Has anyone successfully loaded symbols QLD or QID from OpenTick into NinjaTrader? These ETF's trade on the Amex exchange, but when you select Amex in the instrument panel, it brings back very incomplete data which is easily exposed on the 1 minute bars.
I had this very situation using OpenTick with RightEdge. The solution was to use the *T* exchange in OpenTick. That brought all the complete bars down for these two ETF's. I advised OpenTick that this was a little strange as the *T* exchange refers to the Nasdaq and these clearly trade on the AMEX. Their helpdesk promptly explained that perhaps they now trade on the Nasdaq. You can see where that conversation was headed. I didn't rock the boat, I was just happy to get good data.
So, I'm now in the same situation with NinjaTrader. The Amex exchange brings down incomplete data and unfortunately, the same results when I use the Nasdaq exchange and many others.
So, is anyone getting good bars for QLD and QID from OpenTick? I'd love to hear how your getting it done.
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