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Platinum Historical Price Data Error - 6/15/14

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    Platinum Historical Price Data Error - 6/15/14

    It looks like there is a pricing error on Platinum on 6/15/14, I noticed an anomaly in backtesting and it shows a trade had a buy price at 14378.8, so one whole digit too many.

    I'm assuming of course that PL didn't go to the moon that day...

    #2
    Hello LightWeight,

    Thanks for your post.

    Who are you connecting to? What interval are you using? And how are you running backtests?
    Riley S.NinjaTrader Customer Service

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      #3
      Originally posted by NinjaTrader_RileyS View Post
      Hello LightWeight,

      Thanks for your post.

      Who are you connecting to? What interval are you using? And how are you running backtests?

      Hi Riley,

      No offense, but I'm not sure how any of that is relevant. This is Ninja's own CQG/Continuum feed using 1 minute bars and a simple entry at open backtest, but a price error is a price error -- as far as I understand it, any backtest of any time frame during that period will have the same error because it's not on my end, it's in the Ninja historical data servers. I've had this same problem with other instruments in the past, such as Gold and Silver I believe, but have recently begun testing Platinum and now here is another one. From what I've been told by support before, it's something that has to be fixed on your end in Ninja's historical data servers -- I can manually edit it myself, but if I download that period data again, the error will be present again.

      Comment


        #4
        Hello,

        Thank you for your note, and the questions were to test to see if I see the same on my end, which I do.

        I will report this to our IT department first thing tomorrow to see about a fix.
        Riley S.NinjaTrader Customer Service

        Comment

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