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Current Day off by a Day???

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    Current Day off by a Day???

    I am looking at Daily Charts and my last bar on the chart is 12/3/2010

    The issue is that it is right now 12/3/2010 but 5 in the morning in New York time.

    How is it possible that the bar for 12/3/2010 is already formed since it has not started?

    Is this an issue with Kinetick or Ninjatrader (maybe is some setting)?

    The last trading day for CME settlement prices at their website is 12/02/10

    Thanks

    PEDRO

    #2
    Hello Pedro,

    Thank you for your post.

    Are you connecting to the Kinetick End Of Day (Free) connection or a subscribed feed? Can you also please tell me what instrument you are loading so I may attempt to test on my end as well as the Session Template you have applied to your chart.

    I look forward to assisting you further with this issue.
    Christopher J.NinjaTrader Customer Service

    Comment


      #3
      I use Kinetick but when I load it with Zenfire the same thing happens on Daily Charts.

      I am attaching a chart showing.
      Attached Files

      Comment


        #4
        I have tested this on my end and receiving the same data thru the Kinetick and Zen-Fire API for 6E 12-10.
        Christopher J.NinjaTrader Customer Service

        Comment


          #5
          SOLUTION FOUND (but NT has an issue when using Default 24/7 or Default 24/5)

          I just wanted to UPDATE this post and advised the solution to this problem.

          I had set my Daily Chart with Default 24/7 Template (instead of Use Instrument Settings).

          Then I had to go to the Instrument Manager for 6E, Click on Edit, Then On Session Template, use CME FX Futures ETH.

          What this means is that Default 24/7 or Default 24/5 DO NOT WORK on Daily Charts... This will actually create an extra day on your daily charts which will also make wrong calculations for Pivot Tables, etc.

          This is the email I wrote to ninjatrader and the response I got... Still it does not make sense to me that a bar would be posted with the wrong date when using the Default 24/7 or Default 24/5:

          Email I got from Ninjatrader:
          NinjaTrader sees a 24 hour day as 12:01am to 12:00am. NinjaTrader also time-stamps bars labels in that way. So if you are using the Default 24/7 session template, the current bars time stamp for a daily bar would be 12:00am, which lands on the next days date.

          This is what I replied:
          I understand

          But it does not make sense that it stamps the bar as the following day session..... it should keep as the date that the data happened

          A bar that started at 6pm on 12/14/10 and ends at 5:59pm on 12/15/10 it should be a 12/15/10 Bar..... NOT a 12/16/2010 bar

          Answer from Ninjatrader:
          In that case, you would want to use one of the non 24 hour session templates.

          So as you can see there is evidently an issue with Default 24/7 or Default 24/5.... I already took it out from all instruments on my Instrument Manager.


          ----------------------------------
          Also, I wanted to take advantage to ALERT everyone that if you connect to Zenfire and then to Kinetick EOD, you will get Regular Trading Hours Charts which are populated by Ninjatrader and NOT by Kinetick EOD. If you pull up a Daily chart on 6E you will se a bunch of gaps.... This creates a lot of issues if you calculate pivots from Daily data.

          I thought this data was coming from Zenfire but its populated from Ninjatrader servers as Zenfire DOES NOT supply daily data.

          The only way to fix this is to subscribe to Kinetick monthly service and disable Zenfire from historical data. Then you connect to Zenfire and afterwards to Kinetick subscription service... make sure you go through the process of waiving costly CME Exchange fees.... and you cannot get realtime historical data if you trade the TF unless you pay steep $ 70 USD monthly exchange fee.

          PEDRO

          Comment


            #6
            By the way I forgot to mention that on you Daily Charts it wont make a difference to use CME RTH or ETH... It will only affect plotting on Intraday charts.

            Just DONT use Default 24/7 or Default 24/5 until Ninjatrader looks into this (If they ever will)


            Thanks

            PEDRO

            Comment


              #7
              Website for checking your Daily values and Pivot numbers

              Just FYI

              I use this website for checking the Daily values and Pivot calculations....

              So make sure you check your settings for Daily are right by comparing to this website

              Pre-calculated pivot points, support, resistance, averages and Fibonacci numbers for the current trading session.


              PEDRO

              Comment

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