Bid/Ask historycal volume

[NinjaTrader_JoshP]

KBJ,

What are you using to reload the data? HDM reload tab? Download tab? From the chart?

[KBJ]

Josh: Recently I've been using the Historical Data Manager's Download tab.

Earlier (maybe 2-3 weeks ago -- i.e. pre-dating the currently referenced issue) I did use the Reload tab a couple of times.

[NinjaTrader_JoshP]

KBJ,

Downloading from the Data tab loads in a new set regardless if I have data in there beforehand or not on my end. Please outline steps to reproduce where it does not load in any missing data etc. Thank you.

[KBJ]

Downloading from the Data tab loads in a new set regardless if I have data in there beforehand or not on my end. Please outline steps to reproduce where it does not load in any missing data etc. Thank you.

I assume you meant "Download tab."

Unfortunately I wasn't able to get this to reproduce.

I do have the .CSV files that were output by NinjaTrader when I was adding up the minute's data using Excel. I've attached two of them that show quite different numbers. Each of them represents and hour's data (and that's all I output.) Note that this first reload fixed part of the problem, but seemed to create another one...

What I recall seeing is that after I did the first reload, the data looked better for the 4:00 to 4:59 time range, but a couple of entries with volumes the same as the last two of these entries ended up with times somewhere around 5:35 PM (of course they don't show up in the .CSV file since the file only had the 4PM data in it.) These numbers were totally bogus (as the market was already closed for the weekend at that point), and that was part of why I deleted the day's data and reloaded (at which point the bogus values went away.)

Also note that the naming convention for these .CSV files is pretty weird. When in the Historical Data Manager's Edit tab and I have Ask Tick data selected, and I right click end select Grid + Save-As, it defaults to a name of "NinjaTrader Grid 30_10_2009 07_21.csv". I don't know where it gets the date 30_10_2009 from (it's completely unrelated to the date of the Ask Tick data that I was looking at.)

Unfortunately the .CSV files are way too big (200+K and 800+K) to attach. Would you like me to email them?

[NinjaTrader_JoshP]

KBJ,

Unfortunately as we are both unable to reproduce there is little I can do till more information for isolating this behavior surfaces. I will keep my eye on it.

Naming of the Excel file is seems to be bugged here.

[KBJ]

Unfortunately as we are both unable to reproduce there is little I can do till more information for isolating this behavior surfaces. I will keep my eye on it.

Naming of the Excel file is seems to be bugged here.

Josh: I was going to take one last try to reproduce this from the saved .CSV data I have, but found that there is no easy way to re-import this data back into the Historical Data Manager.

So, I suggest this as a "future consideration" ... support the .CSV file format in the Import tab, for files that have been exported from the Edit tab (i.e., by using right-click + Grid + Save-As.)

Seems like it might be relatively simple to do and might be helpful for you if future issues occur where you want to load and look at these files that have been output for spreadsheet use.

[NinjaTrader_JoshP]

Thanks for the suggestion.