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#1 |
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Member
Join Date: Aug 2009
Posts: 57
Thanks: 0
Thanked 0 times in 0 posts
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Hi,
For last couple of days I have noticed that I don't get price feed for CL(Nymex Crude) contract from 1200 hrs gmt to 13:00hrs gmt theen price feed starts automatically after that. While during this period I am able to get price feed for other contracts like YM, ES. Another query, I was told zenfire feed doesn't support historical data but I am able to download 1 sec historical data for upto last 10 days. Could you please confirm how firm the zen historical data goes back upto? |
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#2 |
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NinjaTrader Customer Service
Join Date: Aug 2007
Location: Breda, Netherlands
Posts: 11,215
Thanks: 82
Thanked 332 times in 324 posts
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Hello morphtrade,
Please see the link below for trading hours as per the CL. http://www.nymex.com/CL_spec.aspx Electronic trading is conducted from 6:00 PM until 5:15 PM via the CME Globex® trading platform, Sunday through Friday. So there is no data from 5:15 PM to 6:00 PM US Eastern Time. This would be 12:15 GMT - 13:00 GMT. Historical tick and minute data is supported when connected to Zen-Fire. Unfortunately I am not sure how much historical data is exactly available; I suggest to test this on your end.
Jason
NinjaTrader Customer Service |
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#3 |
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Member
Join Date: Aug 2009
Posts: 57
Thanks: 0
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But I get the price feed for CL during that time when dirctly using zen api.
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#4 |
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NinjaTrader Customer Service
Join Date: Aug 2007
Location: Breda, Netherlands
Posts: 11,215
Thanks: 82
Thanked 332 times in 324 posts
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I am not sure why you do receive data at these times; I suggest to contact Zen-Fire for clarification then.
Jason
NinjaTrader Customer Service |
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#5 |
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Member
Join Date: Aug 2009
Posts: 57
Thanks: 0
Thanked 0 times in 0 posts
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actually 5:15 Pm est is not 12:15 gmt. So it got to be something else.
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#6 |
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NinjaTrader Customer Service
Join Date: Aug 2007
Location: Breda, Netherlands
Posts: 11,215
Thanks: 82
Thanked 332 times in 324 posts
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You are correct. My apologies I calculated the other way around. You refer to London time with GMT, right?
Do you see any errors in the Log-tab around 12:00 and 13:00?
Jason
NinjaTrader Customer Service |
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