I am getting a double bar in my data:
(SLV -- Arca Exchange)
Local time: 12:30 AM, May 04, 2011. That new, small, rightmost bar was just created 30 minutes ago.
I am using Interactive Brokers as my data source; I don't think it's a problem with the data provider (hopefully?).
Rather, the current date and time in the above picture is about 12:30 AM, May 04 2011, in the GMT +8 Time Zone.
I can't just ignore the bar, as it invalidates all of my indicators. Furthermore, as of 12:00 AM, NinjaTrader started a new daily bar! This means that the bars being generated are not market-aligned, and the data in the last couple of bars, which should be contained in a single bar, is instead "split" between different days. This is a problem. I Also think that fixing this time zone would also fix the double bar, above.
I have attempted to fix the issue by updating the values in the "US Equities RTH" Session preset (which I have set SLV to use). I have attempted to "shift back" the data by modifying the time zone in the Session preset.
Currently I am in GMT +8, and the market closes at 4 AM. I need to "push back" this time by 12 hours so that it appears to close at 4 PM the previous day. It seems the way to do that would be to move forward the Time Zone in the session manager by 12 hours. As I am already GMT +8, it seems that I will need a GMT+20 setting to do this.
However, there are no GMT+20 settings in the time zone options (obviously). I must be missing something about the correct way to approach this problem.
Also note that adjusting my system clock is not an option as that would interfere with certain SSL protocol (SSH) communications I use on a regular basis.
Please let me know if I can provide any other data, or if there is anything else I can do to help debug this issue. Thanks!
Regards,
Ryan S.
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