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Whas session settings does Kinetick use for ##-## continuous futures

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    Whas session settings does Kinetick use for ##-## continuous futures

    Hello.

    I'm running a CQG demo for intraday data, and Kinetick for EOD data. I'm only interested in 1-day bars.

    When I open a 1-day chart with a continuous futures contract, say ES ##-## (with the data up to yesterday coming from Kinetick), and then add another panel with the ES 09-18 as a dataseries (fed by CQG), I find there are additional "day" bars in the CQG panel.

    I want to eliminate those, by setting the CQG-fed dataseries to the same session timings as Kinetick's continuous contract. But NT8 won't give me access to the ##-## contract specifically when I try to edit the Instrument settings.

    Any idea what Kinetick uses as a session for its EOD one-day bars? I want to create a new session with the same hours so I can apply it to the live datafeed.

    Thanks in advance.

    #2
    Hello zambi,

    Thank you for your post.

    Glad to assist. Daily charts do not adhere to the applied Trading Hours templates, instead daily hours and OHLC information is sent direly via the data provider.

    As a workaround, try loading the daily chart alternatively as a 1440-minute interval with the default ES trading hours template.

    Let me know if I may assist further.
    Eric B.NinjaTrader Customer Service

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      #3
      Solution found

      Thanks Eric.

      While your suggestion did not produce the result I was looking for, I have managed to find a solution. The steps are below if anyone is interested.

      I created a new Trading Hours template which I set to Central Time (UTC -6).

      In the first trading day of the week line, I entered: from Sunday 16:45 to Monday 15:15

      Right-click that new entry and choose "Add Monday through Friday", and Ninjatrader will add the subsequent days of the week. (It also ticked the "EOD" box for all days but that doesn't seem to make a difference).

      On the chart, I choose ES 09-18, Day type, interval 1 day, and then apply the new Trading Hours template.

      This produces a one-to-one match with Kinetick's Daily chart (but of course including the daily bar being built for the current day).

      Thanks again.

      Comment

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