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Eurex futures daily data issue (3.22-3.26)

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    Eurex futures daily data issue (3.22-3.26)

    Hi,

    I`ve tried to download historical daily data for Eurex futures such as FDAX 06-10, FESX 06-10 from Ninjatrader`s historical data server, and noticed that the daily open values from March 22 to March 26 are all zero, I am not sure whether there is something wrong on my PC or on NT`s historical server.

    Here is the screen shots.

    Thanks.
    Attached Files

    #2
    kw123, Eurex reported those prices and we just pass the information along. There is nothing wrong with your computer and nothing wrong with NT's historical data servers. I believe someone is trying to get those ticks deleted from the historical database, but I'm not sure how successful they've been.
    AustinNinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_Austin View Post
      kw123, Eurex reported those prices and we just pass the information along. There is nothing wrong with your computer and nothing wrong with NT's historical data servers. I believe someone is trying to get those ticks deleted from the historical database, but I'm not sure how successful they've been.

      I see. Thanks for your reply.

      Comment


        #4
        Eurex data fouled in NT7b13

        Has anyone else got this problem of Eurex data plotting zero at the start of regular trading hours in NT7? There is no issue in NT6.5.

        I have changed session templates, created my own, all to no avail. The problem appeared at first like the CME issue on Saturday, March 13th, however, bad data continues to foul all my Eurex data series in NT7.

        Thanks, BillM

        Comment


          #5
          Originally posted by billm View Post
          Has anyone else got this problem of Eurex data plotting zero at the start of regular trading hours in NT7? There is no issue in NT6.5.

          I have changed session templates, created my own, all to no avail. The problem appeared at first like the CME issue on Saturday, March 13th, however, bad data continues to foul all my Eurex data series in NT7.

          Thanks, BillM

          Had the same issue last week on bund too; today with NT7 beta 13 it's ok.

          Comment


            #6
            What session times are you using for the bund? All I have tried do not rectify the problem.

            Thanks, BillM

            Comment


              #7
              BillM, we use the default Eurex times - for the bad tick, have you tried excluding via NT7's new Historical Data Manager already? This would be persisted on reloads then as well...

              Comment


                #8
                The tick editing did the trick. Odd though, I edited away the FESX problem last week (beta 12) but editing FGBL failed to make a difference. The bund edited fine now in beta 13....go figure,sic.

                Thanks, BillM

                Comment


                  #9
                  Originally posted by billm View Post
                  What session times are you using for the bund? All I have tried do not rectify the problem.

                  Thanks, BillM

                  I'm on CET (central european time) and the session settings is 24/7.

                  Comment

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