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Error Building Daily Bars

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    Error Building Daily Bars

    Attached are two charts. The first chart shows (blue boxed area) the intraday prices received live from my data feed (Barchart). Notice that today's low was nowhere near 19,770. Yet, as the second chart clearly shows, when NT goes to build the daily bar from the data, it is picking up yesterday's low somehow.

    My data feed is correct as you can verify with other quote services, and because the intra-day price chart shows no problem or errant prices.

    So, why is this occurring? Second, what needs to be done about it? This is really erratic behavior and tends to ruin confidence in a product.

    Thanks,
    Joe_T.
    Attached Files

    #2
    Hello Joe_T,

    Thanks for your post.



    Could you please send the log and trace from your platform to look further into this inquiry.


    Please send me your log and trace files from within NinjaTrader. Go to Control Center-->Help-->Email Support in NinjaTrader. Put 'Att Shawn', in the subject field and enable 'Log and trace files'. Also, give a reference of this thread in the body of the email.

    I look forward to assisting you further.
    Shawn B.NinjaTrader Customer Service

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      #3
      Hi Joe_T

      Have you tried using a 1440 min chart instead of the daily? Have you tried deleting the database and reloading the data from scratch as that sometimes fixes it. Also, is tick replay On or Off on that chart?

      There is definitely something wrong with Ninja's daily bars. My programmer has warned me to avoid the daily and weekly timeframes at all costs - especially when it comes to drawing range profiles, because, according to him, the way they construct their bars on these timeframes is a complete joke. They don't do it the logical way most other trading platforms do it and unfortunately it wasn't changed for NT8.

      I have noticed on several occasions (personally and in this forum) there seems to be an issue with the charts when tick replay is off (I've seen it on the daily, 1440 and 60 min timeframes). The charts look different to when tick replay is on and to what they look like in NT7 - definitely seems like a bug somewhere that NT has to fix ASAP.

      With tick replay ON everything is fine, but setting the charts to tick replay off can cause issues with data as seen in your image. Hopefully someone can identify it and fix it because you're right - this sort of thing can destroy confidence in a product.
      Last edited by sberry; 01-13-2017, 11:41 PM.

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