Daily Charts & Volume not plotting correctly

[smeagol]

Hi,

Having a similar problem across several instruments. The days noted in the image are a few of the incorrect plots. The price bars are incorrect and the volume is significantly off. Chart is set for 1440 min and ETH nymex energy/metals session template. Computer clock is synced and there are no problems on my 5min charts. Couple of things to note:

* when switching to RTH only one of the errors is solved but others remain
* made sure all daily data is downloaded again and reloaded all historical data
* Back adjusted properly on volume shift

The majority of the data is correct when comparing to other sources. Can't figure out whats causing these random glitches every month or so. Please advise

ty~

[NinjaTrader_Jason]

Hello smeagol,

Can you please select the 'Default 24/7' session template in the chart and check if data is plotted as expected.

The RTH and ETH session templates do not capture 1440 minutes per session which is likely causing the issue.

[smeagol]

Even worse with default 24/7. please see image

[NinjaTrader_Jason]

Hello smeagol,

Could it be the days with lower volumes are all Sundays, which have less volume compared to the other days of the week because of less trading hours?

[smeagol]

The dates are not falling on a Sunday and Default 24/5 does not work either. Comparing to other platforms even the price bars on certain days are way off besides the volume. The majority of days compare identical. Same problem with different instruments. ty~

[NinjaTrader_Jason]

Hello smeagol,

Can you please tell me on what dates the days with low volume occur.

What happens if you create a daily chart instead of a 1440 minute chart?

[smeagol]

Some of the dates on are on the first image attached and happen to be the same problem dates for the GC as well. When switching to RTH one of the error days is corrected but others remain incorrect. ty~

[NinjaTrader_Jason]

Hello smeagol,

Can you please tell me to what data feed provider you connect in NinjaTrader and check what happens when you create a daily chart instead of a 1440 minute chart.

What time zone is used on your PC clock?

When you select the RTH session template, it uses start and end times that do not capture 1440 minutes per day. Do the other platforms build daily bars out of minute data as well?