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daily data Ninjatrader
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daily data Ninjatrader

  #1 (permalink)
Elite Member
Ferrara, Italy
 
Futures Experience: Beginner
Platform: NinjaTrader
Broker/Data: Zen-Fire
Favorite Futures: ES
 
Posts: 2 since Dec 2009
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daily data Ninjatrader

Hi all,
I have a trouble with daily data in ninjatrader.
How ninja define the hour close for daily data? I have imported new daily data for 2 instruments that have the same session and same exchange for a multi instrument strategy, so 1 instrument have the close set to 19 pm and other 00.00...obviously this moves all the second chart 1 day forward (oo.oo is new day).
See the picture..
How I can correct this??
Thanks a lot!!

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daily data Ninjatrader-dailydata_issue.png  

Last edited by kantkant; September 7th, 2013 at 08:17 AM.
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  #2 (permalink)
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  #3 (permalink)
Elite Member
Berlin, Europe
 
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
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kantkant View Post
Hi all,
I have a trouble with daily data in ninjatrader.
How ninja define the hour close for daily data? I have imported new daily data for 2 instruments that have the same session and same exchange for a multi instrument strategy, so 1 instrument have the close set to 19 pm and other 00.00...obviously this moves all the second chart 1 day forward (oo.oo is new day).
See the picture..
How I can correct this??
Thanks a lot!!

It is not clear what you talk about.

NinjaTrader does not define daily data. Daily data is downloaded from the data provider and shown as downloaded. Session templates have no impact on daily data.

If you talk about intraday data, or the session close (last trade of the trading day) as donwloaded from intraday data, then it depends on the session tempalte selected.

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  #4 (permalink)
Elite Member
Ferrara, Italy
 
Futures Experience: Beginner
Platform: NinjaTrader
Broker/Data: Zen-Fire
Favorite Futures: ES
 
Posts: 2 since Dec 2009
Thanks: 0 given, 0 received

No, it isn't correct...
I have solve this problem now, session template HAVE impact also on daily data... I have changed this and now works correctly...
thanks

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  #5 (permalink)
Elite Member
Berlin, Europe
 
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
Favorite Futures: Keyboard
 
Fat Tails's Avatar
 
Posts: 9,653 since Mar 2010
Thanks: 4,226 given, 25,602 received
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kantkant View Post
No, it isn't correct...
I have solve this problem now, session template HAVE impact also on daily data... I have changed this and now works correctly...
thanks

Yes, the session template affects the timestamp shown for daily data, but not the data itself.

For example, if you open a daily chart with the session template 24/7 for ES

-> the timestamp shown on the chart for the daily bar will be midnight EST
-> but the data of that daily bar will not correspond to the time from midnight EST to midnight EST

There will be a mismatch between timestamp and data, as the data is supplied by the data vendor

For example

-> Zenfire supplies daily data for the regular session (from 8:30 AM CT to 3:15 PM CT)
-> Kinetick supplies daily data for the full session / settlement price (from 5:00 PM CT to 4:15 PM CT, settlement at 3:15 PM CT)

With a session template 24/7 those bars will simply be displayed with a false timestamp.

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