Help with ETH vs. RTH Data

[ToddPMan]

NinjaTrader v7, Using Kinetick for Data.

I don't understand why when I switch from ETH session template to RTH session template, I"m unable to see the data at the "Daily" or higher time frames. Switching when using the "Minute" time frames works just fine. I want to see the Daily bars for only the RTH times.

Screen Shots Attached.

Thanks,

-Todd

[NinjaTrader_Kyle]

Hi Todd,

Thanks for posting.

Unfortunately, this is the result of a known issue in the 7.0.1000.6 release which we're looking to correct. In the meantime, you'd need to select the Default 24/7 session template to view daily bars.

[ToddPMan]

Thanks Kyle. To clarify then, the bars will include all data not just the RTH data when I select the 24/7 session template... bummer, my trading system calls for price patterns based on RTH data... Is there somewhere I can follow the progress and fix of this bug? Thanks.

[NinjaTrader_Kyle]

Hi Todd,

There's not a development blog or any other source for that type of information, but we'd be happy to update you if you'd contact us with a note to Support [AT] NinjaTrader [DOT] com.

[karoshiman]

Definition of full-day data by Kinetick

Hi Kyle,

I have a similar question with regard to time and Kinetick data and could not find an answer on this forum.

I am using the NT7 version with free Kinetick EOD data for download of data and backtesting in Excel (I am not yet familiar with NT to do this via NT).

As I understand, I can only access full-day data (OHLC + Vol.) with this free service.

1. I'd like to understand how a full day is defined by Kinetick. When does a day start and when does it end (e.g. RTH vs. ETH)? In relation to what time zone?

2. Is it able to change this default set up with the FREE Kinetick EOD data by applying alternative start of day and end of day times? And if so, how? I tried to set customized sessions via the session manager but only got the exact same data as with the default settings of Kinetick (about which I do not know how they are defined).

Thanks in advance for your reply.

Regards,
karoshiman

[NinjaTrader_Kyle]

Hi karoshiman,

Thanks for your post!

1.) The particular times used would vary somewhat from instrument to instrument, but the general rule is that a Kinetick day bar consists of the instrument's extended trading hours session.

2.) Unfortunately, a change in the daily bar session's begin and end times isn;t something that is possible. That said, this is something which could be accomplished using intraday data with a full Kinetick account,

[karoshiman]

Hi Kyle,

Thanks for your quick reply!

Re. 1) Is somewhere a list of the instruments and the related start and end times of daily bar calculation? Or, when you say, that Kinetick relates to the ETH, do they refer to the official ETH of the exchange (i.e. like the contract specifications CME posts on its website, e.g. for YM: http://www.cmegroup.com/trading/equi...fications.html -> starting at 5pm SUN-THURS ending at 4.30pm the day after)?

Regards,
karoshiman

[NinjaTrader_Kyle]

Hi karoshiman,

The best resource for this type of information is the NinjaTrader session manager.

First, you'll need to determine which ETH template an instrument would be using:
From the Control Center, click Tools > Instrument Manager.
Next, select the instrument you're interested in from the list on the right and click Edit.
In the instrument editor's definition tab, you'll find the template used by default listed.

After finding this setting, click OK to exit the Instrument Manager.

Next, click Tools > Session Manager.
In this menu, select the template which you had found within the Instrument Editor to see the session start/stop times associated with that template.

[karoshiman]

Great, thanks!