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Issue in a multi time frame chart about timestamp of a 10 minute bar

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    Issue in a multi time frame chart about timestamp of a 10 minute bar

    Hello,

    Can someone please help me to undesrtand what I'm doing of wrong?

    The issue is: the first 10 minute bar timestamp at the opening is wrong, it should be 1:25 (open of the market 1:15 plus 10 minutes=1:25) but it is 1:10!

    I have the instrument FDAX configured as in pic1 and the trading hours configured as in pic2 (Eurex extended hours UTC+1).
    I loaded data from an ascii files(FDAX 12-19.Last.txt), the data are UTC+1 (open 2:15 close 22:00PM) because the exchange is EUREX (pic4); my PC is UTC+0 so I want to see in my chart the open at 1:15AM and the close at 21:00PM


    I open a chart and I add FDAX 1 minute bar, 5 minute bar and 10 minutes bar (pic3). Break EOD is unchecked.
    In each data series the trading hours are <use instrument settings>

    The first 10 minute bar should be in my opinion at 1:25, it is a 1:20 !!! just like the first 5 minute bar; the 15 minute bars is OK: 1:30

    What am i missing? Why the first 10 minute bar is not 1:25?

    Thank you very much for your help


    Attached Files

    #2
    In ninjatrader 7 it works fine: the timestamp is 1:25!!

    Comment


      #3
      Hello gbulle,

      Thanks for your post.

      NinjaTrader 7 charts are built following the Break at EOD behavior. Since the chart has Break at EOD unchecked the bar will be forming following the interval of the bar. When using 10 minute bars and without using Break at EOD to force the bar to start when the session starts, the first bar begins at 2:10, but includes data from 2:15 to 2:20. Enabling Break at EOD will have the bar broken and started following the Trading Hours template.

      We can also test disabling and enabling Break at EOD and checking the timestamp and OHLC values of the last bar of the session. We can see that the timestamp of the bar will be offset based off of the session time when using Break at EOD, and without using Break at EOD the timestamp will follow 0, 10, 20, 30, 40, 50, etc. While we get different timestamps for the bar (due to the interval of the bar) the data that is used to build the bars is still filtered by the the Trading Hours template. We can see that bars closed as 22:00 will have the same close value than the Break at EOD bar that would show a close at 22:05. However, these bars have a different opening time, so the Open High and Low would be different.

      Further information on Break at EOD can be found here - https://ninjatrader.com/support/help...eak_at_eod.htm

      Please let me know if I can be of further assistance.
      JimNinjaTrader Customer Service

      Comment


        #4
        Thanks a lot...everything is fine now!

        Comment

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