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Hi all,
I have a trouble with daily data in ninjatrader.
How ninja define the hour close for daily data? I have imported new daily data for 2 instruments that have the same session and same exchange for a multi instrument strategy, so 1 instrument have the close set to 19 pm and other 00.00...obviously this moves all the second chart 1 day forward (oo.oo is new day).
See the picture..
How I can correct this??
Thanks a lot!!
Can you help answer these questions from other members on NexusFi?
NinjaTrader does not define daily data. Daily data is downloaded from the data provider and shown as downloaded. Session templates have no impact on daily data.
If you talk about intraday data, or the session close (last trade of the trading day) as donwloaded from intraday data, then it depends on the session tempalte selected.
No, it isn't correct...
I have solve this problem now, session template HAVE impact also on daily data... I have changed this and now works correctly...
thanks
Yes, the session template affects the timestamp shown for daily data, but not the data itself.
For example, if you open a daily chart with the session template 24/7 for ES
-> the timestamp shown on the chart for the daily bar will be midnight EST
-> but the data of that daily bar will not correspond to the time from midnight EST to midnight EST
There will be a mismatch between timestamp and data, as the data is supplied by the data vendor
For example
-> Zenfire supplies daily data for the regular session (from 8:30 AM CT to 3:15 PM CT)
-> Kinetick supplies daily data for the full session / settlement price (from 5:00 PM CT to 4:15 PM CT, settlement at 3:15 PM CT)
With a session template 24/7 those bars will simply be displayed with a false timestamp.
