Secondly, I was trying to mark out yesterdays Low and High on the daily chart (YH YL on the screenshot). But when I flip to the 60 min chart it doesn't look right. The lines don't line-up with the HL from the Day bars.
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Brent Crude Data issue
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Brent Crude Data issue
Got a couple of issues with Brent Crude Oil Futures. Firstly, the default trading hours are incorrect. The correct details are here:
Secondly, I was trying to mark out yesterdays Low and High on the daily chart (YH YL on the screenshot). But when I flip to the 60 min chart it doesn't look right. The lines don't line-up with the HL from the Day bars.Tags: None
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Hello frantic,
Thank you for your post.
Glad to assist. I will forward the information regarding the Trading Hours template for Brent to our teams to look into further.
Regarding the Daily chart, Daily charts are loaded in NinjaTrader using the session times as reported via the data provider, likely causing the discrepancy. To view outside of these times, try loading the daily chart alternatively as a 1440-minute interval.
Let me know if I may assist further.Eric B.NinjaTrader Customer Service
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When connected to a CQG based account Daily bars will automatically use the Regular Trading Hours for the bars displayed. Tick or Minute data will display data for the entire Extended Trading Hours session therefore as a work around I suggest creating a 1440 Minute chart to simulate Daily bars and let me know if your values then line up.Christopher J.NinjaTrader Customer Service
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Hi Christopher,
thanks for responding. Brent Crude is British Oil from the North Sea between the United Kingdom and Denmark. The Brent Crude Futures derivative has NEVER been traded on Nymex open-outcry RTH - why would it? It is not an American product, its predominantly traded in Europe.
I remain adamant that this classification of Nymex RTH is an error in the Ninjatrader Instrument database.
I also remain adamant that OHLC Day bars are being built based on this incorrect classification and that this is also a mistake. Yesterdays Day Open price lines up perfectly with 2.00pm GMT (9:00EST I think). Ironically 2 hours left on the European trading day; the day bars are wrong - and completely useless for trading.
Furthermore, the data is presented differently on other platforms:
https://www.tradingview.com/chart/?symbol=ICEEUR:CB1!
I believe if you investigate further that you will concur with my findings.
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Can you please use the steps provided below to change the Trading hours template to Ipe Europe Futures.- Go to Tools->Instruments
- Select B
- Click edit
- Select "Ipe Europe Futures" from the Trading hours drop down
- Click Ok
- Click Ok
Christopher J.NinjaTrader Customer Service
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Hey Christopher,
that does seem to be the correct trading hours template for the instrument, yes. However its not the one that Ninjatrader ships with by default, nor the one that the daily bars are being constructed based on.
Ninjatrader uses ETH trading hours for everything else. In the case of Brent Futures it uses RTH Nymex - this is a mistake, not only in the Ninjatrader platform but also on your historical data servers which are constructing the day bars incorrectly based on Nymex trading hours.
Please could you raise a bug for the platform and the data servers to get this fixed?Last edited by frantic; 05-24-2018, 02:07 AM.
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FYI The daily bars are still wrong even with the correct instrument template assigned. Yes I know I can use a 1440 minute chart to get the correct data, but this is a hacky workaround. Firstly it is SLOW - it takes about 1 minute to flip to a 1440 minute chart with the settings I have assigned for minute charts.
I trade on 1-2 minute charts usually and so have my minute charts defaulted to 1500 bars, so that I can always have 1 day available on the chart. There's no way to set a 1440m chart's bar count different to a 1 minute bar count, so when I flip to a 1440 minute chart I end up with 1500 x 1400 = 2,160,000 minutes being processed. It takes about 45 seconds for the chart to appear.
Not only is this extremely slow but it looks terrible; every bar having a session split line over it.
These ICE EU Data Subscriptions are expensive - $250/month - the least you could do is serve out the data the way the Exchange intends.
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To disable the vertical line for each bar right click in your chart->Data Series->Expand the Trading hours break line section->Select Off from the Visible drop down menu then click Ok.
I have reported this Trading hours template issue to our development team and they have changed this to now use "Ipe Europe Futures" by default.Christopher J.NinjaTrader Customer Service
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