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Problem with gold futures Daily Data

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    Problem with gold futures Daily Data

    Gold futures daily bars are forming with huge gaps. This isn't consistent with the price action on lower timeframes as you can see from the screenshot below. I tried changing the trading hours on the daily chart but it doesn't seem to have any effect.
    Attached Files

    #2
    Hello ,

    Thank you for your post.

    Glad to assist. Daily charts are loaded in NinjaTrader using the session times as reported via the data provider. To view outside of these times, try loading the daily chart alternatively as a 1440-minute interval, then applying the Trading Hours template if needed.

    Let me know if I may assist further.
    Eric B.NinjaTrader Customer Service

    Comment


      #3
      According to CME the trading hours are 18:00-17:00 ET
      https://www.cmegroup.com/trading-hours.html#metals

      I don't think that's how the daily bars are being built. I've tried to line up the close on the daily bar with a 30 min chart, but it doesn't line up.

      Comment


        #4
        Thank you for your reply.

        Separate chart data is used to build both the Minute and Daily bars - A daily bar being comprised of data for the Day, via the OHLC values via the connected provider and not the CME, and 30-minute only the last 30-minutes of the bar in question.

        See the below section of our help guide regarding how bars are built.

        https://ninjatrader.com/support/help...riousChartBars

        Please test the 1440-minute chart workaround and test for issue. If you still see the same, please let me know who are you connected to. This is displayed in green on lower left corner of the Control Center window.
        Eric B.NinjaTrader Customer Service

        Comment


          #5
          Who is the data provider and what hours are they building daily bars on Gold futures with?

          Comment


            #6
            Thank you for your reply.

            The NinjaTrader Platform has a number of supported data providers. To clarify, please go to the Control Center > Hover your mouse over the green light at the lower left to verify the connected data provider.

            I look forward to your reply.
            Eric B.NinjaTrader Customer Service

            Comment


              #7
              Its CQG - and I'm pretty sure they get their data from the COMEX if that is indeed the case then Ninjatrader is building these bars incorrectly.

              https://www.cmegroup.com/trading/why...d-futures.html

              Comment


                #8
                Currently when connected to CQG Daily bars will only display data for the regular trading hours template as opposed to the extended trading hours.

                In order to display data for the extended hours template please create a 1440 Minute chart to simulate Daily data which will then include all trading sessions.
                Christopher J.NinjaTrader Customer Service

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