Missed data for one interval on multi-instrument strategy

[MomentumMike]

Hi all,

I'm running a live multi-instrument (2) strategy against TD Ameritrade data. On each call to OnBarUpdate, I print Time[0] to the output window. Both instruments are set for a one-minute timeframe. Today, the timestamps looked OK (for the most part) until I placed an order. Then I missed an interval, i.e., I didn't get data for one of the instruments. Here's the sequence:

9:40 instrument #1
9:40 instrument #2
9:41 instrument #1
9:41 instrument #2
9:42 instrument #1
9:43 instrument #1 <-- What happened to 9:42 instrument #2?
9:42 instrument #2 <-- It shows up after 9:43 instrument #1.
<-- Data for 9:43 instrument #2 never arrives.
9:44 instrument #1
9:44 instrument #2

The output window also shows that OnExecution was called following "9:42 instrument #2". Is it possible that OnExecution delayed the print to the output window? Did that delay cause me to miss the 9:43 data?
OR...
Is this caused by the TD Ameritrade data feed? It would be quite a coincidence that the interval where I placed my order happened to be the one that was delayed by TD, but who knows?
OR...
Maybe it's a combination of both?

Thanks for any help!
Mike

[NinjaTrader_JoshP]

Mike,

It would not hold the data. There could have been a hiccup in the data feed. Please try refreshing your historical data and see if that clears things up.

[MomentumMike]

Thanks, Josh.

A refresh shows me the data, so I'll chalk this one up to a hiccup. I'll keep an eye on it because, although I have the historical data, my strategy was unable to process that bar live.

Mike