ES (e-mini) some intraday data not displayed on chart

[skiguy]

I noticed that for a certain time slice intraday data is not displayed on the chart at all in NT.

So for example, ES 09-15 contract. I min data. The data is loaded from my IB connection.

The time slice missing is 15:16 to 16:00 (NT times)

This data is in IB and displayed in IB chart.

ES does not trade 15:15 to 15:30 but it does trade between 15:30 and 16:15.

NT is only showing some of this data (see above re missing time slice). NT is showing 15:15 then next bar is 16:01. Therefore some of the data btn 15:30 and 16:15 is not displayed in the NT chart.

When I loaded the chart in NT initially I used instrument settings and when I look at data series it shows CME .... ETH which I believe is correct.

is there a way to look at the .ntd files to see if the data has been correctly imported by NT from the IB connection?

if the data is in the NT data base then it must be an NT display issue for example.

[sledge]

I noticed that for a certain time slice intraday data is not displayed on the chart at all in NT.

So for example, ES 09-15 contract. I min data. The data is loaded from my IB connection.

The time slice missing is 15:16 to 16:00 (NT times)

This data is in IB and displayed in IB chart.

ES does not trade 15:15 to 15:30 but it does trade between 15:30 and 16:15.

NT is only showing some of this data (see above re missing time slice). NT is showing 15:15 then next bar is 16:01. Therefore some of the data btn 15:30 and 16:15 is not displayed in the NT chart.

When I loaded the chart in NT initially I used instrument settings and when I look at data series it shows CME .... ETH which I believe is correct.

is there a way to look at the .ntd files to see if the data has been correctly imported by NT from the IB connection?

if the data is in the NT data base then it must be an NT display issue for example.

Which NT version are you using?

If you are suggesting NT in USA "CST" (CME) times, that was changed a while ago??

The 4:15pm to 4:30pm EST(E=Eastern) (3:15pm to 3:30pm CST(C=Central)) timezone close changed a while ago. (like 1-2 years ago)

Can you post some charts?

[skiguy]

I am using current version of NT 7.

You do not appear to have read my post accurately.

I know exactly when ES trades and what IB shows for the time period I am referring to.

[skiguy]

Can one of the NT team or anyone else shed any light on this?

[NinjaTrader_RileyS]

Hi skiguy,

Thank you for your post.

What exact version of NinjaTrader are you running? You can check under Help -> About (Example: 7.0.1000.29)

What build of Trader Workstation are you running? You can see this by going to Help > About Trader Workstation...

Do you receive an error on screen? Are there errors on the Log tab of the Control Center? If so, what do these errors report?

[skiguy]

NT 7.0.1000.29

IB TWS Build 950.2g, May 19, 2015 5:52:50 PM

Both installed very recently as I replaced my hard drive.

I also have the latest version of the IB API.

No errors on screen or relevant errors in the log (I always check there).

[skiguy]

is there a way to look at the .ntd files to see if the data has been correctly imported by NT from the IB connection?

[skiguy]

the data shows in IB chart exactly as per expected.

[skiguy]

of course by:

"The time slice missing is 15:16 to 16:00 (NT times)" I mean the bar time shown in NT.

NT shows the bar time at the close of the bar whereas IB show the bar time at the open of the bar.

I am fully aware of this.

[NinjaTrader_Brandon]

Hello,

Thanks for your reply.

If you change the session template to Default 24/7 do you see the missing data?
You can verify the available data also under Tools> Historical Data Manager> Edit

[skiguy]

Thanks Brandon.

That indeed fixed the issue. All the bars now display. That was about the only option I had not tried

[skiguy]

And also thanks for the tip on looking at the data.

Am I correct in thinking that the data is stored using the time from the actual market as opposed to say UTC or some other fixed time such as New York time?

So for ES that is Chicago time but say for CL it would be New York time.

[NinjaTrader_Brandon]

Hello,

Thanks for your reply.

Please reset your instrument to ensure you have the latest settings by going to Tools> Options> Data - Reset Instruments

The data will be saved on your computer in UTC however it will be displayed based on your local time zone.

[skiguy]

Error on loading chart data for....

I regularly get NT error messages like this when I connect to IB:

Error on loading chart data for 'ES 09-15 Globex': IB: Error in requesting historical data from IB: No security definition has been found for the request(200).

I get this msg for other mkts as well.

The security is valid as I have data for it and indeed I can update the data.

So for example I will select reload Historical data on the chart after getting the error and the chart is updated.

When the error occurs the data is not updated even though the UI says it is being updated (bottom right hand corner of the window).

I then have to select reload Historical data manually.

So the bottom line is that an error is thrown for a known symbol saying it is not known but more importantly the data is not updated which means I have to do it via select reload Historical data manually.

[NinjaTrader_Brandon]

Hello skiguy,

Thanks for your reply.

Has Traders Workstation 944.3 been installed?
When this happens do you have any charts that are not displaying data?
Do you have any charts with tick based data open? (tick, range, renko, second)