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Is my Kinetick GC minute data messed up?
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Is my Kinetick GC minute data messed up?

  #1 (permalink)
Elite Member
Houston, TX
 
Futures Experience: Intermediate
Platform: NT
Favorite Futures: CL, GC, LE
 
Posts: 39 since Apr 2016
Thanks: 85 given, 18 received

Is my Kinetick GC minute data messed up?

I've been doing strategy development on GC and I've noticed that my minute data has some very weird looking bars from 1/31/2008 (start of my minute data) to around 11/20/2009. After 11/20/2009, everything looks normal.

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The 23:00 bar is the last normal bar, followed by a gigantic 12:30 bar. There are no bars between 23:00 and 12:30. There are bars like this at least a couple times a month.

It's as though all the bars that should've been between 23:00 and 12:30 had their price range and volume compressed into one bar. Notice how volume is 100k+ on the huge dojis and only ~500 on the surrounding bars. There's no way that these anomalous bars represent an accurate time period of trading.

Here's the 1 minute chart:

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The daily chart looks normal. It just seems like the minute data on certain days has the first half of the day compressed into one bar.

Any ideas on what's going on with that data? I'm using merge back adjusted contracts on NT.

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  #2 (permalink)
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  #3 (permalink)
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Omer עומר / Israel י
 
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What session template are you using ?
What is your local machine TimeZone ?

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  #4 (permalink)
Market Wizard
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rleplae View Post
What session template are you using ?
What is your local machine TimeZone ?

x2


Looks like it may be a session issue...

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  #5 (permalink)
Elite Member
Houston, TX
 
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rleplae View Post
What session template are you using ?
What is your local machine TimeZone ?

Nymex Metals / Energy ETH
Timezone is Central

EDIT: I have a buddy who also has Kinetick/IQfeed and he has the same giant doji bars/missing time on GC prior to Nov 2009. He charts with R though.


Last edited by ShatteredX; November 2nd, 2016 at 08:21 PM.
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  #6 (permalink)
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Omer עומר / Israel י
 
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rleplae's Avatar
 
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This is how it looks like on my end (IQfeed)

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  #7 (permalink)
Elite Member
Houston, TX
 
Futures Experience: Intermediate
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Posts: 39 since Apr 2016
Thanks: 85 given, 18 received

Thanks all for the replies. Sorry for the delayed response.

I have not solved this problem in case anyone else might stumble upon this thread. I tried setting the template to Default 24/7 and the charts are the same.

I am still investigating this on my end as I work on other things. I suppose I should seek assistance directly from NT or IQFeed on this issue.

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  #8 (permalink)
Determined
Lexington KY/USA
 
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Probably not a lot of help for you, but my CQG data from 2009 looks the same as yours (in Sierra Chart, not NT) and my current year chart looks like @rleplae's chart

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