Your are contradicting yourself here. First you said that your session template is "instrument settings", now it is "24/7". It cannot be both at the same time.
What I can see on your chart is an additional candle that plots after the market had already closed. The additional candle has a time stamp of Dec 26, 2015. This is unusual. Also I do not know, why there would be an additional candle.
Although the session template has on impact on daily data, it has an impact on the time stamp selected for the insertion of daily data. Let me give a two examples:
I am located in Europe CET (Central European Time) and I have set my system time to CET. In case that I use the session template 24/7, my daily bar for December 23 will be inserted at midinght EST, which would be December 24, 6:00 AM CET. Therefore the daily chart will display December 24 for this bar, which is in line with the selected daily closing time converted to my local time.
I am located in Europe CET (Central European Time) and I have set my system time to CET. In case that I use the session template <instrument settings>, my daily bar for December 23 will be inserted at 4:00 PM Central, which would be December 23, 11:00 PM CET. Therefore the daily chart will now display December 23 for this bar, which is in line with the selected daily closing time converted to my local time.
From these two examples you may understand how the selected session template may affect the date displayed on your chart. For example a combination of the time zone GMT - 4 (Nova Scotia) with the session template 24/7 will also produce a logical deviation of the date by 1 day. Are you sure that you have set your machine to EST?
However, this would not explain the additional bar. However, you might see such an additional bar in case that you have recorded real-time data instead of backfilling data while your PC clock was a few seconds off.
To summarize, I do not know what you have done, as long as you do not give us the information.
-> who is your data provider?
-> did you record data?
-> did you check (edit) the historical data base for data on December 25?
-> what is the exact time zone of your PC?
-> what is the exact session template that you used for the daily chart?
I think you are a confusing a few things. First of all the session template cannot be set under Session Manager. The Session Manager is only used to create new templates or to delete old ones. Also when you set the session template under DataSeries to 24/7, the session template in the instrument manager does not matter. Moreover, I doubt that the session template for ES is set to 24/7 in the instrument manager, unless you have changed it.
Your observations are probably not linked to the problem.
Last edited by Fat Tails; December 27th, 2015 at 08:51 AM.
Futures contracts have contractual trading times. I always use a session template that reflects the contractual trading times. Otherwsie I get meaningless session break lines. Also NinjaTrader will cut off any bar at the session break time. and I do not wish to have cut off tick charts in the middle of the trading day.
Therefore, I always use the session template <instrument setting> and make sure that the correct session template is stored for each instruments.
In fact, the session template <instrument settings> has been created to simplify your life, as NinjaTrader will automatically select the proper session template for each instrument.
If you wish to display your charts 24/7, then you simply set them to 24/7. In this case the session template under instrument settings has no meaning. If you set all your charts to <instrument settings>, then all your charts should use the proper trading times. However, if you enter 24/7 under instrument settings, you destroy that option. It simply makes no sense.