NT7.0 64bit, Win7 64 bit, Zenfire, ES historical data corrupted.

[DmanX]

Hello,

I noticed that Zenfire's ES historical data earlier than 12/10/10 is corrupted. Missing highs and lows on some bars.

I've reset instruments, deleted historical data, and reloaded historical data and it still reloads the corrupted historical data.

What can be done to correct?

[NinjaTrader_Chip]

Hello DmanX,

Thank you for your post.

Please provide a few examples of the missing data (dates, times, etc.) so that we can evaluate this item on our end.

Thank you,

[DmanX]

12/6/10 5 mins charts of ES

The good: http://lh4.ggpht.com/_5AUmGI9JdxI/TQ...2010%20bad.png

The bad: http://lh4.ggpht.com/_5AUmGI9JdxI/TQ...012_8_2010.png

Specifically, compare the charts around 10:00, 12:00 and 13:30 among other times.

The good chart is a realtime snapshot taken at the end of the day and the bad chart is a historical fill snapshot taken at the end of the week.

The bad chart occurs with both Zenfire/Ninja Trader 7, 32 and 64 bit

[NinjaTrader_Kyle]

Hello DmanX,

That bars will change slightly when historical is reloaded is as expected. (For more information: http://www.ninjatrader-support.com/H...BuildChartBars)

Based on the images, the bars look relatively close to the same as they were when originally loaded. Can you middle mouse click on the 10:00, 12:00 and 13:30 bars to determine their OHLC values, then provide me with those values? I can then check against the values I pull on my end to ensure that we're loading the same dataset from the servers.

[DmanX]

On the good chart: O/H/L/C

10:00 : 1220.50/1221.75/1220.25/1221.50
12:00: 1221.00/1221.00/1220.25/1220.75
13:30: 1220.25/1220.75/1219.50/1219.75

On the bad chart (historical backfill): O/H/L/C

10:00: 1220.50/1221.50/1220.25/1221.25
12:00: 1220.50/1220.50/1220.00/1220.25
13:30: 1220.00/1220.25/1219.25/1219.75


Since Zenfire timestamps their feed and my computer is time synced every five minutes to an atomic clock server, I'm at a loss as to why the back fill is off.

[NinjaTrader_Brett]

Hello,

Yes you will see a difference on backfilled data. There will be a difference not only in time stamp but number of ticks recieved (Your not going to recieve all(Same ammount) of ticks that the server colocated by the exchange will recieve for example), also your time clock may be synced to an atomic clock, however thats not the clock you would need to sync to, it would be the server clock. Which may or may not be syncing to the same location you are so there still could be a time difference.

The differences in the chart are slight in any reguard and expected when you reload historical data.

If you need the chart to be %100 percent match the server chart you would need to use a data feed service that time stamps there data.

Such as Kinetick.

www.kinetick.com

I look forward to assisting you further.

[DmanX]

Thanks for your time. NT7 is a really great product.


On my other two computers, both of which are running Win7 x64 and NT7 x64, the historical data for the time frame in question is correct. The difference, as I can tell, is that they use a different license code than the one that has the historical data error.

EDIT:

I reinstalled NinjaTrader 7. This time however, I deleted the NinjaTrader folder in My Documents also.

The historical backfeed in now accurate! Go figure. Must have been some sort of corruption when upgrading from the beta versions.

[NinjaTrader_Brett]

Hello,

Thanks for the update,

This is possible. Glad you up and running.

Let me know if I can be of further assistance.