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Gap in daily bars
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Gap in daily bars
I'm getting gaps in daily bars for CL. Attached is a screen shot. Did an instrument reset, no effect. Running latest NT on Win7, using TT data with your backfill. Session is default 24/7, tried also with Nymex energy/metals ETH template, same result. It's using OHLC values for the daily bars equal to the RTH session, I've confirmed this. How do I fix?Tags: None
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Hi JoshDance,
Thank you for your post.
The Session Template would not affect the Daily bars. Daily bars are comprised of the OHLC information and some providers will only offer daily data for the RTH session. If you let me know which provider you are using we can confirm if this is the case with that provider.
However, if you use component data to generate an equivalent data chart you can get ETH information. Such as creating a 1440 minute chart and use the Default 24/7 template to get a daily bar for the entire 24 hour window.Ryan O.NinjaTrader Customer Service
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JoshDance,
Yes, with TT the historical daily data would be from the NinjaTrader servers, and that daily historical data would be for RTH hours, but I have forwarded to development as an enhancement to provide ETH data, as well.
So, then the 1440 minute chart would be the ideal way to see the full 24 hours daily OHLC information.Ryan O.NinjaTrader Customer Service
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