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Daily Chart Ranges Not Accurate

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    Daily Chart Ranges Not Accurate

    I am having a bit of trouble getting my daily CL charts to reflect accurate range values. For instance, last friday's range is showing up at 1.01 on my daily charts when it should be 1.52.

    I have my data series set for Default 24/7, but this setting only seems to reflect the range from 12:00 am to the end of the trading day.

    Is there any way to recieve range values from the true open on the previous calendar day to the current day's close ? Basically, 1 electronic trading session? Is this a "data series" issue or is it a historical data merge issue?

    I am using the Cqg data feed on ninja trader 7.....any help is much appreciated.

    #2
    Hello vern13,
    Thanks for your post.

    For CQG, the daily bars are based on RTH session template.

    If you want the bars to be based on the ETH session template then please open a 1440 minute chart (which is equivalent to a daily bar) and see if you are getting the correct value or not.
    JoydeepNinjaTrader Customer Service

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      #3
      Originally posted by NinjaTrader_Joydeep View Post
      Hello vern13,
      Thanks for your post.

      For CQG, the daily bars are based on RTH session template.

      If you want the bars to be based on the ETH session template then please open a 1440 minute chart (which is equivalent to a daily bar) and see if you are getting the correct value or not.
      Ok, I will give it a shot..thank you

      Comment


        #4
        Also..this may seem like an elementary question....what does RTH and ETH stand for?

        Comment


          #5
          Hello vern13,
          RTH stands for Regular trading hour while ETH stands for electronic/extended trading hours.
          JoydeepNinjaTrader Customer Service

          Comment


            #6
            Originally posted by NinjaTrader_Joydeep View Post
            Hello vern13,
            Thanks for your post.

            For CQG, the daily bars are based on RTH session template.

            If you want the bars to be based on the ETH session template then please open a 1440 minute chart (which is equivalent to a daily bar) and see if you are getting the correct value or not.
            I have the 1440 minute chart open vs the 30 minute chart. I am showing about a 12 tick discepancy on the low that I cannot reconcile.

            Is there a particular data setting (eth, 24/7 etc.) that I need for the 1440 minute chart?

            Comment


              #7
              Hello vern13,
              What session templates you are using on each chart.
              • Right click on the chart
              • In the context menu click on Data Series
              • What session template you have set in the field "Session Template"
              JoydeepNinjaTrader Customer Service

              Comment


                #8
                Default 24/7

                Comment


                  #9
                  Hello vern13,
                  If you have set up the same session template on both the chart then the charts should match.

                  Can you please upload a screenshot of the 2 charts showing the discrepancy.

                  To send a screenshot press Alt + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CTRL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment.

                  For detailed instructions please visit the following link
                  JoydeepNinjaTrader Customer Service

                  Comment


                    #10
                    Ok. Let me double check once again. I will try to use the guidelines you laid out to troubleshoot the problem myself.

                    I am sorry, but I will not be able to upload a picture of the charts this trading session due to proprietary systems that are currently working on them.

                    In order to take the screenshots I will have to open new charts without the indicators; I will be able to do that after the session.

                    Again, thank you for the help, and I appreciate your time.

                    Comment

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