NOW....
I close ninja and wait for the session to roll over (5PM Central time).

I re-open ninja. Charts look good. I connect to my datafeed:



Duplicate data. I right click and select "Reload all historical"... It makes the same duplicate bars with a fresh, different timestamp.



I'll note that my 6E charts looked fine again during the day session, and I could not reproduce the problem. But now, shortly after the session change, they are having the issue again as well.

I hope this helps.

A SIDE ISSUE
By the way, I notice that at all times, when I set "Break at EOD" to TRUE, on every session break I get 3 0-tick bars. In NT7, you only got one at the close of a session. This doesn't look right to me.

[NinjaTrader_PaulH]

Hello RichardTodd,

Thanks for your posts.

I've tried to recreate based on the posted information but am unable to.

So that I can more closely replicate here, what instrument are you using?
What is the brick sized used?
How many days of data are loaded?
When this occurs are you connected to live data?
If you are connected to live data, what happens when you right mouse click on the chart and select "reload all historical data"?
Do you have any indicator(s) on that chart? If so can you recreate on a new chart without indicator(s)?

[RichardTodd]

... and if I toggle "Break at EOD" again, I get the duplication back on a smaller scale. Now the duplication is from the current session so far, instead of the previous one.



So, the workaround I thought I had maybe only worked because I was at the very beginning of a session when I noticed the problem.

[RichardTodd]

On B11: When I pull up a renko chart, with "Break at EOD" set to false, the current session will have a duplicate of a large portion of the previous session in it, all at the same timestamp.

Workaround: Open the Data Series and turn on "Break at EOD", hit apply, then turn it back off and apply. The chart looks correct afterwards. Then next time I re-open NinjaTrader, it will be wrong again.

In the attachment you can see the duplicated bars on the current session.



Datafeed is CQG, using ninja for historical.