I have spent the past couple of hours trying to verify this, but I cannot find a solid answer. It seems to me that it depends on the data provider.
I read the following about Kinetick and Rithmic:
Note: The internal cache is managed by the .NET framework so it is unpredictable when the .NET runtime will clear it. In most cases, as long as you have at least one chart of your instrument open, the instrument’s data cache will persist.
The historical data servers for CQG / Continuum / NinjaTrader Continuum data feeds with NinjaTrader are managed by NinjaTrader and are stored in Chicago.
You can check which server you're connecting to via the Control Center's log tab, when connected you should see "Using HDS" -- this will also list the IP address and server (remove the numbers after the / symbol if you need to run tests to the IP, also please do not post the server IP on the forum for security purposes)
1) Is there a difference between the historical data that would be downloaded to fill a blank chart (starting with an empty data cache) by simply opening a chart with N days back on it versus the historical data that would be manually downloaded via the Historical Data Manager? Or are both of these data coming from the same servers? (Essentially, can historical data come from NinjaTrader's servers for certain "download methods", and then for other "download methods" come directly from the actual data provider?)
2) Are only CQG's and Continuum's historical data managed by NinjaTrader's servers in Chicago, or does NinjaTrader's servers also manage historical from other data providers, such as Kinetick and/or Rithmic?
3) If NinjaTrader stores the historical data previously accessed in the "db" cache, then the only purposes for checking the option (in Tools>Options>Data) "Save chart data as historical" would be to 1) store the data that came in LIVE since the last time you downloaded historical data, or 2) to begin recording live incoming data as historical to bypass having to download historical data from NinjaTrader's servers, thereby potentially guarding against corrupted historical data. Are there any other reasons for setting this "Save chart data as historical" that you can think of? And if you are saving chart data as historical, if any chunk of that data is missing (for instance due to an internet outage), will the data for that day be redownloaded and replaced after connecting and opening a chart using that data? Or does data get downloaded iff and only if the full day is missing?
I know this is a lot to digest, and I apologize for that, but I am thinking that my understanding of how historical data is handled may be faulty and I have been unable to find the answers to these questions anywhere else.
My problem has been with my historical data getting corrupted and then missing huge chunks of data (sometimes small chunks that are less noticeable), and it would appear this problem was much more intense when I was using CQG, and clearing the cache and restarting didn't always fill in the gaps. But with Kinetick, clearing the cache and restarting DOES seem to fill in the gaps. But if the historical data I'm downloading just simply by opening NinjaTrader 7 with a bunch of workspaces and then connecting to Kinetick is somehow coming from NT's servers and not Kinetick's servers, I would like to know about it.
Thanks for taking the time to read this.
Best,
Daniel Roe
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