Kinetick missing minute data

[astrolobe]

There is a huge data gap in the Forex pairs, with no minute data at all from Friday 24th, 4:35pm EST to the Sunday open on the 26th.
I need this data to be able to trade.

thanks

[NinjaTrader_Jason]

Hello astrolobe,

I tested it on my end and I am able to reproduce it as well. 25 minutes of historical minute data is missing for all forex pairs - 4:35 PM to 5:00 PM EDT on 6/24. I have sent another email to Kinetick for clarification.

Once I have any news regarding this issue or the historical daily data issue, I will let you know.

[NinjaTrader_Jason]

Hello astrolobe,

Can you please tell me if you have Basic or Premium forex data included as per your Kinetick subscription.

[astrolobe]

I have the Basic service for $50, plus $25 for the Basic Forex.

[NinjaTrader_RyanO]

Hi astrolobe,

In response to both of your posts what you are seeing is expected due to the nature of the symbols within NinjaTrader for Kinetick data.

For the currency pairs can you are viewing can you please go to Tools > Instrument Manager and then search for the pair. Highlight the result and then please select Edit. In the ensuing window can you please find the symbol for Kinetick.

With Basic Forex you have the option of receiving data for forex from FXCM or Barclays, and the source will depend on the symbol mapping.

FXCM forex data is not available past 1600 EDT, and the extension of the data until 2:35 is the continuation of that data available from FXCM past their close time. However, Barclays data as part of the Basic Forex does supply data until 1700 EDT on Friday.

To access that data you would need to change the symbol in NinjaTrader since the .FXCM symbols from an FXCM based pair that has an FXCM close time of 1600 to a Barclays based symbol that has a close time of 1700.

Using the EURUSD as an example you would change the symbol from EURUSD.FXCM to BEURUSD to denote the change in forex providers. And for more information on the symbol modications please see the symbol search:

https://www.kinetick.com/support#Symbol-Search

However, if you continue to use the default FXCM symbols you would receive data from only FXCM for forex which closes at 1600 on Fridays.

[astrolobe]

Hi Ryan,
Thank you for the information. There are two things that don't make sense about this issue:

1. The FXCM data I have been receiving in the past has always gone to 1700 EDT. This is the first time that it stopped early.
2. You mentioned that the FXCM data should stop at 1600 EDT, except last Fridat it went to 1635 EDT and not 1600 EDT. So even though it did not go to 1700 EDT, it still went past its limit of 1600 EDT.

This makes it look like Last Fridays data was actually a problem, and not expected behaviour. I will take a guess that this Friday the FXCM data will probably go to 1700 EDT.

[NinjaTrader_RyanO]

Hi astrolobe,

The close time of the forex market due to the nature of forex trading is not a set in stone time and so trades can occur past those hours since there is no exchange. In the case of this past Friday there were trades reported that happened past that stated close time.

In reviewing the FXCM data for other weeks there will generally be a few trades past the close time but after having removed my historical data and reloading directly the data ends always within that 1600 hour.

Whereas testing with Barclays data the data would go up to 1700 at a minimum and occasionally past it.