Bars.IsFirstBarOfSession not called on 1st Bar

[habibalex]

Bars.IsFirstBarOfSession not called on 1st Bar of 9/5/17 for ES Futures using the using the US Equities RTH session template. Using the regulr CME US Index Futures RTH session it does get called.

It gets called on every other 1st bar of the day for the US Equities template.

[NinjaTrader_AlanP]

Hello Habibalex,

Thank you for your note.

This is due to the Labor Day holiday on the 4th.

Please see,

https://www.ninjatraderbrokerage.com/emails/holiday_labor_day_2017.htm

Please let us know if you need further assistance.

[habibalex]

The first bar of the session is still 6:31 on the 5th for those templates, it doesn't matter what the previous day is.

[NinjaTrader_AlanP]

Hello habibalex,

Could you please provide more detail.

Are you referring to 6:31 AM or PM?

Which Time Zone are you in?

What are you seeing vs what are you expecting?

I look forward to your reply.

[habibalex]

6:31 AM PST

Bars.IsFirstBarOfSession on 1 minute bar chart should be equal to true using the US Equities RTH and CME US Index Futures RTH session templates.

However, on 9/5/17 US Equities RTH at 6:31 AM, Bars.IsFirstBarOfSession = false. At 6:31AM, Bars.IsFirstBarOfSession should be true, and it is for every other day.

[NinjaTrader_AlanP]

Hello habibalex,

When I pulled up a ES chart with a script that draws an arrow on the first bar of session, and applied both the CME US Index Futures RTH and US Equities RTH, I was not able to reproduce.

If you'd like to provide the sample script you are using as well as detailed screen shots as I have done for you, I will test on my end.

Please let us know if you need further assistance.

[habibalex]

I'm getting an extra bar at 6:30:00 PST bar on 1/17/17 using ES 12-17. It should start at 6:31:00

[habibalex]

I think this might have happened after downloading data from CQG and then IQ feed. After refreshing with data only from IQFeed the problem seems to have gone away. From what I could see, the day after a holiday was consistently included the previous bar after the session was over. So for example on 7/3/17 the last bar of the day was at 10:00:00 AM PST for the US Equities RTH session template. On 7/5/17 the first bar on the chart would read 6:30:00 AM but it looks like it is actually the bar from 7/3/17 10:01AM PST. This bar was being misclassified and any minute bar between 7/3/17 10:00:00 AM PST and before 7/5/17 6:31:00 AM PST should have been removed.

I noticed the problems on 1/17/17, 5/30/17, and 7/5/17

[NinjaTrader_AlanP]

Hello habibalex,

Thank you for the update.

If you are going to pull data from two difference sources I would being conscious of the issues that could arise, such as this. Furthermore using US Equities RTH vs CME US Index Futures RTH, the latter being for the futures contracts, might make things confusing.

Please let us know if you need further assistance.

[habibalex]

this seems like a bug in ninjatrader. downloads from different sources are converted to .NTD files which should be data provider agnostic

[NinjaTrader_AlanP]

Hello habibalex,

Looking at your chart for the 13th of January it looks like isBarsFirstOfSession is correctly placing a red arrow on the first bar, what is the time of the bar I circle in green?

What version of NT8 are you using under help about?

May I confirm, right clicking on the chart>reload historical data, resolves the issue?

I look forward to your reply.

[habibalex]

8.0.9.0, yes reloading all chart data fixed the issue

green bar time is 6:30:00 AM PST

[NinjaTrader_AlanP]

Hello Habibalex,

After some additional research, I'm finding that this is an issue with corrupted cache data. In this case, you had an extra bar between the close and the open of the session.

This issue as you are aware is resolved from refreshing historical data.

Please let us know if you need further assistance.