Daily chart again!!

[dee50]

Hi. Same problem again. We fixed it last time by putting in a custom date range, this time it doesn,t work.

Lets start at the beginning. Please check out the attached screenshot. My daily chart doesn,t look like a daily chart again!! I compared the data with a 1440 minute chart and a daily chart from another platform. So I,m sure this is not right. It was fine yesterday, but today not!!!

clock syn. check.
V7.1000.4. check
Zenfire. check
Kinetick EOD. settings. session template 24/7. 01/01/2009-16/03/2011. check
Connecting. Zenfire first. kinetick second. check

I haven,t changed anything since the last time.

Any suggestions would be welcome

Wouldn,t it be great if we could just concentrate on trading, just like we used to be able to do.

[NinjaTrader_RyanO]

Hi dee50,

Thank you for your post.

With both Zen-Fire and Kinetick the daily historical data is for Regular Trading Hours only and since the times of a daily bar are implicit in their generation the Session Template would not modify how those bars are displayed in the same manner when using a minute chart.

Since you are using a Minute chart that encompasses 24 hours of data you are seeing an Extended Trading Hours daily chart with minute data.

To compare directly please create 400 minute chart with the US FX Futures RTH template applied to the chart.

[dee50]

Regardless of what timeframe you compare it with, it doesn,t change the fact that my daily chart does not look like anyone elses. But as you wanted, attached is a 400 min chart with us fx futures rth template, which looks identical to my daily chart.

[NinjaTrader_RyanO]

Hi dee50,

Thank you for that information, and that is expected because the 400 minute chart for Regular Trading Hours is the same data that is included in a Daily bar.

The daily historical bars are for the open market hours and so the values of those bars would be expected to match a 400 minute chart with a template for the same times as the daily bars session.

[trader2be]

I am experiencing the exact same problem with my charts. The bottom line is that the daily data coming from Zen-Fire and/or CQG is "dirty" when compared to the "clean" daily data provided by Kinetick EOD for instance. I would like to get the best of both worlds by establishing a primary connection with Kinetick EOD (to get clean daily data) and then a secondary connection to either CQG/Zen-Fire to get the tick-level data that I need for my day trading. However this dual-connection is not working and displaying strange gaps in data.

[tradereight]

NT 7.0.1000.04 broke RTH daily charts?

There seams to be a "bug" since version 7.0.1000.04 that historical daily charts do not display the price from RTH session anymore with zenfire feed. It worked fine for me but at the time we changed to summertime any new day had the prices from the full session display on the daily bar.

So rather than not using daily charts at all and using only 400 minute charts, is there a workaround or a data feed providier that allows displaying of real daily bars based on RTH session.?

Hi dee50,

Thank you for your post.

With both Zen-Fire and Kinetick the daily historical data is for Regular Trading Hours only and since the times of a daily bar are implicit in their generation the Session Template would not modify how those bars are displayed in the same manner when using a minute chart.

Since you are using a Minute chart that encompasses 24 hours of data you are seeing an Extended Trading Hours daily chart with minute data.

To compare directly please create 400 minute chart with the US FX Futures RTH template applied to the chart.

[NinjaTrader_RyanO]

Hi tradereight,

Thank you for your post.

At the moment we are aware that Zen-Fire data does appear to no longer be using the RTH sessions for the daily bars, and are looking into presently.

For a temporary solution can you please let us know which instruments you are charting or looking to chart.

[dee50]

Hello all. If you actually want to trade off the daily chart this is not a solution, however, I have setup a separate worksheet just for my daily chart I then connect to kinetick only, which updates my chart upto the previous day, I make a note of any levels I need, I then disconnect from kinetick and close the workspace, this way the data is not altered by the zenfire connection I then open any workspaces I need for trading and then connect to zenfire and Tally Ho.

[NinjaTrader_JoshP]

dee50,

You could connect to Kinetick EOD first, then Zen second. Daily data will be pulled from Kinetick and real-time data from Zen.

[tradereight]

no hacks please

I was trying to chart Crude Oil, S&P and 6E (euro fx),
good to know that officially zenfire feed does provide the full sessions and not only the RTH sessions.

However I still think ninjatrader should handle how the bars are rendered, as you can re-create RTH sessions from full sessions there should be an option to do so.

For now I am fine using the connect to kinetick first or using 1440 min charts, but hey its 2011, it should be no problem to say to ninjatrader use daily bars (RTH) from kinetick and use realtime data from zenfire without any hacks :-)

Hi tradereight,

Thank you for your post.

At the moment we are aware that Zen-Fire data does appear to no longer be using the RTH sessions for the daily bars, and are looking into presently.

For a temporary solution can you please let us know which instruments you are charting or looking to chart.

[NinjaTrader_JoshP]

tradereight,

This is not a hack. There is specifically programmed functionality that you can utilize by connecting to Kinetick EOD first, Zen second. That will use Kinetick for daily bars and Zen for real-time data.

[tradereight]

there is still one issue when using kinetick first and zenfire second

when I try to chart ZW 07-11 (wheat july contract)
the historical data looks fine
but the real time data is off by about 30 points

(i have merge non back adjusted selected)
do I get this wrong? should I have "merge back adjusted" selected in
order to have a chart where historical and realtime prices match?

thx for helping me on this topic

[NinjaTrader_JoshP]

tradereight,

Because you are using ZW 07-11 which has not been rolled into yet based on the rollover date setup in the Instrument Manager for that date, your chart's historical data is actually all still ZW 05-11 data. Your real-time data is 07-11. When you want to chart contracts in the future you will want to use "DoNotMerge" to be able to get pure 07-11 data for historical and real-time and have them match up. Otherwise, charting the 07-11 early with any of the merge settings will not work because it doesn't want to merge to 07-11 yet.

[tradereight]

it seams like Kinetick also does not provide RTH daily charts

Is there a special trick how to get RTH daily charts from kinetick, as you can see from my attached screenshot the daily chart still show the full session not just the important RTH session.

I deleted NinjaTrader 7\db\day folder before connecting to kinetick, so there was no data from zenfire left...

Thanks for any help on this issue that started a month ago (on NT 7.0.2 and/or daylight saving time everything was fine = I was able to display (with zenfire) the RTH daily charts, so its fine if zenfire now provide no RTH daily charts anymore, but I need a provider that does this.

dee50,

You could connect to Kinetick EOD first, then Zen second. Daily data will be pulled from Kinetick and real-time data from Zen.

[NinjaTrader_VinceB]

Hi,

Unfortunately there isn't, the YM will always show data for the full electronic session (ETH). The RTH session symbol is not available for the YM.