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Gap in Tick data

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    Gap in Tick data

    Hi,
    in my indicator i Add(instrumentName, PeriodType.Tick, 1, MarketDataType.Ask);
    When I print the corresponding Times array, there is a gap in the data:

    ...
    Ask[-90554]=4.1.2011 9:42:20
    Ask[-90555]=4.1.2011 9:42:28
    Ask[-90556]=4.1.2011 9:42:28
    Ask[-90557]=4.1.2011 12:00:01
    Ask[-90558]=4.1.2011 12:00:01
    Ask[-90559]=4.1.2011 12:00:01
    ...

    Everything works fine, there are just some (a lot) missing ticks. MarketDataType.Bid show the same gap, MarketDataType.Last are OK, without gaps. Reloading historical data doesn't help, is there antyhing else to do? Thanks.

    #2
    Hello,

    Please check the ASK data in the historical data manager.

    Please goto Control Center->Tools->Historical data manager and then goto the edit tab and check to see if this data is here.

    More then likely the data is missing, in this case the data simply isnt on the server. If this is a paid data feed service you could patition them to have the data added in.

    Let me know if I can be of further assistance.

    Comment


      #3
      Reloading in the Historical Data Manager helped, I did not know the feature. Thanks a lot.

      Comment

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