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On e-mini S&P futures, TN sends data through the 1615 bar. After 1615, volume usually drops off and doesnt increase above that level until the 930 bar. I dont trade equities so maybe that's different.
This data switches are really horrible. 1 year ago they switched to CQG and now the have again another data-provider. The CQG year was horrible, but now it works good again (at least for futures)
Trade Navigator has definitely changed its data, seems to me for the worse. I was fairly satisfied with CQG. Before CQG I had frequent problems with TN data discrepancies.
As of yesterday they apparently introduced their new data stream. TN has changed the definition of regular trading hours for the e-mini S&P futures, but Support doesn't seem to know about it. The data is no longer provided for the 1600 to 1615 data on the 5m chart. Further, by changing the definition, this of course changes all the historical data as well.
When I asked Support what was going on, the Support rep (Don) argued with me that nothing has changed since any chart he pulls up shows data on the 5m chart ending at 4:00. I asked him to look at my charts, but he refused. (I have screen shots of virtually every trading day since January 2018 on my desktop, all showing data through 4:15). He continued to insist that nothing had changed. His response was that they'd be "happy to look at whatever I want to send them".
TN platform, unfortunately, has some features that I cant find on any other platform, otherwise I would have left long ago.
yes CQG data was ok, but the problems were with L2-data since they switched to it.
Now with another data-provider within 1 year, L2 works fine, but as you mentioned they already stop day-session charts for equity-futures at 4 pm ET instead at 4:15 pm ET. This is really horrible and I don't know what problems TN has, that they switch from one data-provider to the next, because they always had the best data (I guess it was IQ before they switched to CQG, but not sure). For me it looks like they don't have enough money, so they switch from one (cheaper) provider to the next, but we always have to pay the full amount (and that isn't less, as you know).
I've sent an email to support with the problem of the early close of their day-session equity-futures charts, let's see what the answer is.
I love my TradeNavigator, because for me it is the best charting-tool you can get (though there is no development in the last years), but I've everything I need for my trading .
this is the answer, I got from TradeNavigator-Support (now it makes more sense, though the market is still trading 15min till the break):
The CME has effectively changed the ending time of the day session for the stock index futures. They are now basing the "settle" for those products where the market is right when the stock market closes (at 4pm ET), rather than at 4:15pm ET as they have for decades.
We needed to adjust our day-session stock index futures (e.g. ES1, NQ1, YM1, RT1) to end at 4pm ET.
Here is a link to the CME announcement: https://www.cmegroup.com/education/articles-and-reports/faq-daily-settlement-price-determination-time-change.html
Yep I guess it is ok, how they have changed it and if you want to use charts with the "old" day-session, we can use the electronic session charts and truncate the data to the times we want