Is my Kinetick GC minute data messed up? - Brokers and Data Feeds | futures.io
futures io futures trading


Is my Kinetick GC minute data messed up?
Started: by ShatteredX Views / Replies:293 / 7
Last Reply: Attachments:3

Welcome to futures io.

Welcome, Guest!

This forum was established to help traders (especially futures traders) by openly sharing indicators, strategies, methods, trading journals and discussing the psychology of trading.

We are fundamentally different than most other trading forums:
  • We work extremely hard to keep things positive on our forums.
  • We do not tolerate rude behavior, trolling, or vendor advertising in posts.
  • We firmly believe in openness and encourage sharing. The holy grail is within you, it is not something tangible you can download.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.


You'll need to register in order to view the content of the threads and start contributing to our community. It's free and simple, and we will never resell your private information.

-- Big Mike

Reply
 
Thread Tools Search this Thread
 

Is my Kinetick GC minute data messed up?

  #1 (permalink)
Elite Member
Houston, TX
 
Futures Experience: Beginner
Platform: NT, TOS
Favorite Futures: CL, ES
 
Posts: 6 since Apr 2016
Thanks: 36 given, 0 received

Is my Kinetick GC minute data messed up?

I've been doing strategy development on GC and I've noticed that my minute data has some very weird looking bars from 1/31/2008 (start of my minute data) to around 11/20/2009. After 11/20/2009, everything looks normal.

Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).


The 23:00 bar is the last normal bar, followed by a gigantic 12:30 bar. There are no bars between 23:00 and 12:30. There are bars like this at least a couple times a month.

It's as though all the bars that should've been between 23:00 and 12:30 had their price range and volume compressed into one bar. Notice how volume is 100k+ on the huge dojis and only ~500 on the surrounding bars. There's no way that these anomalous bars represent an accurate time period of trading.

Here's the 1 minute chart:

Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).


The daily chart looks normal. It just seems like the minute data on certain days has the first half of the day compressed into one bar.

Any ideas on what's going on with that data? I'm using merge back adjusted contracts on NT.

Reply With Quote
 
  #2 (permalink)
Quick Summary
Quick Summary Post

Quick Summary is created and edited by users like you... Add FAQ's, Links and other Relevant Information by clicking the edit button in the lower right hand corner of this message.

 
  #3 (permalink)
Elite Member
Omer עומר / Israel י
 
Futures Experience: Master
Platform: NinjaTrader, Proprietary,
Broker/Data: Ninjabrokerage/IQfeed + Synthetic datafeed
Favorite Futures: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, CL, ZB, ZN, ZC, ZS, GC
 
rleplae's Avatar
 
Posts: 1,761 since Sep 2013
Thanks: 1,277 given, 2,686 received
Forum Reputation: Legendary


What session template are you using ?
What is your local machine TimeZone ?

Reply With Quote
 
  #4 (permalink)
Market Wizard
Bangkok
 
Futures Experience: Intermediate
Platform: MultiCharts.NET, S5, Ninj
Broker/Data: AMP, S5, IB
Favorite Futures: ES
 
DionysusToast's Avatar
 
Posts: 2,427 since Nov 2010
Thanks: 736 given, 7,408 received
Forum Reputation: Legendary


rleplae View Post
What session template are you using ?
What is your local machine TimeZone ?

x2


Looks like it may be a session issue...

If you have any questions about the products or services provided, please send me a Private Message or use the futures.io "Ask Me Anything" thread
Reply With Quote
 
  #5 (permalink)
Elite Member
Houston, TX
 
Futures Experience: Beginner
Platform: NT, TOS
Favorite Futures: CL, ES
 
Posts: 6 since Apr 2016
Thanks: 36 given, 0 received

Futures Edge on FIO

Which time slot for our live webinar events works best for you?

 

rleplae View Post
What session template are you using ?
What is your local machine TimeZone ?

Nymex Metals / Energy ETH
Timezone is Central

EDIT: I have a buddy who also has Kinetick/IQfeed and he has the same giant doji bars/missing time on GC prior to Nov 2009. He charts with R though.


Last edited by ShatteredX; November 2nd, 2016 at 08:21 PM.
Reply With Quote
 
  #6 (permalink)
Elite Member
Omer עומר / Israel י
 
Futures Experience: Master
Platform: NinjaTrader, Proprietary,
Broker/Data: Ninjabrokerage/IQfeed + Synthetic datafeed
Favorite Futures: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, CL, ZB, ZN, ZC, ZS, GC
 
rleplae's Avatar
 
Posts: 1,761 since Sep 2013
Thanks: 1,277 given, 2,686 received
Forum Reputation: Legendary

This is how it looks like on my end (IQfeed)

Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).

Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).

Reply With Quote
The following user says Thank You to rleplae for this post:
 
  #7 (permalink)
Elite Member
Houston, TX
 
Futures Experience: Beginner
Platform: NT, TOS
Favorite Futures: CL, ES
 
Posts: 6 since Apr 2016
Thanks: 36 given, 0 received

Thanks all for the replies. Sorry for the delayed response.

I have not solved this problem in case anyone else might stumble upon this thread. I tried setting the template to Default 24/7 and the charts are the same.

I am still investigating this on my end as I work on other things. I suppose I should seek assistance directly from NT or IQFeed on this issue.

Reply With Quote
 
  #8 (permalink)
Determined
Lexington KY/USA
 
Futures Experience: Beginner
Platform: Sierra Chart,ToS
Broker/Data: TDA, OANDA,AMP/CQG
Favorite Futures: Looking for it/them
 
LDog's Avatar
 
Posts: 89 since Sep 2015
Thanks: 2,401 given, 104 received

Probably not a lot of help for you, but my CQG data from 2009 looks the same as yours (in Sierra Chart, not NT) and my current year chart looks like @rleplae's chart

Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).

Reply With Quote
The following user says Thank You to LDog for this post:

Reply



futures io > > > > Is my Kinetick GC minute data messed up?

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)
 

NinjaTrader 8: Tips and Tricks (part 2)

Mar 2
 

An Afternoon With FIO member @michaelleemoore

Elite only
 

Jigsaw Trading: Keys to successfully trading the open

Mar 9

Macro view: Trump Market Risk w/Piers Curran @ Amplify Trading

Elite only

Reading the Psychology of the Market w/Brett Steenbarger & Trading Technologies

Elite only

Hybrid Machine Learning (R and TradeStation) w/Murray Ruggiero

Elite only

Spring Grains Outlook w/Sean Lusk @ Walsh Trading

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Multicharts: Importing tick data (and converting it to minute bar data) pedrosimao MultiCharts 4 May 23rd, 2016 08:01 AM
Tick data / 1 minute data with developing value area 6E treydog999 Traders Hideout 3 December 31st, 2014 10:40 PM
Python - Google Finance ticker data, last 6 weeks of minute data Big Mike Matlab, R project and Python 1 August 7th, 2014 07:59 PM
Tick data for GC contract tradersheldon The Elite Circle 1 June 27th, 2012 07:53 AM
Trading GC 12-10 with IAB/Kinetick PowerM Brokers and Data Feeds 6 November 2nd, 2010 02:19 PM


All times are GMT -4. The time now is 03:05 PM.

no new posts
Page generated 2017-02-26 in 0.10 seconds with 20 queries on phoenix via your IP 54.204.130.94