historical trade, bid and offer data

[dnokes]

I have noticed that the historical trade and bid data for most contract months starts earlier than the ask data. It appears as though the ask data starts at the roll date but that the bid and trade data are collected before this date. Is this done on purpose and if not would it be possible to collect both the trade, bid and offer data starting on the same dates? Having historical bid data isn't very helpful when you don't know where the offer is. It is difficult to set up our own roll dates if the data is unavailable before the default roll dates.

[NinjaTrader_Jason]

Hello dnokes,

Please note that NinjaTrader acts like a radio receiver and displays the data it receives. If you load historical data for a particular date, it will load the historical bid/ask/last as provided by the connected connectivity provider. We do not alter any data in NinjaTrader on purpose.

[dnokes]

Just to clarify, I am using Zen-Fire through Mirus. When I download data and export the data is the historical data really coming directly from Zen-Fire?

[NinjaTrader_Jason]

Please note that Zen-Fire does not provide historical data itself. As a courtesy, we allow Zen-Fire users to make use of our historical data server.

[dnokes]

So it is NT data that I am using so I guess with regards to my original question you may be able to provide an answer.

[NinjaTrader_Jason]

The data on the historical data server is not altered so that ask data always starts on the rollover date or any other way.

[dnokes]

But the bid and trade data doesn't start on that date? I guess I will have to check this through the Zen-Fire API because this doesn't make sense to me. Thanks for all your replies. If I determine something different I will post here.