Kinetick EOD data - Incomplete do not use

[muskoka]

Hi

This is a very important message for any trader using Kinetick EOD data.

Do not use it for your trading strategy or testing.

The data did not include yesterdays Japanese Yen trading.
(so possibly for all currencies, interest rates, etc.)

This would mean that Kinetick is not including any days on or around some/all holiday
time frames, in markets that do trade, while others are closed.

This will create incorrect results in your historical and real trading results.

Surprising that this is something that is happening.

regards and good trading to all.

[NinjaTrader_Kyle]

Hello,

Thank you for your post.

Please tell me which instrument you are working with. (For example, $EURJPY or another instrument like 6J)

Additionally, please tell me which version of NinjaTrader you are running. (Help > About)

[muskoka]

Using NT 7.0.1000.31

I had the following futures charts opened 6J 03-16 Japanese yen
J7 03-16 Japanese yen mini
ZN 03-16 10 yr Note

The mini is still missing the data entirely.

Kinetic is merging 2 days worth of data into 1 day, the 16th.

The entire eod database needs to checked vs minute bars on holidays and holidays +1.

or a nice big asterisk stating that this is how the data is displayed.

Sadly, Kinetic is not alone in doing this, Barchart is also, which suggests this could be a industry wide practice. Can't trust anyone or anything these days...lol.

regards

[NinjaTrader_PatrickG]

I have noticed this discrepancy after comparing a Kinetick daily chart to a kinetick 1440m chart. It does not seem to be limited to the instruments you mentioned.

I will report this information to Kinetick. Thank you for bringing this to our attention.

[NinjaTrader_PatrickG]

Thanks for your patience.

This behavior is expected and is not a result of a platform or specific data provider, but dictated by the CME. Here is some further explanation:

All Futures that opened on Sunday will attach EOD to Tuesday’s data. You will still have intraday data for Monday however. This is a decision by the CME Group to append their data in this way. This is normal behavior for several years on half day and holidays.

Here is a link to the CME Group holiday calendar stating that Sunday and Monday’s trading 2/15 and 2/16 was for trade date Tuesday 2/17:

http://www.cmegroup.com/tools-inform...y-schedule.pdf

[muskoka]

Thanks for getting back so quick.

First, let me say a thank you for NinjaTrader team, product, and support staff for all
your work.

re: CME. I hope someone sues them. They are knowingly delivering a price data product for a fee, with prices that DO NOT occur on certain dates. A litigation lawyer awaits this one.

For Ninja, some possible suggestions/solutions:

1. Make the eod database a (i.e.) 1440 min bar or 720 min bar, so it WILL show the actual O/H/L/C that occured on each day. (You could offer it for a small fee to buy vs
the now eod?)

2. If no changes are to be made, then clearly state the eod does NOT represent the actual O/H/L/C that occur on/around all holidays, that they are merged days, testing or trading results will not be accurate, customers responsibility...blah..blah..blah.

At least in either of the above you are informing your users, customers, of this matter. The users then can decide how to proceed.

regards
muskoka