NexusFi: Find Your Edge


Home Menu

 





Daily RTH charts ninjatrader


Discussion in NinjaTrader

Updated
      Top Posters
    1. looks_one Fat Tails with 5 posts (4 thanks)
    2. looks_two sysot1t with 5 posts (1 thanks)
    3. looks_3 inmax with 4 posts (1 thanks)
    4. looks_4 cory with 1 posts (0 thanks)
      Best Posters
    1. looks_one kvankuren with 1 thanks per post
    2. looks_two Fat Tails with 0.8 thanks per post
    3. looks_3 inmax with 0.3 thanks per post
    4. looks_4 sysot1t with 0.2 thanks per post
    1. trending_up 7,227 views
    2. thumb_up 8 thanks given
    3. group 5 followers
    1. forum 16 posts
    2. attach_file 1 attachments




 
Search this Thread

Daily RTH charts ninjatrader

  #1 (permalink)
inmax
Poland
 
Posts: 16 since Oct 2010
Thanks Given: 11
Thanks Received: 2

Hi,
How I can download/display RTH Daily charts on NinjaTrader with ZenFire or IQFeed data provider ? I trying different ways and still not working properly. I know that once I got such an effect and I was able to display the daily charts of Regular Trading Hours for ES.

Reply With Quote
Thanked by:

Can you help answer these questions
from other members on NexusFi?
Futures True Range Report
The Elite Circle
New Micros: Ultra 10-Year & Ultra T-Bond -- Live Now
Treasury Notes and Bonds
My NT8 Volume Profile Split by Asian/Euro/Open
NinjaTrader
The space time continuum and the dynamics of a financial …
Emini and Emicro Index
Better Renko Gaps
The Elite Circle
 
  #2 (permalink)
 
kvankuren's Avatar
 kvankuren 
Baltimore, MD
 
Experience: Beginner
Platform: TS & Ninja
Broker: TS / AMP
Trading: ES, NQ, Bunker C
Posts: 44 since May 2010
Thanks Given: 96
Thanks Received: 65

Check what session template you have selected in the Data Series menu of the chart and select the RTH for US Index Futures.

Reply With Quote
Thanked by:
  #3 (permalink)
inmax
Poland
 
Posts: 16 since Oct 2010
Thanks Given: 11
Thanks Received: 2


Thanks, but I have selected RTH for US Index Futures and no RTH DAILY Charts...
no matter what setting the template, I have always Daily ETH charts....
I suspect that the problem of properly downloaded data?

I am not interested solution 1440m charts, daily charts only. If anyone knows how to solve the problem.

Reply With Quote
  #4 (permalink)
 
Fat Tails's Avatar
 Fat Tails 
Berlin, Europe
Market Wizard
 
Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker: Interactive Brokers
Trading: Keyboard
Posts: 9,888 since Mar 2010
Thanks Given: 4,242
Thanks Received: 27,102

The daily chart is displayed as per data supplied by your data provider.

To my knowledge, the selected session template has no impact on daily data.

If you data provider supplies RTH data, the daily chart will display RTH data.

If your data provider supplies ETH data, the daily chart wil display ETH data.


I think that DTN/IQ and Kinetick EOD supply ETH data only.

With Zenfire it was possible at some stage to download daily RTH data, but as far as I know this is no longer the case.


What do you need that RTH data for?

Do you need RTH data with the settlement price (volume-weighted average price of the settlement period) or with the close (last traded price)?

Reply With Quote
Thanked by:
  #5 (permalink)
 sysot1t 
 
Posts: 1,173 since Nov 2009


Fat Tails View Post
I think that DTN/IQ and Kinetick EOD supply ETH data only.

DTN/IQ supplies both, so the whole thing..

@inmax, not sure how one can specify it without setting up a custom session.. in MarketDelta this is rather simple.. sorry, I dont use NT7 for charting..

Reply With Quote
  #6 (permalink)
 
cory's Avatar
 cory 
virginia
 
Experience: Intermediate
Platform: ninja
Trading: NQ
Posts: 6,098 since Jun 2009
Thanks Given: 877
Thanks Received: 8,090


inmax View Post
Hi,
How I can download/display RTH Daily charts on NinjaTrader with ZenFire or IQFeed data provider ? I trying different ways and still not working properly. I know that once I got such an effect and I was able to display the daily charts of Regular Trading Hours for ES.

look under connection ninja offer free kinetic daily data

Attached Thumbnails
Click image for larger version

Name:	free-data.png
Views:	210
Size:	29.9 KB
ID:	51323  
Reply With Quote
  #7 (permalink)
 sysot1t 
 
Posts: 1,173 since Nov 2009


cory View Post
look under connection ninja offer free kinetic daily data

I believe the question has more to do with regards to if the data includes the whole session or just the RTH...not if Kinetic provides it or not, which we clearly all know it does.

Reply With Quote
  #8 (permalink)
inmax
Poland
 
Posts: 16 since Oct 2010
Thanks Given: 11
Thanks Received: 2


Fat Tails View Post
The daily chart is displayed as per data supplied by your data provider.

To my knowledge, the selected session template has no impact on daily data.

If you data provider supplies RTH data, the daily chart will display RTH data.

If your data provider supplies ETH data, the daily chart wil display ETH data.


I think that DTN/IQ and Kinetick EOD supply ETH data only.

With Zenfire it was possible at some stage to download daily RTH data, but as far as I know this is no longer the case.


What do you need that RTH data for?

Do you need RTH data with the settlement price (volume-weighted average price of the settlement period) or with the close (last traded price)?

I need RTH data to operate properly on my strategy. I am interested only in RTH OHLC.


sysot1t View Post
DTN/IQ supplies both, so the whole thing..

@inmax, not sure how one can specify it without setting up a custom session.. in MarketDelta this is rather simple.. sorry, I dont use NT7 for charting..


This is funny guys, but I found "the trick"...

To get RTH data you must go to Historical Data Manager -> Export every minute data to file (which you want later turn on Daily RTH).
Go to Instrument Mangager, choose your instuments and click Edit, chosse Session Template to CME US Index Futures RTH and clik OK. If you do this, session template for this instrument will be CME US Index Futures RTH by default.
Next go to Historical Data Manager again -> Import, use Generate 'Day' bar form imported tick or minute data option and just Start import.

The trick is to import data using the default settings for session template in Instrument Manager. These default settings must be such as you want to get in final result on your Daily charts.


Grrr.... It's hard to fight with Ninja.....

Reply With Quote
  #9 (permalink)
 
Fat Tails's Avatar
 Fat Tails 
Berlin, Europe
Market Wizard
 
Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker: Interactive Brokers
Trading: Keyboard
Posts: 9,888 since Mar 2010
Thanks Given: 4,242
Thanks Received: 27,102


inmax View Post
To get RTH data you must go to Historical Data Manager -> Export every minute data to file (which you want later turn on Daily RTH).
Go to Instrument Mangager, choose your instuments and click Edit, chosse Session Template to CME US Index Futures RTH and clik OK. If you do this, session template for this instrument will be CME US Index Futures RTH by default.
Next go to Historical Data Manager again -> Import, use Generate 'Day' bar form imported tick or minute data option and just Start import.

The trick is to import data using the default settings for session template in Instrument Manager. These default settings must be such as you want to get in final result on your Daily charts.

That is possible. But do you really want to go through this every day for several instruments?

If you need it for a strategy you could also code a little indicator that collects OHLC directly from intraday data.

Reply With Quote
Thanked by:
  #10 (permalink)
inmax
Poland
 
Posts: 16 since Oct 2010
Thanks Given: 11
Thanks Received: 2



Fat Tails View Post
That is possible. But do you really want to go through this every day for several instruments?

If you need it for a strategy you could also code a little indicator that collects OHLC directly from intraday data.

Not every day, but each series of desired contract.
Definitely it will be faster to code a little indicator. Thanks for your help!

Reply With Quote




Last Updated on October 9, 2011


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts