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AddDataSeries Trading Hours

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    AddDataSeries Trading Hours

    Greetings,

    Running my Indicator on a 30 minute, ES 06-20 chart with Trading Hours Template "CME US Index Futures ETH BGW EOD 315 (1)", I've added 2 Data Series :

    AddDataSeries("ES 06-20", new BarsPeriod() { BarsPeriodType = BarsPeriodType.Minute, Value = 1}, "CME US Index Futures ETH BGW EOD 315 (1)");

    AddDataSeries("ES 06-20", new BarsPeriod() { BarsPeriodType = (BarsPeriodType) 6565, Value = 1},"CME US Index Futures RTH BGW Daily-Full Holidays");


    The 1 Minute Bars seem to be effected by the RTH Hours Template, "CME US Index Futures RTH BGW Daily-Full Holidays".

    Or maybe I'm wrong & something else is going on ?

    However, when I added "new BarsPeriod() { BarsPeriodType = (BarsPeriodType) 6565, Value = 1})" to the Weekly Bars to get RTH hours, the 1 Minute Bars while "Historical" run during ETH, but when the 1 Minute Bars go to "Realtime" during ETH, they stop, only to catch up and run when RTH begins (the bars not run while "Realtime" ETH all run at once).

    I want to get the 1 Minute Bars, running while "Realtime" during ETH, to run during ETH, not storing up to all run when RTH begins.

    The 1 Minute Bars ran OK when the Weekly Bars were added using :

    AddDataSeries(BarsPeriodType.Week, 1);

    But then, that doesn't give Weekly Bars using RTH needed to make correct weekly Pivots.

    Thanks for your help,

    Bruce



    #2
    Hello BGWTEX,

    Thank you for your post.

    As noted in the section of the help guide on AddDataSeries here: https://ninjatrader.com/support/help...dataseries.htm

    "If your NinjaScript object is using AddDataSeries() allowing to specify a tradingHoursName, please keep in mind that: An indicator / strategy with multiple DataSeries of the same instrument will only process realtime OnBarUpdate() calls when a tick occurs in session of the trading hour template of all added series. Any ticks not processed will be queued and processed as a tick comes in for all subsequent DataSeries."

    There would not be a supported workaround for this, unfortunately.

    Please let us know if we may be of further assistance to you.
    Kate W.NinjaTrader Customer Service

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