Coinbase Bars Above Daily Timeframe Not Calculating Properly Consistently

[Stupid_idiot]

I'm having this issue oddly enough only with Coinbase data, and not at all with my Binance data. It occurs on any timeframe higher than the daily, with the exception of the monthly which loads fine on a consistent basis.

What will happen is I'll have all my Coinbase data accurately represented on the charts, so every bar's open and close matches exactly what you would see in TradingView. I do this on the higher timeframes (bi-weekly, weekly, & 5-day) by going to data series>load data based on>custom range - and then picking a start date that eventually gets the charts to look like TradingView. I have to do this procedure with the weekly and bi-weekly charts because NinjaTrader will not allow you to customize the weekly and bi-weekly timeframes to have the end/start day on anything other than what's preprogrammed for traditional markets. So the solution for that is to just use "7-day" timeframe for the weekly and "14-day" for the bi-weekly. Again, this works flawlessly with my Binance data.

So then I'll close Ninjatrader, open it back up within minutes, and some (only some, it seems to be random), of my Coinbase charts (only in the timeframes I noted above), will be off. See pic:

This is what it should look like (from Binance):

Notice the major differences, particularly in the bars to the right.

So what I'll do to solve this is change the start date in the custom range in data series to one that eventually works. See pic:

This works fine until I close NinjaTrader (after saving) and reopen it only to find a random selection of those Coinbase charts messed up again.

I've tried reloading the historical data as well as changing the trading hours to "cryptocurrency", with no success.

[NinjaTrader_Manfred]

Hello Stupid_idiot ,

Thank you very much for your post.

I would like to see if we can recreate this on our end. Would you be able to send us your workspace, to ensure we use the same settings, e.g. the timeframe?

The easiest way to send us the workspace, as well as the platform's log & trace files, would be through the platform directly.

You can do this by clicking on Help > Email Support.

Please expand the "Other files" category before checking the checkbox next to "Workspace files and UI settings".

Last but not least, please also leave the following note in your email. This allows us to quickly associate it with this post:

ATTN Manfred 3340420

Thank you in advance, I look forward to your email!

[Stupid_idiot]

Absolutely! Thanks you for looking into this NinjaTrader_Manfred. I just sent you the email you requested and am looking forward to hearing back from you.

[Stupid_idiot]

It looks like the issue comes from the actual Coinbase data itself as this is not issue with Binance data (As per NinjaTrader_Manfred via email, see quote below). I am curious if anyone has had any creative solutions to cope with this issue.

"After doing some additional testing and research I was able to track down the likely culprit as Coinbase might be the reason for how this data changes.

Coinbase does not send historical data together with real-time data for the same minute candle. This means if you connect to Coinbase halfway through a minute candle, only past candles would receive full historical data, whereas the current candle only receives real-time data. This is most obvious if you connect towards the end of a minute candle.

Once this candle then closes, it would be adjusted based on historical data, which can cause the historical chart to change.

While I could not track down whether this also applies to daily candles, I suspect it might, looking at how this data keeps changing on your platform.

As both, the real-time and historical data come from Coinbase, our platform is only able to chart the information it receives. As this data itself seems to change, I don't see any other approaches to resolve this and get this data to fit, especially due to a lack of alternative providers for cryptocurrency data.

Based on this, I don't have any further suggestions and highly suspect that we will not be able to resolve this, at least not without Coinbase changing how this data is being delivered. I hope for your understanding in this regard."