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True High Low Close of Futures Contracts?!? Confused!
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True High Low Close of Futures Contracts?!? Confused!

  #11 (permalink)
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gever17 View Post
Just a quick update.

I have found that if I connect to Kinetick EOD first then connect to Zenfire I have the all the correct historical data.

@gever17: I do not have Zenfire, and I do not know whether this is still true, as it depends on the current API. But I have heard that Zenfire may temporarily create daily bars for Sunday during the Monday session. These Sunday bars might cause some confusion with the daily data and the pivots.

I remember this as a "Monday only" problem, which was reported some time ago. I would appreciate, if you had the opportunity to connect to Kinetick (first connection) and Zenfire (second connection) and check the data on Monday morning prior to the regular open and report it here.

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  #12 (permalink)
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Will do @Fat Tails.

As a matter of fact I am checking the pivots right now to see if the added connection has any adverse effects.
Thus far the daily pivots are the same with with zenfire or kinetick EOD and then zenfire.
The weekly and monthly pivots are different. But it seems thats to be expected now that there is ETH data to compute from.
I really dont have anything to verify the pivots to. I use Default 24/5 for my pivot chart as I want them calculated from midnight to midnight. I have never found a source that provides these calculations. I have just noticed over the years that these seem to be the closest by far when compared to price action.

I will check Monday morning to see what the numbers are.

Thanks again for your help!!!

gever17

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  #13 (permalink)
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gever17 View Post
Will do @Fat Tails.

As a matter of fact I am checking the pivots right now to see if the added connection has any adverse effects.
Thus far the daily pivots are the same with with zenfire or kinetick EOD and then zenfire.
The weekly and monthly pivots are different. But it seems thats to be expected now that there is ETH data to compute from.
I really dont have anything to verify the pivots to. I use Default 24/5 for my pivot chart as I want them calculated from midnight to midnight. I have never found a source that provides these calculations. I have just noticed over the years that these seem to be the closest by far when compared to price action.

I will check Monday morning to see what the numbers are.

Thanks again for your help!!!

gever17

If you wish to have data from Kinetick EOD in your historical data base, you first need to delete all EOD data loaded from Zenfire and then replace it with Kinetick EOD data. You can all do this with the Historical Data Manager of NinjaTrader.

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  #14 (permalink)
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@Fat Tails
WOW!!!! You are a wealth of information!!!! Thank you for the info!!
I did not know this either!!!!
I will check it out when I get back into town. Snow is melting and gotta hit the slopes 1 more time.
I have never really messed with the historical data at all. I am not sure which data to delete but I will dig into it. I would certainly like to be able to see the whole picture and have it true and accurate!! I have finally learned that price is the most important and really the only indicator that you need!
Your indicators make these levels much easier to keep track of and really make them stand out on the chart!

Thanks Again!!!!
gever17

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  #15 (permalink)
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Monday Morning Data

Good Morning @Fat Tails

Hopefully I captured the info you are requesting.
It appears that it does create a bar over the weekend but it is dated a Saturday bar.
Here is a screenshot of the ETH and RTH.

On the ETH screenshot Bar 0 is dated 4/1/13.
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Is this what you are asking about? Can I get something else for you? Just let me know.

gever17

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  #16 (permalink)
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gever17 View Post
Good Morning @Fat Tails

Hopefully I captured the info you are requesting.
It appears that it does create a bar over the weekend but it is dated a Saturday bar.
Here is a screenshot of the ETH and RTH.

On the ETH screenshot Bar 0 is dated 4/1/13.
Attachment 107284

Attachment 107285

Is this what you are asking about? Can I get something else for you? Just let me know.

gever17

Yes, I have that same funny bar with volume 1. Maybe this is a special gift of our data providers for Good Friday.

Your daily bar is also for Good Friday, not for Saturday, as Saturday was March 30.

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  #17 (permalink)
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@Fat Tails

Just realized my mistake! Good Friday! I see your post now to that also!
I will keep an eye on this for weeks to come as well.

gever17

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  #18 (permalink)
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@Fat Tails
Good day!
Is this what you are asking for?
I am not sure what session template you would like.
This is CME ETH.
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Let me know if you would like to see something more.

gever17

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  #19 (permalink)
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gever17 View Post
@Fat Tails
Good day!
Is this what you are asking for?
I am not sure what session template you would like.
This is CME ETH.
Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).


Let me know if you would like to see something more.

gever17

@gever17: That chart looks correct, it is a daily ETH chart as needed.

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