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Missing bid/ask data

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    Missing bid/ask data

    If I import or append a 'Last' tick data series will this affect the bid/ask data series already loaded for the same time period?

    This is the 3rd time my bid and/or ask data has disappeared for the exact same time period. I'm checking in 'Historical Data Manager' and the bid/ask data that WAS there is gone.

    Is there any reason for bid/ask data to disappear?

    #2
    Last would be a different series entirely and would not remove the other series.

    Who are you using as your connected provider? If you request data for a type/period they do not support, the data will be over written.
    MatthewNinjaTrader Product Management

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      #3
      Matthew,
      That's not what's happening. I run IQFeed live on 1 PC but export it and then import it into a 2nd research PC. I'm not connecting to IQFeed on the 2nd PC. But, for some reason, a big section of bid/ask tick data has vanished on the 2nd PC. This is my 3rd time importing the same data set.

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        #4
        If you're not connecting to any data providers, I have no explanation for why the data is being over written. Data you have imported would remain on the computer unless manually deleted, or you have connected to a data provider who does not offer historical data for that internal. For example, IQFeed does not offer historical minute/tick data. I understand you say you did not connect, but under any event you did, this data would be lost for any time period.

        If that is not what happened, we would need to know what steps were taken prior to the data being lost.
        MatthewNinjaTrader Product Management

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          #5
          Matthew,
          For now, I'll just see if it happens again. Maybe I did something inadvertently that caused the data loss.

          Thx,
          Lou

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