Price gaps on IQFeed data

[doculik]

Hi,

I'm experiencing missing data on some equity names, such as $INX, GOOG, HANS, etc., on all timeframes.
As you can see from the attached screenshot, the gap starts around the 7th of September and lasts until around the beginning of October.

I can't click the "Reload all historical data" option, as it's greyed-out.

Thanks,
D.

[NinjaTrader_Jason]

Hello doculik,

Can you please disconnect/reconnect the IQFeed connection and check if you can reload historical data.

Could it be your IQFeed connection does not include access to historical minute data for these instruments?

[doculik]

Hi Jason,

It worked like magic, thanks.

[carlosavellan]

I am having the same issue. I pressed "Reload All Historical Data" on the chart but the gaps are still there... I didn't have this issue with Kinetick

[NinjaTrader_Kyle]

Hello,

Thank you for your post.

Please provide me with an image of the gap which you are seeing.

To send a screenshot with Windows 7 or newer I would recommend using Window's Snipping Tool.

Click here for instructions

Alternatively to send a screenshot press Alt + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CTRL + V to paste the image. Lastly, save as a jpeg file and attach the file to your response.

[carlosavellan]

Please see attached screenshots. I am on ES ETH, there shouldn't be those gaps right? Anyway backtest on these dates go haywire.

[NinjaTrader_EricB]

Hello carlosavellan,
Thank you for supplying those screen shots. The gaps would be due to the trading halt for the weekend hours starting Friday 6/26 and 7/3.

[carlosavellan]

So, I can't backtest reliably over this period?

[NinjaTrader_EricB]

Hello carlosavellan,
That is correct, you will get undesirable results per the data gap.

[carlosavellan]

I don't recall having this issue with Kinetick. Could you please check if I would avoid it by subscribing to Kinetick?
Thanks.

[NinjaTrader_EricB]

Yes, the Kinetick data would be the same per the trading halt. Please see the attached screen shot.

[carlosavellan]

IQFeed data is perfect, working like a charm.

I was mixing apples and pears in my strategy (different instruments that trade different hours) and that was skewing my results.

Thanks.