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How to setup and intraday gap chart

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    How to setup and intraday gap chart

    Hello,

    I need to setup an intraday gap chart that starts collecting data at 9: 30 a.m. eastern and stops at 4: 15 p.m. eastern.

    This is so that I can view the gaps. These gaps won’t appear on charts that carry 24 hours’ worth of data or as “regular session” data on the futures markets I trade.

    I need to set this up for YM and ES.

    I've tried setting up a special NT session with special times but when I use it on a 10 day continuous contract YM, the chart never finishes loading and just clocks CPU. I use DTN IQFeed and I've uploaded a screen scrape of what I tried.

    Can you please tell what I'm doing wrong or how I can setup the intraday gap chart I need ?

    Thanks in advance.
    Attached Files

    #2
    Hello Lucius,

    Thanks for your post.

    What happens if you select a different Session template, such as 'Default 24/7'? Does the data load normally?

    Also, do you notice any difference when you change the interval?
    VinceNinjaTrader Customer Service

    Comment


      #3
      Hello Vince,

      When I use any other template like "Default 24/7", the chart loads normally, and while I'm waiting for the custom session chart to load, there is no difference in the chart data or x-axis, only the word "loading..." appears and I can still scroll around while I'm waiting.

      While I'm waiting though, NT is clocking CPU and appears to be doing nothing. Even after I close the custom session chart, and with no other charts open in the workspace, CPU is still being used by NT. Here is another screen scrape.
      Attached Files

      Comment


        #4
        Hello Lucius,

        Can you do the following:
        - Delete you custom session template
        - Exit and restart NT
        - Recreate your session template
        - Test again
        VinceNinjaTrader Customer Service

        Comment


          #5
          OK. I did it.

          When I open a fresh/new chart and specify the custom session template, the chart does open but still uses session template "default instrument settings"

          When I then select the custom session template for that same chart, NT will only shows "loading" on the chart and begins clocking CPU. The chart stays that way and never finishes loading.

          See screen scrape. Left chart is the first fresh chart I tried to open using the custom template but NT still used the "instrument default" Right side chart is trying to open using the custom session template after it first loaded using default and I re-opened dataseseries window and selected the custom template.
          Attached Files

          Comment


            #6
            Hello Lucius,

            Just to be sure, does this happen as well when you select the regular contract month and not the continuous one, so with the YM 09-14 or ES 09-14?
            VinceNinjaTrader Customer Service

            Comment


              #7
              Hello Vince,

              Same behavior on regular contract month too.
              Attached Files

              Comment


                #8
                Hello Lucius,

                Can you select the 'CME US Index Futures RTH' template and see if this loads normally. This is almost the same as your custom template, only the Sunday isn't listed. Times are exactly the same. What you can try is to Edit this template and add the Sunday.
                Can you test this and see if it loads correctly.
                VinceNinjaTrader Customer Service

                Comment


                  #9
                  Hello Vince,

                  Session "CME US Index Futures RTH" does work but only after the chart is open. If I create a new chart and specify session "CME US Index Futures RTH", the chart will open and load, but will have a session of "default for instrument".

                  I then have to open the dataseries window for the chart and specify "CME US Index Futures RTH", only then will then chart will update.

                  I tried to "copy" CME US Index Futures RTH to a new session name and try to load a chart with it. The new copied session (without any time changes) fails to load. The chart just says "loading..." and begins to clock CPU.

                  So this looks like a bug in NT where:

                  1. I can't use new sessions that I either create or copy myself.
                  2. I can't open any new chart without it defaulting to "instrument default session". I can then open dataseries window and change the session, but only the session that originally come with NT.

                  Comment


                    #10
                    Hello Lucius,

                    After you've set up your chart with the 'CME US Index Futures RTH' template, can you save your chart as a template by right clicking in the chart--> Templates--> Save as.
                    Then when saved, leave the chart open and save this as part of a workspace. When saved, exit and restart NinjaTrader and see if the same template is still selected.
                    VinceNinjaTrader Customer Service

                    Comment


                      #11
                      Hello Vince,

                      I found the problem.

                      I was naming the template "@GAP CME US INDEX FUTURES". I did this so that any custom template I create appear at the top of the list of all templates.

                      I've since tried naming the template "CUSTOM GAP CME US INDEX FUTURES" and now it loads immediately on startup of a new chart and also when I change the session of an already open chart of a different session.

                      It's likely the use of an "@" in the session template name that was causing the problem.

                      Comment

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