Constant Volume Bars Bug

[tobbe]

Please see the attached image. CVB chart shows ES at 1387.25, all other charts and TS shows 1390.75. Also, note the time on T&S and on the CVB chart...

This is running the latest and greatest. Sorry if it has been reported before.

cheers,
tobbe

[NinjaTrader_Ray]

The problem is that the right most bar in your chart is not the "Current" bar. Press the arrow in the top right hand corner of your chart to force the right bar to be the current bar.

[tobbe]

The problem is that the right most bar in your chart is not the "Current" bar. Press the arrow in the top right hand corner of your chart to force the right bar to be the current bar.

Sorry, I don't understand this. I have panned the chart to the left, making empty room on the right ... that's why the arrow in top right hand corner is only outlined. What am I missing?

[NinjaTrader_Ray]

Sorry, my mistake.

Problem is that your volume chart is looking at 4/18 vs 4/21. Please right click "Format Data Series" and see if the Last data is today, or the 18th.

[tobbe]

Ok thanks, that solved it . I'm not really sure I like this behaviour though ... I usually start NT, connect to my broker and then assume everything is clear to go - I didn't know I had to manually reset the CVB charts.

Great customer support, thanks for that. You guys are fast .

Sorry, my mistake.

Problem is that your volume chart is looking at 4/18 vs 4/21. Please right click "Format Data Series" and see if the Last data is today, or the 18th.

[NinjaTrader_Ray]

You don't have to set this date each time, it should roll forward each time. I will forward this to development for further investigation.

[NinjaTrader_Christian]

Hi tobbe !

1) to which provider do you connect ? If to more than one, in which order ?
2) on which instruments/instrument types does this happen, e.g. ?
3) on which period type (1 day bars, 10 minute bars, 150 tick bars), and does that make a difference
4) did/do you use market replay shortly before ?

At the roll of a day at 12:00 AM:
5) is your PC running ?
6) in NinjaTrader running ?
7) is NinjaTrader connected to a provider ? If yes, to which ?

Thanks,
Christian

[tobbe]

Hi Christian,

Thanks for looking into this. I hope it's reproduceable . First, your q's:

1) to which provider do you connect ? If to more than one, in which order ?
InteractiveBrokers only.

2) on which instruments/instrument types does this happen, e.g. ?
Both ES and NQ. Once. Sorry about that.

3) on which period type (1 day bars, 10 minute bars, 150 tick bars), and does that make a difference
Only on constant volume bars (set to 2401 for ES, 343 for NQ).

4) did/do you use market replay shortly before ?
No. But I did "format data series" on another chart showing ES time based 5 min. I changed "days back" from 2 to 3 to cover the weekend (this was monday), I needed to see the friday close on the 5 min chart.

At the roll of a day at 12:00 AM:
5) is your PC running ?
No.
6) in NinjaTrader running ?
No.
7) is NinjaTrader connected to a provider ? If yes, to which ?
No.

The strange thing about the charts was that they were being updated so I didn't really notice it until the divergence to the "real" 5 min charts became too big. I even posted to the chat room where I was at the time that "hey, my charts can see into the future" since the time axis was ahead (on another date as Ray discovered later when I posted here).

Hope this helps. I didn't have time to try to reproduce this today during market hours.

[NinjaTrader_Christian]

Hi tobbe !

To clarify: The last volume of the chart which was not updated had a timestamp which was in the future ? Please make sure you have the correct timezone settings.

So, your volume charts were running fine, and stopped suddenly, without the date rolling, without changing chart settings, and without you disconnecting, right ?

Can you please send me your logs and traces, use the mail to support function in NinjaTrader/Help. Make sure you add my e-mail (christian AT ninjatrader DOT com) in the 'to' field.

Thanks,
Christian

[tobbe]

To clarify: The last volume of the chart which was not updated had a timestamp which was in the future ? Please make sure you have the correct timezone settings.

So, your volume charts were running fine, and stopped suddenly, without the date rolling, without changing chart settings, and without you disconnecting, right ?

Timezone etc have their correct settings.

The last volume of the chart was being updated, everything looked exactly like it should. As you could see in the image attached to my first post, the T&S time and chart time were out of sync. Both kept rolling along, updating etc. Look at the image again at the constant volume bar chart, all info is there - time etc. The only thing you can't see is that it was actually updating with new (but wrong) data.

If you look at the image you can also see why it looked like the CVB chart was showing the future, since the time at T&S is the correct time. I didn't see the date in the window header (which is wrong).

I will see if I can reproduce the problem before I send you the logs.
thanks,
tobbe

[NinjaTrader_Christian]

Hi tobbe !


In post #5 Ray already mentioned, that the difference from the chart and the T&S results in the fact, that the chart is historical (04/18/08).

A few questions:
- is/was the actual price of the last bar of the volume moving ?
- is the timestamp of the last bar newer (more in the future) that your PC clock ?
- does the FormatDataSeries dialog of this chart have the right setting (today) ?

Thanks,
Christian

[tobbe]

Hi tobbe !
In post #5 Ray already mentioned, that the difference from the chart and the T&S results in the fact, that the chart is historical (04/18/08).
A few questions:
- is/was the actual price of the last bar of the volume moving ?
- is the timestamp of the last bar newer (more in the future) that your PC clock ?
- does the FormatDataSeries dialog of this chart have the right setting (today) ?
Thanks,
Christian

You guys are fast .

I was quite sure that the last bar was moving and updating (although for the wrong date). The timestamp was not more in the future than my PC clock.

Today, the CVB chart is not moving, and the date is wrong (it is still at yesterday). To be honest, now this makes me unsure if I really saw the chart moving and updating the last time or if I just imagined it to. I'm really sorry if I have cried wolf.

The problem that I can replicate is that the CVB chart is not updated today (still at yesterdays date).

thanks,
tobbe

[NinjaTrader_Christian]

Hi tobbe !

So I suggest, you keep an eye on this, and come back to us in the cases:

a) yesterday the chart was a realtime chart (connected to provider with date set to yesterday's date and bars was moving), and after startup and connect today it doesn't move (= last date of chart does not roll).

b) the realtime chart was getting new bars is moving, but suddenly stops for any reason (= some error occurred which made the chart 'lose' the market data).

In this cases we would have to look in that.

Thanks and kind regards,
Christian

[tobbe]

Hi Christian,

The first point (a) below is easy - that happens every day. Unless I manually reset the data series for the CVB chart, it sticks with yesterdays date (and data) and does not update. I've kept the charts that way for two days now to make sure it doesn't suddenly start updating (and they don't so that was an error on my part).

So to reproduce it I would suggest this: open a CVB chart for ES, save the workspace, let it run till market closes and then exit NT (save all). Next day open NT, connect to IB ... and voila, all charts but the CVB charts will be updated as they should.

Thanks for looking into this.
cheers,
tobbe

Hi tobbe !

So I suggest, you keep an eye on this, and come back to us in the cases:

a) yesterday the chart was a realtime chart (connected to provider with date set to yesterday's date and bars was moving), and after startup and connect today it doesn't move (= last date of chart does not roll).

b) the realtime chart was getting new bars is moving, but suddenly stops for any reason (= some error occurred which made the chart 'lose' the market data).

In this cases we would have to look in that.

Thanks and kind regards,
Christian