Download expired futures historical data

forjoke

Junior Member

Join Date: Feb 2010

Posts: 5
#1

Download expired futures historical data

04-21-2011, 03:36 AM

Hello,

The data of ES 03-11 I download from IB today(4.21) is different from what I saved real time. For example, I tried to download data in 20110307 both ES 03-11 and ES 06-11 , the data downloaded are same.

Thanks for your help.
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NinjaTrader_Bertrand

NinjaTrader Customer Service

Join Date: Sep 2008

Posts: 26253
#2

04-21-2011, 03:52 AM

forjoke, thanks for the post - that could unfortunately be the case, the data recorded realtime compared what's stored on the servers might not match 100% -

How Bars are Built

http://www.ninjatrader.com/support/helpGuides/nt7/how_bars_are_built.htm

BertrandNinjaTrader Customer Service
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forjoke

Junior Member

Join Date: Feb 2010

Posts: 5
#3

04-21-2011, 04:38 AM

I guess It is caused by daylight saving time. Looks like one hour difference between downloaded data and real time saved data.
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Last edited by forjoke; 04-21-2011, 05:36 AM.
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