Can someone check NQ Historical data for NQ 06-20, NQ 09-20 & NQ 12-20

[TradingLoss]

I tried to download the historical data for NQ 06-20, NQ 09-20 & NQ 12-20 and there is a 6-month gap from 6/10/2020-1/4/2021. Is there something wrong with the Historical Data Server? Can someone check? Do I have to download the data when the market is open?


Attached is a screenshot of the equity curve flatlining for 6 months in a backtest. I did standard and high-resolution tick fills.

[NinjaTrader_Jason]

Hello TradingLoss,

Can you please restart NinjaTrader and download the data once more. Check if the missing data persists. When I test it on my end, I don't have historical data missing for the period you refer. I tested both historical tick and historical minute data.

[TradingLoss]

I restarted and downloaded the data again, the missing data persists. See the attached screenshot my window comparing your window of data, my data only gets 6 AM for 1 day of each contract.

Maybe try on your end, take the tick data folder for 06-20 & 12-20, move it somewhere else and try downloading the data as I did. I even edited it to try and download data using historical 06-20 and 12-20 contracts to see if that did anything special.

***Also the 6-20 contract tick data ends on the 19th and it's incomplete.

If it's something erroneous on my end is it possible for you to upload the tick data folder on a cloud service and I download it?


Thanks.

Hello TradingLoss,

Can you please restart NinjaTrader and download the data once more. Check if the missing data persists. When I test it on my end, I don't have historical data missing for the period you refer. I tested both historical tick and historical minute data.

[NinjaTrader_Jason]

Can you please restart NinjaTrader again so it will connect you to a different historical data server. Then perform the download once more.

[TradingLoss]

I restarted Twice

See attached updated screenshots.

As you can see, 06, 09 & 12-20 are still incomplete ending on the 19th & 20th of the month. So for some reason the final 2 weeks of the month are missing. How many Historical data servers are there? Surely some of them should add up to all the complete data?

Thanks.

Can you please restart NinjaTrader again so it will connect you to a different historical data server. Then perform the download once more.

[NinjaTrader_Jason]

Please note that this is as expected as these expiry months stop trading after these dates.

[TradingLoss]

Thanks Jason, I found the overlapping data in the NQ 03-21 contract month

Please note that this is as expected as these expiry months stop trading after these dates.