kinetick streams old data on bank holidays

[Beauregard]

Hello

I just compared the DAX data between yahoo and kinetick. I am aware that between different providers can exist different quotes, but I am quite surprised to see that kinetick on banking holidays sends a record with the same data as the last business day. Therefore having 2 banking holidays kinetick will send 3 days with same quotes, which naturally influences indicators etc.
Is this by intention?

regards

[NinjaTrader_ChristopherJ]

Hello,

Thank you for your post.

Can you please tell me what holiday you are referring too and can you please attach a screen shot of your chart so I may compare data on my end.

I look forward to assisting you further.

[Beauregard]

sure, please see the enclosed pdf with screenshot from the historical data manager.
The upper screenshot shows kinetick data, the lower yahoo data.
As you can see 21.4.2000 and 24.4.2000 are missing in yahoo data, because it is easter holiday and stock markets are closed.
As you can see in the upper screenshot kinetick has on 21.4 and 24.4 a datarecord with the same data as on 20.4

[NinjaTrader_ChristopherJ]

Thank you for the additional information. Do you also see this behavior with other instruments or only with ^DAX?

[NinjaTrader_ChristopherJ]

This data has been corrected. Please right mouse click within your chart and select "Reload all historical data".

[Beauregard]

thanks, I will do so.
In the meanwhile I checked the same for SP500. There are days missing in the kinetick stream (compared to yahoo), maybe 1 day per year. Whatever the reason is.
I do not have time to compare more, I just need a more or less reliable data source.

What worries more is for example the data quality of the Bund Future (Kinetick symbol BD). I downloaded the continous contract (BD##-##) and compared with one from bloomberg. The kinetick data has for example on 8th March 1996 a quote of 234 and the next record is on 8th of June 1996 with 112.46....

So, the question is: Where does kinetick get the data from?

[NinjaTrader_ChristopherJ]

Can you please tell me what mapping you have setup for BD within NinjaTrader and the time interval chart you are currently using.

[Beauregard]

what mapping you mean? I setup the future and entered only a few contracts. I assumed that when I download with ##-## I need only the most current contract.

I had another problem with this future (see http://www.ninjatrader.com/support/f...308#post252308) which is now fixed. When I download the continuous contract ##-## with this future, then I still get strange data:
19980396: 168
next record: 19980709: 225
--> Please check yourself, I only adjusted to "MergeBackAdjusted" as advised in http://www.ninjatrader.com/support/f...ad.php?t=43351.

[Beauregard]

Hi

could you please answer the still open questions:

what mapping you mean? I setup the future and entered only a few contracts. I assumed that when I download with ##-## I need only the most current contract.

When I download the continuous contract ##-## with this future, then I still get strange data:
19980396: 168
next record: 19980709: 225

Where does kinetick get the data from?

--> Historical data, current data

Thanks for your feedback,

[Beauregard]

Corn Futures

Hi
I tested some more data, this time corn futures (Symbol: ZC).
I downloaded the following:
- Continous Contract from PiFin (via another application)
- Continous Contract from Kinetick (ZC ##-##)
- Single Contracts from Kinetick (ZC 09-11 etc.)

I compared them in the enclosed XLS-Sheet.
What I observe:
- From 15th July until 2nd September all data is identical
- On 14th of July seems to be a rollover, but I do not understand why. In the contract definition there is no rollover date on 14th of July
- Kinetick Continous contract has on 8th and 11th July NO data. But Kinetick 09-11 has, as well PiFin. How comes?

I would be happy if you could help me to clarify and understand the mechanis,

Thanks
Andre

[NinjaTrader_ChristopherJ]

I have tested this on my end and receive the same data. I have forwarded this to our development team for further investigation and will follow up as soon as I gather additional information.

[NinjaTrader_ChristopherJ]

Please use the steps I have provided below to be sure you have Kinetick set to use back adjusted data.

• Disconnect
• Tools
• Account Connections
• Select your Kinetick connection
• Change
• Next
• Next
• Enable "Use back adjusted data"
• Next
• Finish
• Reconnect
• Right mouse click within your ZC ##-## chart and select "Reload all historical data"

[Beauregard]

When I press "Change" I get a message "You can't change this connection".

Please see also my before, there are still some questions unanswered and not clear to me.
thanks

[NinjaTrader_ChristopherJ]

We still have development looking into these issues. Unfortunately this setting will not be available with the Free EOD Kinetick connection. I will reply with a follow up as soon as get additional information.

Please attach a screenshot of your chart that is showing 19980396: 168 and the next record: 19980709: 225.

Kinetick will receive historical data from their servers when requested.

[Beauregard]

thanks for the update, please find enclosed a screenshot from the historical data manager for the mentioned period