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Last Bar missing for current day

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    Last Bar missing for current day

    Howdy,

    It seems to me that NT isn't sending an OnBarUpdate for the current day for the last bar that closes at the session end.
    Please see the screen shot for further details, it was made at around 5:46 so the 5:30 bar should have printed already.
    Attached Files

    #2
    Bars are only closed when NT gets an incoming tick timestamped at a time after the bar close. We don't close the bars simply when the time of it is up due to things like internet latency. You could easily close a bar at 12:01:00 but then suddenly get a tick timestamped 12:00:59 at 12:01:01 due to latency. That would be detrimental.
    Josh P.NinjaTrader Customer Service

    Comment


      #3
      Josh, the bar clearly closed in this example, the screen shot indicates that.

      There's also another problem with the session settings, for the current day it also prints a 00:00 bar if the session begin is 00:00.

      I guess the problem with the last bar can't be easily fixed because NT only fires he update event ( CalculateOnBarClose = true ) for the last bar when a new bar comes in, so I'll just account for it in the code. The 00:00 bar doesn't trouble me, it's just an exception in a highly improbable scenario.

      It's weird to see that a bar closed on the chart and the indicator is never ever catching up on the same day.
      Attached Files
      Last edited by Rollins; 07-17-2008, 04:43 AM.

      Comment


        #4
        Visually the bar is there since it builds tick by tick but the event indicating its closure does not happen until the 1st tick of the next bar.
        RayNinjaTrader Customer Service

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          #5
          On the time stamp, could you check and paste an image with the Data Window? The time stamp of the cursor to me is correct.
          RayNinjaTrader Customer Service

          Comment


            #6
            Thanks Josh and Ray, it confused me to get no update event, but now it's all clear to me. It's not very intuitive but for 99% of all indicators it doesn't make any difference anyway (I'm using MarketEvents + OnBarUpdate ), so I'll just make adjustments and that'll be it.

            I'm not sure which time stamp you are referring to Ray, if you mean the 2nd screen shot with the zero bar, the cursor is at the location of a previous day.
            The last day (17th) has the 00:00 bar, just look closely.

            Comment


              #7
              For the 17th, 00:00 bar, I would want to see an image of a chart with the Chart Data window open and your cursor over this bar on the chart.
              RayNinjaTrader Customer Service

              Comment


                #8
                Alright, here it is
                Attached Files

                Comment


                  #9
                  Thanks but can you help us out one more time?

                  We need two images just like the last one. One with the crosshair directly over top of the last bar and another with the crosshair directly over top of the next bar (first bar of the next session)

                  Thanks.
                  RayNinjaTrader Customer Service

                  Comment


                    #10
                    Sure no problem, here are the screen shots for the current and previous day.
                    The session end time is 05:30 this time, but it doesn't make any difference.
                    I don't believe it is a serious issue, I can't think of many people having setup their charts in this way.
                    Attached Files

                    Comment


                      #11
                      Thanks for providing this info. Can you please double check that you are on latest 6.5.1000.4?
                      DierkNinjaTrader Customer Service

                      Comment


                        #12
                        I didn't do the last upgrade so I'm not using the latest and greatest (I'm running 6.5.1000.3).
                        If you can't reproduce it consider it solved, although given that it is such an odd setup I guess it wasn't noticed earlier.

                        Comment


                          #13
                          It really would be worthwhile if you could try 6.5.1000.4 since we applied some changes to internal bar series handling. There are chances the issue could be gone.

                          Also: for future reports if would be great if you could double check the issue persists on latest update available. Thanks
                          DierkNinjaTrader Customer Service

                          Comment


                            #14
                            Dierk,

                            I'm gathering data 24/5 and I'm pretty happy with the release so I have no intention to upgrade right away. Also the bug if it still is in the current release doesn't influence me, so I have no personal interest.
                            Since no one reported this earlier, the settings are highly unlikely and you didn't know of it yourself there is a good chance that it has gone unnoticed for a long time.
                            The time needed to reproduce it is minimal. I didn't intend to report this issue at all, it just occurred by chance but I'll test it on the current version next time.
                            I'll let you know though once I've installed the current version over the weekend.

                            Fixed 2408: Charts - Internal logic flaw in dealing with ticks time stamped with midnight

                            Maybe it was fixed after all, but not for sure.
                            Last edited by Rollins; 07-17-2008, 01:24 PM.

                            Comment


                              #15
                              Right. Please let us know if you see the issue again on 6.5.1000.4. Thanks
                              DierkNinjaTrader Customer Service

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