I've compiled the Time & Sales data from the CMEGroup site for 6E, 6B, and GC (these are the only ones I ended up trading Friday) and created historical data files to fill the data gap from approximately 0927CST to 0955CST on March 5, 2010.
I did this mainly so I can complete my charts and create screen captures of these charts for review later as I do every day after the close.
If you really need the missing data for YM, NQ, TF, or ES, let me know. If I have time I might be able to build the data files for those too.
NOTE:
1) You'll need to understand how to import/export historical data files within NinjaTrader. It's pretty simple but you should know what you're doing before trying to import these data files.
2) When you connect to Zen-Fire again, your corrected data file will be overwritten with data from the NinjaTrader historical data servers which apparently still includes the data gap, so the provided files are for temporary use and will probably only be useful when not connected to a data feed.
3) This is minute-data only - not tick. So if you are building charts using anything other than minute data, this won't help you.
4) It would probably be a good idea to create backup historical data files of your current data before doing any appending of these data files.
5) I'm using Zen-Fire for my data feed so if yours is different you'll need to determine if these data files will work for you.
6) The corrected data file only includes the missing data from Friday. I tried to upload my whole data file but it was too large for the forum. So you'll have to append it to your own data file and then import the whole data file back into NT.
7) It appears that you will need to restart NT after importing the historical data file(s) - at least I can't figure out how to refresh the chart(s) any other way.
8) And finally, no claim is made to the accuracy of the data or the compilation of it - use at your own risk. I've imported it into NT and my charts appear to be accurate, but I can't guarantee it.
MODERATORS: If I'm supplying something here that you feel may cause more problems than it would correct, just let me know and either I will, or you can, remove this post. I'm just trying to give back a little here. Also if I've made any inaccurate statements, just let me know. Thanks.
6B 03-10 Gap_Data.txt
6E 03-10 Gap_Data.txt
GC 04-10 Gap_Data.txt
I did this mainly so I can complete my charts and create screen captures of these charts for review later as I do every day after the close.
If you really need the missing data for YM, NQ, TF, or ES, let me know. If I have time I might be able to build the data files for those too.
NOTE:
1) You'll need to understand how to import/export historical data files within NinjaTrader. It's pretty simple but you should know what you're doing before trying to import these data files.
2) When you connect to Zen-Fire again, your corrected data file will be overwritten with data from the NinjaTrader historical data servers which apparently still includes the data gap, so the provided files are for temporary use and will probably only be useful when not connected to a data feed.
3) This is minute-data only - not tick. So if you are building charts using anything other than minute data, this won't help you.
4) It would probably be a good idea to create backup historical data files of your current data before doing any appending of these data files.
5) I'm using Zen-Fire for my data feed so if yours is different you'll need to determine if these data files will work for you.
6) The corrected data file only includes the missing data from Friday. I tried to upload my whole data file but it was too large for the forum. So you'll have to append it to your own data file and then import the whole data file back into NT.
7) It appears that you will need to restart NT after importing the historical data file(s) - at least I can't figure out how to refresh the chart(s) any other way.
8) And finally, no claim is made to the accuracy of the data or the compilation of it - use at your own risk. I've imported it into NT and my charts appear to be accurate, but I can't guarantee it.
MODERATORS: If I'm supplying something here that you feel may cause more problems than it would correct, just let me know and either I will, or you can, remove this post. I'm just trying to give back a little here. Also if I've made any inaccurate statements, just let me know. Thanks.
6B 03-10 Gap_Data.txt
6E 03-10 Gap_Data.txt
GC 04-10 Gap_Data.txt
