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Bad Data Feed from FXCM

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    Bad Data Feed from FXCM

    Hello,



    I wonder what happening with Data feed received from FXCM. Today is 3 July but the
    Daily bar it showing the 1 July day. Why is so different ? In MetaTrader 4, the same datafeed from FXCM is displayed correctly but not in NinjaTrader ? Why ?

    And also I would like to know why so much gaps between daily bars ? On FXCM MetaTrader 4 server, there are few gap between daily bars but NinjaTrader8 has almost double of such gaps. Why ?

    Is there any way to prevent/correct this abnormality in NinjaTrader 8 ?
    Attached Files
    Last edited by slightly; 07-03-2017, 06:18 AM.

    #2
    I cannot recreate this behavior on my end with an FXCM connection.

    Does the issue persist if you right-click and select 'reload all historical data'?

    If so, right-click on your chart > Data Series > What is your 'trading hours' template? If you change this to 'Default 24/7' then select 'OK', does the issue persist?
    Patrick G.NinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_PatrickG View Post
      I cannot recreate this behavior on my end with an FXCM connection.

      Does the issue persist if you right-click and select 'reload all historical data'?
      Yes, reloaded all historical data and no change

      Originally posted by NinjaTrader_PatrickG View Post
      If so, right-click on your chart > Data Series > What is your 'trading hours' template? If you change this to 'Default 24/7' then select 'OK', does the issue persist?
      It was <Use instrument settings> . I selected "reload all historical data" and no change.
      Then I changed to "Forex" trading hours, reloaded all historical data, no change made.
      WoW 24x7 template work. Now, NinjaTrader display correctly like the data feed from FXCM on MetaTrader 4 . Can you tell me what happen? ?

      Thank you very much !

      Comment


        #4
        The most likely culprit is that your cache data is corrupt.

        To delete the cache, follow the steps below.
        • Shut down NinjaTrader.
        • Open the Documents > NinjaTrader 8 > db folder.
        • Delete the sub-folder named 'cache'.
        • Restart NinjaTrader, switch the trading hours template back to '<use instrument settings>' or 'Forex', and test.
        Patrick G.NinjaTrader Customer Service

        Comment


          #5
          Originally posted by NinjaTrader_PatrickG View Post
          The most likely culprit is that your cache data is corrupt.

          To delete the cache, follow the steps below.
          • Shut down NinjaTrader.
          • Open the Documents > NinjaTrader 8 > db folder.
          • Delete the sub-folder named 'cache'.
          • Restart NinjaTrader, switch the trading hours template back to '<use instrument settings>' or 'Forex', and test.
          I did that. Deleted the cache reloaded history with different trading hours, no result. Only 24x7 work correctly.

          Comment


            #6
            The Forex trading hours template runs from 5PM to 5PM Eastern US time.

            What is your PC clock's time zone?

            What time zone is set within NinjaTrader under Tools > Options > General?
            Patrick G.NinjaTrader Customer Service

            Comment


              #7
              Originally posted by NinjaTrader_PatrickG View Post
              The Forex trading hours template runs from 5PM to 5PM Eastern US time.

              What is your PC clock's time zone?

              What time zone is set within NinjaTrader under Tools > Options > General?
              I am using UTC + 2 Athens Bucharest . I can't explain why such erroneus display of bars.

              Just uninstalled completely NT8, deteled entire Folder NinjaTrader located in Documents
              and made a clean install. I only saved the templates, configuration and workspaces so later
              I just imported them in the clean install . Also I am using a different demo account for
              data feed from FXCM, but the results are same. Something is bad here .
              Attached Files
              Last edited by slightly; 07-10-2017, 05:37 AM.

              Comment


                #8
                Please conduct the same test except make sure to change your PC clock to Eastern US time before installing NinjaTrader. Let me know the results of this test.
                Patrick G.NinjaTrader Customer Service

                Comment


                  #9
                  I did as you said, with no result :

                  https://www.youtube.com/watch?v=r0V4M7TLVHY
                  Last edited by slightly; 07-11-2017, 07:10 AM.

                  Comment


                    #10
                    Your dailt chart displayed a time stamp of July 12th while your PC clock displayed a date of July 11th. This is expected. I'll explain why:
                    • The session templates you used were all set to Eastern US time
                    • Your PC clock and NinjaTrader were both set to Eastern US time
                    • The session templates all have a end day/time for the next day. For example, the 'Forex' template goes from 5PM to 5PM the next day. The 'Default 24/x' templates go from midnight to midnight the next day.
                    • NinjaTrader stamps a bar with the closing time of the bar. All end times of the trading hours templates you're using have an end/closing time of the next day
                    • Therefore, it is expected that a daily bar with a closing time of tomorrow would display a date for tomorrow.

                    You could alter this by changing the end time of your trading hours templates to 11:59PM, or choosing a time zone which is before Eastern US time. For example, I am using the Mountain US time zone for my PC while leaving the Default 24/7 template as Eastern US time. Mountain US time (UTC-7) is 2 hours earlier than Eastern US time (UTC-5). This means my daily bars go from 10PM to 10PM local (midnight to midnight Eastern US time) and display a timestamp of 'today'.
                    Patrick G.NinjaTrader Customer Service

                    Comment


                      #11
                      Originally posted by NinjaTrader_PatrickG View Post
                      Your dailt chart displayed a time stamp of July 12th while your PC clock displayed a date of July 11th. This is expected. I'll explain why:
                      • The session templates you used were all set to Eastern US time
                      • Your PC clock and NinjaTrader were both set to Eastern US time
                      • The session templates all have a end day/time for the next day. For example, the 'Forex' template goes from 5PM to 5PM the next day. The 'Default 24/x' templates go from midnight to midnight the next day.
                      • NinjaTrader stamps a bar with the closing time of the bar. All end times of the trading hours templates you're using have an end/closing time of the next day
                      • Therefore, it is expected that a daily bar with a closing time of tomorrow would display a date for tomorrow.

                      You could alter this by changing the end time of your trading hours templates to 11:59PM, or choosing a time zone which is before Eastern US time. For example, I am using the Mountain US time zone for my PC while leaving the Default 24/7 template as Eastern US time. Mountain US time (UTC-7) is 2 hours earlier than Eastern US time (UTC-5). This means my daily bars go from 10PM to 10PM local (midnight to midnight Eastern US time) and display a timestamp of 'today'.
                      Patrick, I am talking about the fact that 24x7 trading hours template reveal 2 candles on daily timeframe, and that is ok,
                      While 24x5 trading hours template reveal one single candle and that is wrong, no matter the timezone used
                      Last edited by slightly; 07-12-2017, 08:38 AM.

                      Comment


                        #12
                        The video shows that the 'Default 24/5' template starts the display with a Monday bar (July 11th end time stamp). The 'Default 24/7' template shows the Sunday bar (July 10th end time stamp).

                        This is expected.

                        The 'Default 24/5' template does not contain a Sunday session, so it is expected that the Sunday daily bar would not display when using that template.

                        Keep in mind what I discussed in my previous post about the time stamp behavior of NinjaTrader.
                        Patrick G.NinjaTrader Customer Service

                        Comment


                          #13
                          Originally posted by NinjaTrader_PatrickG View Post
                          The video shows that the 'Default 24/5' template starts the display with a Monday bar (July 11th end time stamp). The 'Default 24/7' template shows the Sunday bar (July 10th end time stamp).

                          This is expected.

                          The 'Default 24/5' template does not contain a Sunday session, so it is expected that the Sunday daily bar would not display when using that template.

                          Keep in mind what I discussed in my previous post about the time stamp behavior of NinjaTrader.
                          Patrick, please, explain with more details. I am unable to configure the trading
                          hours template. I did already what you said in the post regarding timestamp but there is no result

                          I want to create a trading hours template starting from Monday Night till Friday Night. That's all ! 5 days/week , 1 week.
                          Attached Files
                          Last edited by slightly; 07-13-2017, 01:22 PM.

                          Comment


                            #14
                            Forex markets trade on Sunday. The candle that your charts are missing when the 'Default 24/5' trading hours are applied is the Sunday daily candle. This is expected because you have specifically excluded that day in your trading hours template (Monday-Friday only).

                            If you want to see this data, I would recommend using the' Default 24/7' trading hours template.

                            If you want your daily bars to be time stamped with the current day, then you'll want to change the end time to 11:59PM.
                            Patrick G.NinjaTrader Customer Service

                            Comment


                              #15
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