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Question about time bar end/start time & US Equities RTH session template.

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    Question about time bar end/start time & US Equities RTH session template.

    Hi,

    I'm getting some discrepancies between data downloaded from IQ Feed and data displayed by the same feed (IQ) in your charts.

    US Equities RTH = 09:30 - 16:00

    On my chart, the 1st bar is 09:31. I've assumed this means that 09:31 is the end time, i.e, the bar opens at 09:30 and closes at 09:31.

    The last bar is labeled 16:00. I've assumed this means that 16:00 is the end time and that 15:59 is the start time.

    Thus, the total # of bars is 389 and not 390 for a 6 1/2 hour day.

    Is this correct?

    Thanks.

    #2
    Hello Johnny,

    Correct within NinjaTrader bars are time stamped based off the close as opposed to the open therefore the first bar would be time stamped 9:31 and the last bar would be 16:00.

    Christopher J.NinjaTrader Customer Service

    Comment


      #3
      Hello Johnny,
      since you are using data downloaded from IQfeed if you are on ninjatrader 8.0.19.0
      your problem could be related to this

      Hello, I have installed 8.0.19.0 during the weekend and downloaded last 5 days of minute data for YM 12-19 to update my database. I have then noticed that timestamps where wrong (see screenshot 1) as it seems that each minute has been timestamped with starting time of minute instead of ending time as usual. As a counter proof

      Comment


        #4
        Originally posted by aerofly View Post
        Hello Johnny,
        since you are using data downloaded from IQfeed if you are on ninjatrader 8.0.19.0
        your problem could be related to this
        Hi, aerofly,

        Thank you for the heads up! Really. This must be it. I spent a good 3-4 hours yesterday trying to understand why I was getting discrepancies.

        My data from IQ Feed (downloaded to *.csv using QCollector and further massaged before ending up in my database) and data on my charts have been consistent for quite some time now, but almost by chance I discovered this when I started some analysis yesterday.

        Is this an issue only with charts populated with IQ Feed data or with all feeds (including Continuum) and charts on the newest NT? I could check myself, but currently at work.

        I hate to be the cranky and annoying customer, but I have to say I think this is a pretty serious error on Ninja’s end. Particularly since I feel there’s been a lot of issues and shortcomings with NT ever since I ‘upgraded’ from NT7 to NT8. A lot of stuff which were working just fine on NT7 have been a problem with NT8.

        In short, I’ve gone from very happy with NT7 and defending the software whenever the subject comes up to actually sticking with NT8 mostly because of habit and because I now spent a lot of time/money developing custom indicators for the platform.

        Best regards,

        Johnny


        Comment


          #5
          This appears to be an issue reported that is only affecting IQFeed and please let me know if you see the same behavior once version 8.0.19.1 has been released.
          Christopher J.NinjaTrader Customer Service

          Comment


            #6
            Originally posted by NinjaTrader_ChristopherJ View Post
            This appears to be an issue reported that is only affecting IQFeed and please let me know if you see the same behavior once version 8.0.19.1 has been released.
            Okay.

            When is 8.0.19.1 expected to be released?

            Well, I certainly hope I won't find the same behavior in the future.

            Comment


              #7
              There is not a specific date for this release available at this time.
              Christopher J.NinjaTrader Customer Service

              Comment


                #8
                Okay.

                If I may speak frankly, I think fixing obvious errors like this should be a huge priority. I'm told that there is a competing company that fixes errors pretty much immediately.

                I'm currently sticking with the latest version and using Continuum data. But if I can speak frankly one more time - things like this does not increase my trust in your software and it makes me consider other options.

                Johnny

                Comment


                  #9
                  NinjaTrader 8.0.19.1 has been released and can be downloaded at the link below. Keep in mind prior to installing the latest version please close NinjaTrader.

                  https://ninjatrader.com/PlatformDirect
                  Christopher J.NinjaTrader Customer Service

                  Comment


                    #10
                    Nice. Thanks.

                    Comment

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