1440 min and day bars don't match

[vlakmire]

Tech support,

Attached are 3 images. Need your assistance setting up my day chart the "right" way.

Image 1 & 2 : two charts are 1440 min bars and daily bars
Image 3: the Session Mgr for the session used by SP instrument

I haven't changed "session template" in charts...they use instrument settings.

My goal is to present the data in a day chart the way it is being shown in 1440 min chart. The 1440 min chart shows the data the "right" way (my preference). Notice the open and close are different between the two charts. And the number of bars and the dates they fall on and the shapes are all different as well.

Would you please help me set up my session and/or charts so that the day chart "data" is displays exactly as the 1440 chart shows it.

1440 approximates 1 day which is why I picked that interval.

Thanks for your assistance.

jj

[NinjaTrader_Kyle]

Hello vlakmire,

Thanks for your post.

Which data provider do you use with NinjaTrader? Not all providers offer a 24 hour daily bar - some providers use an extended trading hours session based daily bar.

[vlakmire]

historical data reference

Kyle,

Thanks.

Getting the "Your submission could not be processed because the token has expired.

Please push the back button and reload the previous window."
message for the last 7 X attempting to reply...frustrating.

Attached is a pic of my historical data. You'll notice the numbers match 1 of my charts on the prior post

The issue is with the data already in my database. No live data streaming--but if I did it would be with PFG.

Just trying to figure out how to get my day chart to look exactly like my 1440 bar chart..don't understand how to do this?

Thanks for your help.

jj

[NinjaTrader_Bertrand]

Hello vlakmire, unfortunately PFG would not support the continuous contract symbols, so for daily and minute data access, please use the indidividual contracts here to get streaming data.

The daily bars from PFG would use the electronic hours per default, for the SP you could just use our presetup CME Equity Index Futures ETH template then for the minute data.

[vlakmire]

Bertrand,

Thanks. I'll probably subscribe to Kinetick just to get the data PFG doesn't offer.

For now though I am only interested in backtest setups.

So I deleted the "day" bars from my historical data and reimported only day bars (with the correct data structure) and the 1440 now matches my day bars.

Interesting after I deleted my day bar from history database there was no way to "regenerate" based on minute data (since that was still in the historical database). Perhaps there is a way that I haven't discovered.

It looks as though when I originally imported the historical data and checked the "generate day bars" box that it used the instrument default template to define the day. I'll go back and delete historical minute data and reimport using a my 16:15-16:30 template for the instrument and see if that matters.

Thanks,
jj

[vlakmire]

original post included wrong pictures

All,

So I know why you are confused.

Attached are the 1440 and day charts that I was originally talking about.

Looks like I uploaded 2 day charts the first time so you never got to see the 1440 chart.
Thanks,
jj

[NinjaTrader_Bertrand]

Thanks jj, yes that issue looks really to be session template related, as the high and low fit for both series but open / close values differ and you also miss some volume.

Correct, there would be unfortunately no option to trigger the day bars generation again without importing the data new.

[vlakmire]

close but still no match

Sir,

Thanks. So yes I reimported the data with 16:15-16:30 template and still didn't exactly match. Switched to Default 24x5 template and got closer.

Off by 1 "volume" it looks like and close price is consistently off.

Any suggestions..

Thanks,
jj

[NinjaTrader_Bertrand]

jj, could you please email me at support at ninjatrader dot com with the zipped source data so I could check into here?