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Is my Kinetick GC minute data messed up?
Started:November 1st, 2016 (08:03 PM) by ShatteredX Views / Replies:157 / 5
Last Reply:November 3rd, 2016 (08:17 AM) Attachments:2

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Is my Kinetick GC minute data messed up?

Old November 1st, 2016, 08:03 PM   #1 (permalink)
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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.

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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:

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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.

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Old November 1st, 2016, 08:03 PM   #2 (permalink)
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Old November 2nd, 2016, 04:34 AM   #3 (permalink)
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What session template are you using ?
What is your local machine TimeZone ?

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Old November 2nd, 2016, 02:42 PM   #4 (permalink)
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rleplae View Post
What session template are you using ?
What is your local machine TimeZone ?

x2


Looks like it may be a session issue...

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Old November 2nd, 2016, 07:30 PM   #5 (permalink)
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Are you a NinjaTrader user?

 

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.
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Old November 3rd, 2016, 08:17 AM   #6 (permalink)
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This is how it looks like on my end (IQfeed)

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