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Getting Daily Bars to start at 16:30 EST
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Getting Daily Bars to start at 16:30 EST

  #1 (permalink)
Trading Apprentice
Boston, MA
 
Futures Experience: Advanced
Platform: IB, NT7
Favorite Futures: Equities
 
Posts: 10 since Jun 2012
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Getting Daily Bars to start at 16:30 EST

Could not find a search phrase to figure this out....

If I pull up a DAILY chart of Globex ES (or NQ or YM) on NinjaTrader 7.0 using Zen-Fire data feed, the system calculates the range of each daily bar based on a 24hr clock, with each bar starting at 12:01 am and ending at midnight EST. I'm trying to get each daily bar to OPEN at 15:30 Central Time and to close at 15:15 central time.

I have set the DATA SERIES to CME US Futures ETH, and the SESSION MANAGER has CME US Futures ETH correctly set to GMT-6.

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  #2 (permalink)
Market Wizard
Columbus, OH
 
Futures Experience: None
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Favorite Futures: ES
 
Silvester17's Avatar
 
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CoopGeko View Post
Could not find a search phrase to figure this out....

If I pull up a DAILY chart of Globex ES (or NQ or YM) on NinjaTrader 7.0 using Zen-Fire data feed, the system calculates the range of each daily bar based on a 24hr clock, with each bar starting at 12:01 am and ending at midnight EST. I'm trying to get each daily bar to OPEN at 15:30 Central Time and to close at 15:15 central time.

I have set the DATA SERIES to CME US Futures ETH, and the SESSION MANAGER has CME US Futures ETH correctly set to GMT-6.

instead of a daily chart, use a 1440 minute chart with your session template (cme us futures eth)

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  #3 (permalink)
Elite Member
Berlin, Europe
 
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
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Fat Tails's Avatar
 
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CoopGeko View Post
Could not find a search phrase to figure this out....

If I pull up a DAILY chart of Globex ES (or NQ or YM) on NinjaTrader 7.0 using Zen-Fire data feed, the system calculates the range of each daily bar based on a 24hr clock, with each bar starting at 12:01 am and ending at midnight EST. I'm trying to get each daily bar to OPEN at 15:30 Central Time and to close at 15:15 central time.

I have set the DATA SERIES to CME US Futures ETH, and the SESSION MANAGER has CME US Futures ETH correctly set to GMT-6.

The session template has no impact whatsoever on daily bars. Daily bars are directly downloaded from the server of your data provider, and you get what is available.

The NinjaTrader / Zenfire servers store RTH data.

If you subscribe to a quality data feed, you will likely get ETH data, which uses the settlement price instead of the close for futures. Kinetick is such a quality data feed. As Kinetick EOD comes free with NinjaTrader, all you need to do is to connect to Kinetick and you get the ETH bars with the settlement price for futures.

You can experiment with double connecting

- first connection to Kinetick EOD for daily data
- second connection to Zenfire

In that case daily data should be loaded from Kinetick and intraday data from Zenfire. However, I do not know, how Zenfire displays Sunday data, and whether it has a tendency to overwrite daily data loaded from Kinetick. When double connecting, the SIM trader will not work, because it always uses the first connection. Therefore, SIM traders do not like double connecting.

If you test it, please let me know, whether it works or not.

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