View Full Version : Recording daily data - TT Connection - Evening sessions
Futures_Shark
09-10-2007, 08:48 PM
When recording data from my TT broker connection, the daily charts update the current day during the US evening session. For example, today 9/10 my daily bar is updating with this evenings prices while it should be updating a new 9/11 bar. This is with version 6.0.1000.5. This may be a known issue but I just wanted to report it to make sure it is known.
NinjaTrader_Dierk
09-10-2007, 11:09 PM
TT realtime data is timestamped by your local PC's time. In order to overcome that you would need to set you PC to the timezone of your broker or teh exchange your are trading.
Futures_Shark
09-12-2007, 05:56 PM
That's not what I'm talking about. It seems the daily bar data is recorded based on a calendar day, not a trading day. For example, the trading day of 9/12 started at 6pm EST on 9/11 and ended at 5pm EST on 9/12 for the CME ES. If I am looking at a daily chart tonight after the market has reopened for tomorrow, The daily chart shows the current price instead of the close from earlier today.
NinjaTrader_Ray
09-12-2007, 07:55 PM
This is correct, daily bars buitl from incoming real-time data are based on calendar days and not session days. We have on our list to include user defined session management for a later version of NT.