ES/YM/NQ historical data missing between 16:00-17:00

[Murphy67]

Hello, I am trying to backtest future contracts., When i pull the data previous years 2021-2020- 2019 session seems end at 16:00 then jump to 18:00 data. It seems data missing between those hours (16:00-17:00 missing). On the other side, latest contract last months session data doesnt have any issue it ends at 17:00 and next data starts at 18:00 which is right.
Why previous years data missing, how can fix it?

Trading hours CME US Index Futures ETH

I am pulling last years data with the latest contract name ie chart setting: ES 03-23 contract, end date 12.03.2020, last 90 days.

I deleted cache folder.

I am connected IB gateway 10.19, NT8 8.027.

[NinjaTrader_Jason]

Hello Murphy67,

If you create a chart instead of using the Strategy Analyzer, do you have historical data missing between 16:00 and 17:00 US Eastern time?

If you select the ES 03-20 or ES 06-20 instead of ES 03-23, does the issue persist? The ES rolled over from 03-20 to 06-20 on March 12th 2020.

Does it make a difference if you right click in the chart and select 'Reload All Historical Data'?

If you check the 'CME US Index Futures ETH' template at Control Center-->Tools-->Trading Hours, does it have the proper start and times? By default, this trading hours template uses US Central time.

[Murphy67]

Hi Jason,

- Yes i create chart not strategy analyzer, and 16:00-17:00 is missing on historical chart
- Same issue exist either choose 03-20 contract, or 03-23 contract end date for chart March 12th 2020
- Not fixing even reload all chart


I think the problem with trading hours setting.
I am checking with Tradingview, Tradingview shows that Electronic trading hours until 17:00 then restarts at 18:00 ( UTC -5 Newyork)

For NT8, my compter time zone UTC-5 Eastern Time (US&Canada)
NT8 Time zone UTC-5 Eastern Time (US&Canada)
Trading hours setting shows that Start time 17:00 End Time : 16:00 for CME US Index Futures ETH in control setting? Is it right? What are the right times.
If i need to change it how will i do (edit?)

[NinjaTrader_Jason]

Yes, the 'CME US Index Futures ETH' template uses 17:00 as start time and 16:00 as end time. However its 'Time zone' setting is set to US Central time. So that would be a start time of 18:00 and end time of 17:00 in US Eastern time.

Could it be you have a different time zone selected for the 'CME US Index Futures ETH' template? If so, please set it to US Central time and click OK. Then reload historical data in the chart and check if the missing data is loaded.

[Murphy67]

Hi Jason. I made your settings and uploading them.

I have two chart belong to ES one is belong yesterday, it shows the datas between 16:00-17:00, and restarts at 18:00 as i expected.
Another one, belong to 2019 ( ES 03-23 symbol, End date 07.March.2019, Days to load 90 days.). In that chart No data between 16:00-17:00, It starts at 18:00

Am i missing something, I am trading 24*7 and dont want to miss anything on backtest.

[NinjaTrader_Jason]

If you select the 'Default 24 x 7' trading hours template in the Data Series menu of the chart, do you still miss the historical data? This trading hours template does not exclude any time, so it will load all historical data provided by the connected broker/data feed connection. If the issue persists, I suggest to contact Interactive Brokers and check if this can be as expected for historical data loaded via their IB API.

You can apply for a free futures demo connection at the link below.

https://ninjatrader.com/FreeLiveData

If you connect to the free futures demo connection, are you able to reproduce the issue?

[Murphy67]

No issue with 24*7 setting on 2019 data. let me backtest with this setting.
Thank you