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Charting Weekly RTH Only

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    Charting Weekly RTH Only

    I would like to have a weekly chart of the /NQ, but using only the RTH session. I can do this on the daily by using 405 minute candles but I can't do it on the weekly.

    Would it be possible to create an alternative synthetic instrument that reflected the weekly /NQ rth session only?

    One thing I tried was to create a synthetic future -- called /NR -- in the instrument manager. Then I copied the /NQ day data from the historical database and setup an identical /NR folder, which I was hoping to later edit manually.

    I loaded the /NR instrument as a test, expecting to see bars identical to the ones belonging to /NQ, as I had not yet edited them, but instead the chart was empty.

    I suspect this may have to do with a symbol mapping issue as I was asked for at least one symbol when I created the /NR instrument and didn't quite know what to do.

    Anyway, Is what I'm trying to do possible? Is there any other way?

    Thanks!

    #2
    Hello Srgtroy,

    Unfortunately this is not supported. Please avoid creating additional instruments in the Instrument Manager for an existing instrument. This can cause issues when trading live.

    Please note that daily data is loaded as per the OHLC values that are provided by the connected data feed/broker connection. Some connections provide daily data in RTH, while others provide it in ETH. I assume your data feed/broker connection provides daily data in ETH as you use the workaround of 405 Minute.

    I do not see a way to load weekly RTH data while connected to a data feed/broker that provides daily data in ETH. Weekly data is build from daily data.
    JasonNinjaTrader Customer Service

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