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Are daily charts really so difficult in NT?

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    Are daily charts really so difficult in NT?

    Dear Ninjas,

    I've spent the best part of three hours now scanning threads in this forum trying to find an explanation as to why I can't have a simple daily chart displayed correctly for forex pairs.

    In my case, a bar is missing, with the result that I see one bar for Aug 13 and the next is dated Aug 17 with a corresponding jump up or down in price (no sign of Aug 14 at all, even though it shows OK on every interval less than 1 day.) I've tried reloading historical data, disconnecting and reconnecting feeds. I've even reinstalled NT, but the problem remains.

    I've read threads in here where users are finding missing bars or extra bars and are told to use settings like 1440 minutes with certain session start/end times to avoid extra bars appearing on some data feeds, etc., but depending on what time of day you display the 1440m chart, you may or may not be looking at real *daily* data as opposed to bars that are simply 1440 minutes apart.

    So far, I've tried with Gain and PFG feeds, and encountered problems with both.

    Can you tell me if there is a data feed for NT which is known to work correctly on a daily timeframe for Forex? (Preferably one that offers a free trial period so that I don't have to pay upfront just to check it out and find another feed that fails.)

    NT is an excellent platform in many ways, and this seems like such a basic requirement that I'm sure I'm overlooking something, but several of the threads I've seen in the forum suggest waiting for NT7 as a possible solution.

    Is this really the only option?

    Thanks in advance for any guidance.
    David

    #2
    Hello toughcookie,

    Thank you for the post.

    Any data provider that offers historical daily data and forex data will be able to provide you with daily charts for forex data. Please see the following link for more information.


    The NinjaTrader application only reports the data state as it is reported by the API you are connected through. NinjaTrader behaves like a radio receiver in that it receives data from the connected server.

    Additionally, GAIN is the only free provider of forex data.
    Ryan O.NinjaTrader Customer Service

    Comment


      #3
      Thanks Ryan.
      Based on your reply, I decided to check out the IQfeed as it's listed in the matrix you quoted, and I confirmed with them that they do indeed supply historical daily forex data.
      For the first few days, all appeared to be OK but then on Friday, Aug 21, I found that the daily bar open on GBPUSD (1.6442) didn't correspond to the open of the first hourly bar (1.6503) and was more than 60 pips down from the Thursday daily close. There was no such gap down recorded on any intraday chart. In fact that price of 1.6442 wasn't hit until about six hours after the daily rollover.
      Checking the same daily timeframe in Tradestation and Metatrader charts, they all showed opens around 1.6503 to 1.6505 and a close at almost the same price on Friday.
      I then checked on my other PC using the same IQfeed, but running Ninja v6.5.1000.10 rather than v.12 and found that this version seemed to display correctly (see attached screenshots). Further checks showed other dates where the .v10 display differs from the .v12 display for the same chart using the same feed (eg July 27 on the attached GBPUSD charts).
      It looks as though the majority of bars display correctly (I haven't checked all opens, highs, lows and closes), but every so often there's a blip.
      Bottom line: I'm not prepared to submit trades based on charts that are inconsistent, and despite what you said in your reply, I don't believe the feed is the source of the problem.
      Attached Files

      Comment


        #4
        Hmmmm, should I assume no reply means no solution?
        I guess I'll just keep my fingers crossed and hope that V7 will solve the problem...

        Comment


          #5
          Just to close the loop on this, I checked with DTN IQfeed about the anomaly on the GBPUSD open on August 21. Their reply is as follows:
          "As to the GBPUSD.FXCM I am showing an Open of 1.6504 for August 21, 2009 and for the 20th an Open of 1.6526 which appears to be normal. What I recommend is deleting the database for the GBPUSD.FXCM within NinjaTrader and re-backfill data for it from our quote servers and see what it looks like."

          So I did as they suggested, and now the bar shows correctly. Question is: how often do I need to reload historical data in Ninja to be confident that what I'm looking at on the chart is really accurate?

          Comment


            #6
            Hello toughcookie,

            This should not need to be done on a regular basis within NinjaTrader. Seems that something became corrupt within the data that was stored within the cached data stored in your database.

            Please let me know if I may be of further assistance.
            Christopher J.NinjaTrader Customer Service

            Comment


              #7
              Thanks Christopher,
              I hope you're right.
              I'll keep an eye on the forex daily charts and let you know if I see any more odd gaps.

              Comment


                #8
                Originally posted by toughcookie View Post
                Thanks Christopher,
                I hope you're right.
                I'll keep an eye on the forex daily charts and let you know if I see any more odd gaps.

                Well, this post is from 2008 and apparently this was never resolved. I can only see daily data on 1440 min charts.....
                Additionally ,workspaces get corrupt so easily...have never seen that before on other platforms.......

                Comment


                  #9
                  Hello heikobear

                  Please send your Log & Trace files for NinjaTrader 6.5 for one or more of the effected date(s). We will need to take a look at what might be going on that are leading to these issues you referenced.

                  They can be found in your (My) Documents folder in the folders:
                  1. NinjaTrader 6.5 > Trace > trace.YYYYMMDD.txt
                  2. NinjaTrader 6.5 > Log > log.YYYYMMDD.txt

                  If you are using NinjaTrader 7 then just substitute 7 for 6.5 in the file path above.


                  Simply attach these text (.txt) files to your response/email. Send you email to my attention: support AT ninjatrader DOT com.

                  Thank you,
                  ChipNinjaTrader Customer Service

                  Comment

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