5/23 CL daily volume missing on kinetick EOD

[JoshDance]

See photo, have done a reload historical data.

[NinjaTrader_Tim]

HI JoshDance,

Thank you for your post.

The issue has been reported to the Kinetick Market Integrity department, it appears that the volume is extremely low and needs to be corrected. Thanks for reporting, I will keep you updated.

[xenayoo]

missing Volume....

Hello,

for me it seems to be a NT Problem: I have 3 different PC running NT7. All 3 PC are missing Volume information from Kinetick - BUT on all PC there are allays DIFFERENT data missing. On one there is data from 05-23 missing, on the next the informations from yesterday was wrong and on the third one there is the volume for 05-24 and 05-23 wrong. Very strange...

So I use the new function of NT7 and edit data informations. I saved it and then I press 'reload all historical data'... and all changes are gone. I miss the Button 'reload data from database' which only works for that window, in wich I rightklick....

Jens

Edit: On one, the volume-information was correctly in database, but would not be plotted (for yesterday!).

[NinjaTrader_Tim]

We are still investigating this issue.
Thank you for your patience.

[xenayoo]

More Informations....

Well, you are working on that problem. I think, with more informations, you can better find the bug:

Here are further informations:
ZenFire doesn's send daily data. So I use Kinetick for updating the daily data. So I start NT7 and connect to Kinetick. Now the daily data was updated. The Volume of the pre previous day is gone (wrong - very low). It's always the second day back. Now I disconnect and connect to Zenfire. Here the Tick-Chart very often fills the data from yesterday but not today. Here is a gap. May Be the same Problem - because ZenFire provide right data and Kinetick provide right data.

I think, a program should fill autamatically gaps in data. If I press 'reload all historical data' NT fills the daily data with recalculated data only from regular session - there is no way to configure. There is no way, to reload data from a specific data-provider for one window. Seems, that we should trade with a building site....

Jens

In regard of this Bug: The Pivots calculating wrong values! The values today calculated for yesterday are different from the values calculated yesterday. I know, you will say, that is another problem, but I think, that this ist all the same: A Problem with data storage.

[JoshDance]

In regard of this Bug: The Pivots calculating wrong values! The values today calculated for yesterday are different from the values calculated yesterday. I know, you will say, that is another problem, but I think, that this ist all the same: A Problem with data storage.

Can you post examples of what you're getting, what you think you should be getting, and what session template you are using, as well as the first 3 settings for the pivot indicator?

[xenayoo]

Hello JoshDance,

I use 'Pivots' with default-values (Daily, DailyBars, 20) and I know, that I could let calculate Pivots based on minute Bars. But sometimes, there is no daily Bar because of holidays allthough there are CME-open hours and trades with low volume. Thats why I use dailyBars. In NT6 I created an indicator named export daily: This indicator exports daily data into a textfile and I could choose if I want 24/7 bars or only regular trading session. I also can activate a Filter: If volume lower than f.e. 500k, then ignore this day. So, Pivots would be calculated based on dalydata of the last oficial trading day and not based on irelevant holiday hours....
So, my wrong pivots are caused by the unconfigurale feature of NT7 wich calculates daily bars based on REGULAR TRADIN HOURS minute data. If I first connect to Kinetick, I have 24/7 daily bars. If I disconnect and connetct to Zenfire, my dailydata sometimes would be changed...
So NT7 have a problem with internal data storage - an that is in my eyes a knock-out-bug....

Jens

[JoshDance]

I use 'Pivots' with default-values (Daily, DailyBars, 20) and I know, that I could let calculate Pivots based on minute Bars. But sometimes, there is no daily Bar because of holidays allthough there are CME-open hours and trades with low volume. Thats why I use dailyBars. In NT6 I created an indicator named export daily: This indicator exports daily data into a textfile and I could choose if I want 24/7 bars or only regular trading session. I also can activate a Filter: If volume lower than f.e. 500k, then ignore this day. So, Pivots would be calculated based on dalydata of the last oficial trading day and not based on irelevant holiday hours....
So, my wrong pivots are caused by the unconfigurale feature of NT7 wich calculates daily bars based on REGULAR TRADIN HOURS minute data. If I first connect to Kinetick, I have 24/7 daily bars. If I disconnect and connetct to Zenfire, my dailydata sometimes would be changed...
So NT7 have a problem with internal data storage - an that is in my eyes a knock-out-bug....

Jens

I recently had a problem with the same thing, connecting to Kinetic and my broker. Essentially, if you are connected to Kinetic first and then Zenfire, when you refresh a daily chart you should get daily data from Kinetic, and when you refresh a minute/tick chart you should get Zenfire, without having to disconnect and reconnect at all. If you connect to your Zenfire feed and refresh a daily chart, then of course you will get bars that are based on that data. The proper way is to connect to Kinetic if you want accurate EOD daily bars, and also connect to Zenfire. The problem I had was based on the time of day I refreshed. In general, it should work fine. Here is the thread. If you have an issue I suggest you post on this thread:

http://www.ninjatrader.com/support/forum/showthread.php?t=41091

I believe the method you are using for pivots is correct. For example, today is Memorial Day, yet the CME exchange is open. Here is their holiday calendar:

http://www.cmegroup.com/tools-information/holiday-calendar/

Notice that for a holiday such as today which is on a Monday, that the actual "trading day" is from Sunday 1700CT to Tuesday at regular closing hours. So the "day" will have more than the normal amount of minutes, but that is the CME definition of their trading day, and thus this "day" should be used for calculating pivots.

Basically, ask yourself, why pivots are important, and what will most people be looking at. In your case, I think you already have it set up correctly, it's just a matter of making sure that your daily bars are accurate.

[JoshDance]

We are still investigating this issue.
Thank you for your patience.

Looks like it's fixed now to me, thanks--

[xenayoo]

Ok, NT7.0.1000.6 out now. The Kinetic EOD-Volume issue seems fixed. But that's all.

Josh Dance: You may be partitionaly right, but: Your solution still have a little problem: I f I first conect to Kinetick and second to ZenFire without disconnecting Kinetick, I have accurate daily data - exept today.... If I disconnect Kinetick and connect then to Zenfire, NT fills the daily data for today with data, so I can see the change. I the special case of yesterday, ZenFire fills also the daily data for yesterday and: No Level of the Pivots is right....

Edit: Without disconnecting from Kinetick as first connection, you can't trade - neither in SIM nor in your life account.....


So every ZenFire User needs a confgurable daily data generator: should the daily data be regular session or 24 hours? should every day appear in daily charts or only days with mor than 500k volume... and so on. That's not possible.

Jens

[JoshDance]

Ok, NT7.0.1000.6 out now. The Kinetic EOD-Volume issue seems fixed. But that's all.

I have not upgraded to .6, and the issue is fixed, so it's just a data issue.

Josh Dance: You may be partitionaly right, but: Your solution still have a little problem: I f I first conect to Kinetick and second to ZenFire without disconnecting Kinetick, I have accurate daily data - exept today....

If you reload your daily chart using Kinetic data, you should have a 5/27 bar, and then the current bar, 5/31 .. is that what you have? Your pivots should be calculated using Friday's HLC values. Again, there is no "Monday trading day" .. all the trading from Sunday and Monday are rolled into Tuesday's trading day, so for today, Tuesday, 5/31/11, your pivots should be calculated using "yesterday's trading day" which is Friday, 5/27/11.

If I disconnect Kinetick and connect then to Zenfire, NT fills the daily data for today with data, so I can see the change.

So when you disconnect Kinetic and then connect to Zenfire, you're saying that on its own, without you doing a manual "reload all historical data," that your daily chart is also changing its data and filling with Zenfire data?

Edit: Without disconnecting from Kinetick as first connection, you can't trade - neither in SIM nor in your life account.....

I do not have this problem--I connect to Kinetic first, then TT, and I can trade live just fine.

I understand your frustration and am not saying there are not problems, just trying to help you get a workable solution.

[xenayoo]

I have not upgraded to .6, and the issue is fixed, so it's just a data issue.

Well, I first tried .5 - connect to Kinetick EOD, pressing reload all historical data and nothing changed. Then I updated to .6 and the Volume was fixed after same procedure. So for me it seems a problem of data storage of NT...

If you reload your daily chart using Kinetic data, you should have a 5/27 bar, and then the current bar, 5/31 .. is that what you have? Your pivots should be calculated using Friday's HLC values. Again, there is no "Monday trading day" .. all the trading from Sunday and Monday are rolled into Tuesday's trading day, so for today, Tuesday, 5/31/11, your pivots should be calculated using "yesterday's trading day" which is Friday, 5/27/11.

Jay, I use the free Kinetick EOD. Therefore there can't be a 'today'-bar afr´ter connecting to Kinetick and reload all historicall data. The Today-Bar only appears, if i connect to ZenFire. Sometimes I have to reload Tickdata - and at this Time, there is a yesterday-bar 5/30..... ****....

So when you disconnect Kinetic and then connect to Zenfire, you're saying that on its own, without you doing a manual "reload all historical data," that your daily chart is also changing its data and filling with Zenfire data?

Yes and no. Without clicking on reload all historical data, NT only fills the today-bar in the daily chart. But somtimes I have to reload historical data in a Tickchart - then it makes no difference in wich window I click for relading.....

I do not have this problem--I connect to Kinetic first, then TT, and I can trade live just fine.

I get 'Order rejected...' Josh, is it possible, that you have a multibroker license? I only have a single-broker-license. As far as I know, the live account should be the premier (first) connection. So I can't trade.... NT6.5 was not perfect with the data handling. But NT7 is not on a higher level. I purchased for a building site! I can't count the 'unfortunatly this is currently not supported...' answers! There is a very long way to reach the level of omega tradestation - seems to be to far (lightyears I suppose)!

Jens
edit:
I wish wery urgent a connection mangager, where I can say, wich window is connected to wich datafeed and configure features like daily-data generator...

[JoshDance]

The Today-Bar only appears, if i connect to ZenFire. Sometimes I have to reload Tickdata - and at this Time, there is a yesterday-bar 5/30..... ****....

I'm assuming this is because you are connected to Zen and Zen is putting in a daily bar for 5/30, which should technically not exist. Sounds like you need to get this root issue sorted out. You should open a new thread for this and see if they can help.

I get 'Order rejected...' Josh, is it possible, that you have a multibroker license? I only have a single-broker-license. As far as I know, the live account should be the premier (first) connection.

I have a single license. You should definitely start a new support thread for this issue... NT should never try to place an order on a Kinetic EOD free feed.

[NinjaTrader_Tim]

HI JoshDance,

The data is now updated, thanks for your patience on this one.

Please let me know if I can answer any other questions you have.