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[ CQG ] Missing Historical Data - ZC 05/11

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    [ CQG ] Missing Historical Data - ZC 05/11

    Hello NinjaTrader,

    I am not able to get the "last" price for CBOT Corn ZC 05/11 from March 15 to March 21 although "Bid" and "Ask" data are available. Is this a CQG data server problem?

    Thanks,

    Chen

    #2
    Hello Chen,

    I tested the ZC 05-11 on my end while connected to CQG. I created a new minute chart which is setup to load the last 15 days of historical data. I load the historical data as per the attached screenshot. Am I correct you display the same amount of data?

    Unfortunately there is no historical data available for 3/16 and 3/17 on the historical data server as per the ZC 05-11.
    Attached Files
    JasonNinjaTrader Customer Service

    Comment


      #3
      Hi Jason,

      Yes that's what I am getting as well.

      You noticed the lowest price for ZC 05/11 is 636 on 15th. And there is no data for 16th, 17th, and 18th. I am using CBOT Argriculture ETH session template. As far as I can tell, the lowest price for ZC 05/11 is 607 on 16th and rebound back to 642 on 17th, but those are not shown on the graph.

      Is this a problem with CQG data server? Is it possible to report this error to CQG?

      Thanks,
      Chen

      Comment


        #4
        There is a gap on our server. We will look into this and try and backfill this on this coming weekend.

        Originally posted by negativezero View Post
        Hi Jason,

        Yes that's what I am getting as well.

        You noticed the lowest price for ZC 05/11 is 636 on 15th. And there is no data for 16th, 17th, and 18th. I am using CBOT Argriculture ETH session template. As far as I can tell, the lowest price for ZC 05/11 is 607 on 16th and rebound back to 642 on 17th, but those are not shown on the graph.

        Is this a problem with CQG data server? Is it possible to report this error to CQG?

        Thanks,
        Chen
        RayNinjaTrader Customer Service

        Comment

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