Strange Results from BarsRequest

[DionysusToast]

I am getting some strange output from BarsRequest (With IQFeed)

My PC is on Thai Time - 12 hours ahead of EST, 13 hours ahead of Chicago.



As you can see I am using the CME Index Futures RTH session which starts at 9:30 am & it's Nov 19 here which is Nov 18 in Chicago.

The script I run (PDTestBars.cs). It finds the session start & end datetime, then requests 1 tick bars for that period.

It logs the returned data (NinjaScript Output zip file).

What I can see is the following messages:

Bars Request Begin 18/11/2016 21:30:00 End 19/11/2016 04:15:00 Trading Hours CME US Index Futures RTH, TimeZone (UTC-06:00) Central Time (US & Canada)


Which looks right the market does open at 21:30 local time. Then it tells me what bars it returned...

Got Bars From 17/11/2016 21:30:02 To 19/11/2016 00:25:00 Bars Process Total 56903

Which is a bit odd, it appears to have got bars a full 24 hours before my request. I then show the data... The first row:

Lower 0 : 17/11/2016 21:30:02 : 18/11/2016 21:30:00 O 2181.75 H 2181.75 L 2181.75 C 2181.75

'Lower' means it's before the requested DateTime - so it passes back a lot of rows I don't think I requested, which is OK.I can just ignore them. But.....

Lower 26858 : 18/11/2016 04:14:52 : 18/11/2016 21:30:00 O 2177.5 H 2177.5 L 2177.5 C 2177.5
Lower 26859 : 18/11/2016 04:14:52 : 18/11/2016 21:30:00 O 2177.5 H 2177.5 L 2177.5 C 2177.5
Lower 26860 : 18/11/2016 04:14:52 : 18/11/2016 21:30:00 O 2177.5 H 2177.5 L 2177.5 C 2177.5
Lower 26861 : 18/11/2016 04:14:52 : 18/11/2016 21:30:00 O 2177.5 H 2177.5 L 2177.5 C 2177.5
Lower 26862 : 18/11/2016 04:14:58 : 18/11/2016 21:30:00 O 2177.5 H 2177.5 L 2177.5 C 2177.5
Lower 26863 : 18/11/2016 04:14:58 : 18/11/2016 21:30:00 O 2177.5 H 2177.5 L 2177.5 C 2177.5
Lower 26864 : 18/11/2016 04:14:58 : 18/11/2016 21:30:00 O 2177.5 H 2177.5 L 2177.5 C 2177.5
Greater 26865 : 18/11/2016 23:00:00 : 18/11/2016 21:30:00 O 2179 H 2179 L 2179 C 2179
Greater 26866 : 18/11/2016 23:00:00 : 18/11/2016 21:30:00 O 2179.25 H 2179.25 L 2179.25 C 2179.25
Greater 26867 : 18/11/2016 23:00:00 : 18/11/2016 21:30:00 O 2179.25 H 2179.25 L 2179.25 C 2179.25
Greater 26868 : 18/11/2016 23:00:01 : 18/11/2016 21:30:00 O 2179 H 2179 L 2179 C 2179
Greater 26869 : 18/11/2016 23:00:01 : 18/11/2016 21:30:00 O 2179 H 2179 L 2179 C 2179
Greater 26870 : 18/11/2016 23:00:01 : 18/11/2016 21:30:00 O 2179 H 2179 L 2179 C 2179
Greater 26871 : 18/11/2016 23:00:01 : 18/11/2016 21:30:00 O 2179 H 2179 L 2179 C 2179
Greater 26872 : 18/11/2016 23:00:01 : 18/11/2016 21:30:00 O 2179 H 2179 L 2179 C 2179
Greater 26873 : 18/11/2016 23:00:01 : 18/11/2016 21:30:00 O 2179 H 2179 L 2179 C 2179

As you can see - it gets data all the way to the close (my time) which is 4:15am on the 18th (4:15pm EST on the 17th)

The next row it returns after that is at 18th at 23:00 my time or 11am EST. So it appears to have skipped data from 21:30 my time/9:30 EST.

The code is attached, as well as the results. I've tried this a number of ways but I just can't seem to get it to return the missing data.

Cheers

Pete

[NinjaTrader_Brett]

Just wanted to let you know we haven't forgotten about you, but it appears you have a complex bar loading case which will take some time to digg into which I planned on doing shortly.

-Brett

[DionysusToast]

Just wanted to let you know we haven't forgotten about you, but it appears you have a complex bar loading case which will take some time to digg into which I planned on doing shortly.

-Brett

Thanks Brett1

[DionysusToast]

Any luck with this one? It's still occurring...

[NinjaTrader_Brett]

Sorry for the lack of follow up. I believe this is addressed but to confirm would you be willing for me to send you an early R3 for testing? If so please reach out to platformsupport at ninjatrader dot com ATTN: Brett and reference this post.

-Brett