This is a problem that I constantly observed with NT 6.5 - it went away for a while but now it seems to be back for NT 7 Beta 15. (I have not yet switched to 18 given the problems that were encountered this weekend with ZF connection issues... I understand that a different historical data server is in place for NT 16 and above, so maybe the new version solves it? On the other hand, it could just be a charting issue.)
Anyways, the problem is that when I load up CL 09-10, the data is all there except for the last few ticks/minutes of data. The chart basically looks like it's fine, and then as soon as the next tick comes in, the market "jumps" to where the price actually is, indicating that what was shown on the screen was missing the last number of trades.
In the attached screenshots, I loaded up a new chart, shown in the first picture. As you can see, as soon as the first trade came in the chart "jumped" up because the load didn't include the last number of trades that occurred. Then some time passed, and I took another screenshot (you can see it with the second chart)... you can see that it is recording trades just fine, although that gap is still present. The third screenshot was taken right after I hit "Reload Historical Data" for a second time, thereby creating a new gap with the last X ticks missing. Finally, the last screenshot was taken a couple of minutes after that, indicating that data is working fine in real-time again, with the new gap now present in the data.
This issue occurred on NT 6.5 all the time with different instruments, but seemed to go away until now in NT 7. It is only occurring on CL 09-10 today, everything else is fine. I wonder if this has anything to do with rollover - I doubt it, but I thought I would ask.
Anyways, the problem is that when I load up CL 09-10, the data is all there except for the last few ticks/minutes of data. The chart basically looks like it's fine, and then as soon as the next tick comes in, the market "jumps" to where the price actually is, indicating that what was shown on the screen was missing the last number of trades.
In the attached screenshots, I loaded up a new chart, shown in the first picture. As you can see, as soon as the first trade came in the chart "jumped" up because the load didn't include the last number of trades that occurred. Then some time passed, and I took another screenshot (you can see it with the second chart)... you can see that it is recording trades just fine, although that gap is still present. The third screenshot was taken right after I hit "Reload Historical Data" for a second time, thereby creating a new gap with the last X ticks missing. Finally, the last screenshot was taken a couple of minutes after that, indicating that data is working fine in real-time again, with the new gap now present in the data.
This issue occurred on NT 6.5 all the time with different instruments, but seemed to go away until now in NT 7. It is only occurring on CL 09-10 today, everything else is fine. I wonder if this has anything to do with rollover - I doubt it, but I thought I would ask.
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