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Issue With daily Bars

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    Issue With daily Bars

    Hi,

    I have imported 1 min data for the $EURUSD.
    The weird thing is that 1 daily bar is missing. The bar of the 27/03/2006 exists in the HISTORICAL DATA MANAGER / EDIT and in any intraday charts. However, in the daily chart this day is missing. Besides, in the daily chart appears the 1st of the next month, which should not exist.
    Any suggestion about it ?
    I send a chart (zoom up please)
    Thanks a lot
    Attached Files

    #2
    Hello,

    Can you please clarify what time zone you're PC clock is set to?

    What session template is applied on the chart? Do you see the bar if you use the Default 24/7 session template?
    MatthewNinjaTrader Product Management

    Comment


      #3
      Hi,

      Thanks for the reply.

      I am from Spain and my p.c. clock time zone is set to GMT+1 (madrid), Righ now, I am in DST (GMT+2).

      I have tested the default 24-7 session template and I do not see that missing daily bar.

      The imported data was salso saved in GMT+1 and GMT+2 in DST.


      Thanks in advanced.

      Edit: I have noticed that this issue happens rigth when in Spain we change from GMT+1 to GMT+2.

      ¿does NT handles DST changes internally somehow?

      ¿how does NT build daily bars from 1 m data?

      Sorry about so many cuestions

      Thanks
      Last edited by "CJS"; 07-10-2012, 02:58 AM.

      Comment


        #4
        Hello,

        The DST changes are not done by NinjaTrader and are handled by your local PC clock.

        The Daily bars are built based off of the time stamps and prices of the minute data to determine the OHLC for that day.

        Can you please clarify what operation system you are running? Are you on Windows XP?
        MatthewNinjaTrader Product Management

        Comment


          #5
          Hi,

          I am with Windows 7.

          What I need is to mach the intraday chart with the daily chart. The correct one is the intraday. For some reason the daily bars do not mach the intraday at all. It seems a session template's issue, but both charts are from the same instrument and they have the same session teplate.


          There exist the posibility to use a diferent data source for daily and for intraday?. That would solve the problem since I can build the daily bars by my own with a custom application and then import them.

          Thanks

          Comment


            #6
            Hello,

            You can use the Kinetick End of Day connection as the primary connection, which will give you access to 10 years of Daily data.

            Then you can connect to another source for the intraday data, or operate on the historical data in your database.
            MatthewNinjaTrader Product Management

            Comment


              #7
              OK, thanks for the suggestion.

              One more question.

              What can I do to build the bars exacly with the same values as the data imported?

              The data imported has been saved exactly in my time zone. I import it in my time zone (Madrid) but NT build different bars.

              Thanks once again.

              Comment


                #8
                Where are you obtaining this data from? Are you sure the time stamps represent your local time zone? Typically the data will be exported as UTC.

                Once the data is imported, it is then converted from UTC to your local time zone.
                MatthewNinjaTrader Product Management

                Comment


                  #9
                  It seems I have solved the issue.

                  Thanks a lot for your help

                  The problem was that the data is the start of a bar, not the end.

                  Comment

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