Log statement: open exceeds max price gap

[adamus]

I found this message in the log repeated 35 times during the minute 01:34:

14/07/2010 01:34:02 Default Cbi.BarsBytes.ToBytes: open for '$EURUSD'/ Minute at 14/07/2010 01:35:00 exceeds max price gap (1.27115)

It looks like the time frame of the bar that it is complaining about is missing.

That price quoted is the high for that bar - here's data from the databox of a chart for that period, and the open is different:

$EURUSD/1min
T: 01:35
O: 1.2710'5
H: 1.2711'5
L: 1.2710'5
C: 1.2710'5

I am running NT7.beta.17 and I'm running 6 strategies on the $EURUSD at various time frames.

What does this message mean? How come it is repeated 35 times? What effect does it have on the running strategies?

Thanks

[NinjaTrader_Bertrand]

adamus, could you please send us the full logs / traces for review?

This could be a bad tick received, can you please check the tick data received in the HDM in this time period?

[adamus]

I didn't see any bad ticks in the HDM. All looks OK there. The trace file though has lots of stuff output at 01:34 but seemingly not relevant to this. Attached.

[NinjaTrader_Austin]

adamus, thank you for the files. We will get back to you tomorrow.

[NinjaTrader_Austin]

Hi there, could you please provide us with the historical data directly before those messages? I'd like to try and reproduce this on my end, so we could come up with some sort of fix. You could also compare the bar before that bar's price and see what the difference is in ticksize.

[adamus]

Austin,

this bug is destroying the evidense of its existence as it goes. I have lost the whole day of 2010-07-14 tick data. I tried to download it from IB and the HDM obviously deleted it all. However IB doesn't provide tick data historically so the data was never replaced.

[NinjaTrader_JoshP]

adamus,

Downloading new data will overwrite old data. If you explicitly do a download request from the HDM Download tab for a certain date range it will remove all data from that range and replace with anything it can download.

Should you get the message again in the future please don't download data over it again and instead send us the exact data you have as-is. Thank you.