how to check a long history of tickdata is complete, when are gaps etc?

[adamus]

I bought and imported a large amount of tick data from disktrading.com and without going into whose fault it might be (disktrading, the historical data manager import or me myself) I have found gaps in the data, sometimes big gaps of days.

I just found them by investigating strange trades in my back-testing results.

I'm thinking of writing a strategy or an indicator that will identify the gaps for me so I can fill them in.

Before I re-invent the wheel, I wanted to find out if someone's done this already.

If not, then does anyone have a good idea of how to code the checking algorithm, and just as important, how to present the results?

Thanks!

[NinjaTrader_RyanM1]

Hello Adamus,

You may get some ideas from this reference sample on working with Date / Time objects.

Maybe create a TimeSpan object and compare that to a change in bars time stamp with Time


PseudoCode Below:
if (Time[0] - Time[1] > myTimeSpanValue)
alertMe;

You would have to do additional conversions to turn Time[0] into an integer.
ToDay(Time[0]) will grab the Date.
ToTime(Time[0]) will grab the Time.