Missing Range Data

[FatCanary]

As per the attached screenshot I've noticed there is range data missing for the period May 13th through June 5th.
It seems only to occur with range data, if I use 2 minute then the data is continuous.
I've also tried with ES and there is data missing for April 23rd through June 26th.

I have tested with Zenfire, IQFeed and Kinetick and all give similar results.

Also, with range bars, at rollover (i.e. Jun 10th 2010) the data is not merged. I have the merge policy set to merge back adjusted. Again, I have no issues with minute data.

Am I missing some quirky feature that is specific to range bars?

[NinjaTrader_Bertrand]

FatCanary, no you don't miss a feature here - please connect for example to ZenFire, set your Range bar chart session template to Default 24 / 7 and then right click in your chart to 'Reload Historical Data' - would the data then all be displayed without gaps involved?

I tried on my end here and did not run into an issue doing the above.

Thanks

[FatCanary]

Yeah, that's fixed it. Thanks.

Any explantion as to why we need 24/7 for range bars?

[NinjaTrader_Bertrand]

It would not be needed for Range bars explicitly, likely your reload of historical data provided the fix here. If you switch now to the instruments RTH session - would it still work?

[FatCanary]

Yes, it works fine now.

Strange about the data reload though as I was having this issue last night. So today I've started NT and connected to a data feed all from a fresh start. Curious as to why the data did not load afresh.

Need to watch this as it can skew backtest results.

[FatCanary]

Hi

I've had this issue occur again.

On a YM 5 range chart I have no data for August 5th 2010 using CME US Index Futures ETH. If I switch to a tick chart the data is complete. 5 range is fine with 24/7 session but data disappears again when switching back to CME US Index Futures ETH.

This happens with IQFeed.
I have also tried with Kinetick EOD but I assume it gets it's data from my IQFeed historical data stored on my PC.

This issue happened in NT7 Beta 19 and now 20.

[NinjaTrader_Bertrand]

FatCanary, what data time period is missing from the Range chart on the ETH template?

Yes, if you use Kinetick EOD, it would just grab the stored intraday data from the database.

You could also try this - exit NT and go to MyDocuments\NinjaTrader 7\db\cache and delete the cache associated to your ETH template, then restart and retry using your IQFeed connection.

[FatCanary]

Hi Bertrand

Not sure what you mean by, "...what data time period is missing from the Range chart on the ETH template?"

There is no data for August 5th. The chart gets to 23:56 on the 4th and the next bar is 00:01 on the 6th.

I've done the cache thing as suggested and this has cured the problem.

My biggest concern with this issue is the effect it has on backtesting. Although it's fairly easy to spot a number of days with missing data, it's not so easy to spot one day!

[NinjaTrader_Bertrand]

Thanks for clarifying FatCanary, erroneously thought you were just missing a part of the ETH session, great the cleaned cache helped clearing this up.