Historical data incomplete

[markus3500]

I have nt7 with zenfire as data. I am trying to load historical bid ask data for ticks going back to july of 2012. I have done it over 5 times today on the same future and it constantly leaves gaps in months or hours or even days. Sometimes it it leaves out the ask for a specific month even thought I have it in the date range. Each time I redownload it catches the gaps but still have gaps here and there, its to much to go thru and check.What is the problem?


example: I just tried to do an idex I dont use much to see what would happen. I did date range of 07/2012 till now. On half of the months the bid is missing and some months dont have minutes or days.

example: On the ES... I have bid data on ES06 13 from nov 2012 till now. and on the ask I have it from april till now.

[NinjaTrader_JC]

Hello markus3500,

Most data providers do not store that much Historical Tick data, especially for the Bid and Ask data. The most common Tick data that you would be able to download the farthest back would be the Last type. It also varies from instrument to instrument.

Could you clarify what Index you are trying to download?

[markus3500]

I am thru zenfire and they claim historical bid ask. the future i am trying is the ES mini. I would like them for others but some dates are half filled. The ES is a recent date that is incomplete. Look at the bid and ask months for recent ES tick data. make no sense.

[markus3500]

here is TF futures for 09-12 .. I have tick for ask but no bid tick data or last tick data. Or minute data for that fact. And i checked off everything to be downloaded. Again make no sense.

[NinjaTrader_Matthew]

Hello,

We were able to verify that the data is on the servers.

When you download data for the TF 09-12, I assume you have the TF 06-13 selected correct?

Are you able to download all the data you need by selecting the TF 09-12 tick data, rather than asking to download the TF 06-13?

[markus3500]

Is there anyone that can help me in a little more detail please!! Having issues with downloading data and now that i look at the log i am getting this as well.

[NinjaTrader_Matthew]

Hello Markus,

These errors will be presented should you make a request while the data server is under heavy load.

To reduce server load, please try reducing the frequency of your historical data requests, or reduce the amount of data you're loading at a time.

I suspect these time outs from the data servers would corresponding with the gaps you report in your database after a request. If you need to download all of this historical tick bid/ask data, I'd suggest doing it one interval and contract month at a time. For example, rather than requesting 365 days of data for the ES 06-13, you can request the data back to 3/7/2013 when this contract rolled over. After you've downloaded all the data for the ES 06-13, you can next request data for the ES 03-13 between 03/7/2013 and 12/13/2013, etc.

[markus3500]

Hello Matthew

I do one contract at a time and smaller data range. I get those errors also when I switch between different futures contracts on the charts.

[NinjaTrader_Matthew]

This also may be experienced when you request data from a chart. Please adjust your charts to use the minimum amount of historical days to load to ease up the requests you're making. Please also try to shut down from any unnecessary charts or work spaces in your setup.