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Daily charts with IB

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    Daily charts with IB

    i have never been able to get correct daily charts with IB. I understand the issue with IB not providing daily data, but i tried to compensate for this by setting the session time for my eminis at the appropriate 8:30 to 3:15 and setting the interval to 405 minutes. But i keep getting some days splitting into two daily bars. Somewhere in the afternoon a new daily bar is created and the data box confirms that both bars have the same date.

    any idea what i am missing? Am i wrong in starting the session time at exactly 8:30 (although the extraneous bars aren't within minutes of 3:15)? Is there a better interval than 405 minutes? Any insight would be helpful.

    I stopped using AmigoCharts when you released the NT charts, but i don't recall ever having this problem before.

    #2
    imported post

    Is there any consistency to this? Looking for a way to reproduce. Can you load historical data right now and create this? If yes, let me know.

    Thanks
    RayNinjaTrader Customer Service

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      #3
      imported post

      ok, it took a little time but here is what i found.

      i have the following settings -session begins8:30am,session ends3:15pm,interval405 minutes, 31 days back

      - the double bars appear on Mondays only

      - in the chart's Data Box, the normal bars havea "Time" of 3:15pm, however, on the Monday double bars the first bar has a "Time" of 2:30pm and the second bar has a "Time" of 9:15pm

      - interestingly, this Monday did not have a double bar. This may be because Friday was not a trading day and therefore had no bar, causing me to wonder if there is a "weekend" setting that i have not properly set. The problem seems to follow the weekend break.

      any hints are appreciated.

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        #4
        imported post

        Thanks for the detailed analysis. I have been able to reproduce the scenario on my end and our development team will look into this in the upcoming days.

        Ray
        RayNinjaTrader Customer Service

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          #5
          imported post

          thanks. I'll stay tuned.


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            #6
            imported post

            Hi Lupus,

            Just want to let you know that we have resolved the issue for the next update due out at the end of this month. Thanks again for taking the time to debug and point us in the right direction.

            Ray
            RayNinjaTrader Customer Service

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              #7
              imported post

              Thanks!

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