FREE NinjaTrader Forex Data Feed Issue?

[jeronymite]

I subscribe to the FREE NinjaTrader Forex data feed. Thanks! This is a great service and very much appreciated!

I recently noticed that 1 minute charts with this data stop at the bar with a timestamp of 56 minutes after the hour when the Forex market closes at the end of the week (e.g. 16:56). This is also reflected in 1 minute BarsRequests.

Why is this so? I would expect it to stop with the bar timestamped at the top of the hour of the close time (e.g. 17:00). Why are there four bars missing?

Thanks.

[NinjaTrader_ShawnB]

Hello jeronymite,

Thank you for your post.

Could you please send an image to clarify the behavior you are seeing?

To send a screenshot with Windows 7 or newer I would recommend using Window's Snipping Tool.

Click here for instructions

Alternatively to send a screenshot press Alt + PRINT SCREEN to take a screenshot of the selected window. Then go to Start--> Accessories--> Paint, and press CTRL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment.

Click here for detailed instruction

You could post the image to your forum reply, or send an email to platformsupport [at] ninjatrader [dot] com with the image as an attachment. In the email please include a link to this forum thread.

We look forward to assisting you further.

[jeronymite]

Hi Shawn,

The behaviour is easily observed. With FREE NinjaTrader Forex as the data feed, open a 1 Minute chart for EURUSD whilst the Forex market is closed (i.e. the weekend). Show the Data Box and rest on the final bar. Its timestamp will be 56 minutes after the start of the final hour of Forex trading (<xx>:56, depending on your timezone; e.g. 16:56). It should be the full top of the hour for the close of market (<xx+1>:00; e.g. 17:00).

Thanks.

[NinjaTrader_RyanS]

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 'Date, Time, and regional formatting' -> Then click 'Additional date, time, and 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.

Please let us know if we may be of further assistance.

[jeronymite]

Thanks, Ryan.

Your suggestion is worth making; however, I run Dimension4 software to ensure my PC clock is always within moments of accurate real time. As part of the AddOn software I produce, I check my PC clock against global time servers every time it runs (many times each day). My PC clock is always less than 1 second different from real time. This is not a PC clock problem.

Grateful for your further investigation.

Thanks.

[NinjaTrader_RyanS]

Can you screenshot this behavior? Please include the instrument and time/date/price so I can try and replicate this issue on my end.

[jeronymite]

Thanks for looking into this, Ryan. Much appreciated.

I have created a short video to demonstrate the issue: https://ln3.sync.com/dl/7e74a87b0#e7...86eyf-867vzqz9

The video presents the following:

• Chart of EURUSD at 1 Minute interval
• Datafeed is FREE NinjaTrader Forex
• Data Box is visible and shows Bar Index as well as Time
• All Historical Data reloaded prior to video
• Date shown is 17 May, which is the start of the Monday morning market at 7am at GMT+10
• Prior to the 17 May date is the close of the market on the prior Saturday at 7am at GMT+10
• NOTE: Consecutive bars indexed at 2853 and 2854 are timestamped at 06:56 and 07:01 respectively
• These bars show that data for the final 4 minutes of the close of the market are missing from the datafeed

For comparison, I also used a different datafeed from FXCM and performed the same test. ALL bars were present, as expected.

I hope this is sufficient to be able to investigate and rectify.

Thanks!

[NinjaTrader_RyanS]

Hello,

Within the FXCM connection configuration in NinjaTrader, can you confirm if you have the box checked for 'NinjaTrader Historical data server' checked? If it is not checked, check this then restart. Does the issue persist after right clicking the chart to reload historical data?
If it is checked, does doing the same but un-checking resolve?

[jeronymite]

Hi Ryan,

I'm not exactly sure why you want the test with the FXCM Connection, since it does not have the issue; nevertheless, both with and without that option enabled, the data is exactly as one would want: all bars present.

It is the FREE NinjaTrader Forex Connection that has the issue needing to be fixed (missing last four 1 minute bars of the week).

Thanks.

[NinjaTrader_RyanS]

Hello,

I receive the same data on my end, indicating this is simply the data that is being provided. When there is no volume/data, bars will be 'skipped'. Since forex is not traded at a centralized exchange, you will see discrepancies between data feeds as each provider's data is proprietary. Since I can replicate this and we confirmed FXCM is working, the issue is the data itself and no chart or global setting.

Please let me know if you have any other questions.

[jeronymite]

Thanks, Ryan.

Yes, it is a data issue. And it is a consistent data error. If you load FREE NinjaTrader Forex for any number of weeks back (I have tested back to the start of April), you will see the same missing bars every week. This is a not a volume issue (unless that data feed stops measuring volume 4 minutes before the end of the week). It is a real data collection, storage or delivery issue. If it were ephemeral in nature it would vary in manifestation. It doesn't. Those last 4 minutes are always missing. In a few cases, even the first minute or two of the start of the following week are missing.

Grateful for a review of the data feed to rectify this matter.

Thanks.

[NinjaTrader_RyanS]

Hello,

I was unable to reproduce this over the past weekend/Friday, can you confirm if you saw the issue on 5/21?

[jeronymite]

Yes, Ryan. Same behaviour: Consecutively numbered 1-Minute bars jump timestamps from 06:56:00 (Sat) to 07:01:00 (Mon) GMT+10.