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Missing a Bar & Volumetric BarSeries not aggregation same as Minute Bars are

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    Missing a Bar & Volumetric BarSeries not aggregation same as Minute Bars are

    Hi,
    I got an issue with my barseries. I figured out that there is a second missing somehow. Now the regular minute bars compensate for that and continue to aggregate based on their minute interval. The Volumetric Bars however are completely thrown off by this, not correctly aggregating the timewindow that the missing second falls in. So from that second onward, each candle OHLC is a mismatch to the regular minute interval.

    a) how come I am missing a second if there is historical data for that period?
    b) please check if it's intentional that the aggregation logic of Volumetric Bars, Type Minute does not match the aggregation logic of actual Minute bars. I sure hope thats an error.

    Thanks.

    edit: I just learned that the error of the missing second bar only exists with Kinetick Live datafeed. On Ninjatrader via Continuum, the missing second bar is there.

    I disconnected, deleted historical data, restarted ninja, then connected. The error on Kinetick feed so far is replicable.
    FWIW; I don't have MES live data subscribed from Kinetick, but since it's loading historical tick data for that second, I don't know why it wouldn't print the bar.

    Also, I can avoid by setting preferred datafeed for historical and live to continuum & then connecting to Ninjatrader Continuum first.
    Last edited by scalpingtrader; 05-17-2020, 07:28 AM.

    #2
    I cannot reproduce this symptom when following these steps:The data before/after the switch from historical to real-time seems to be identical and there are no missing bars.

    First, do you agree that I've reproduced this correctly? If not, what steps should I take?

    Then, can you reproduce this symptom after syncing your PC clock? Please use the steps below to change/check your Time Zone and sync the PC clock:
    • Shutdown NinjaTrader
    • Right-click the clock in the lower right corner of your desktop
    • Select Adjust date/time
    • For Windows 10 click 'Additional date, time, & regional settings' -> then click 'Set the time and date'
    • Select the 'Internet Time' tab at the top
    • Set the server to time.nist.gov and then click Update.
    • If the message that appears says successful your PC clock should now be updated.
    • If not, select a different server from the Server: drop-down and try again (repeat until one of the servers is successful)
    After updating the PC clock, please restart NinjaTrader, then right-click the chart and select Reload All Historical Data.

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