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Dropped bars

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    Dropped bars

    I'm running a NinjaScript strategy that uses 1-minute bars for 3 different ETFs. I'm using Print statements on 30-minute intervals to track prices, indicators, and other diagnostics, and I noticed that the bar counts for the 3 1-minute streams are significantly different. All 3 funds occasionally drop a bar, and one fund had a full day without an OnBarUpdate event.

    Are there normal conditions under which NinjaTrader doesn't receive a bar update for a stock/ETF? Both my Barchart.com feed and my TDAmeritrade feed drop bars.

    j2

    #2
    jerimac2,

    NinjaTrader itself will never drop any data coming in from the data provider. If you have data flowing, it will be presented in NinjaTrader. It is like a radio receiver in this regards. Suggest you check your connection and try to reload your historical data.
    Josh P.NinjaTrader Customer Service

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