Missing data

[ruina]

Hello,
I'm not sure if it is the site for this post, if not, point me to the correct site.

I'm using Strategy Analyzer and I find that for some contracts I don't have data, or enough data.
My connection is with yours, a NinjaTrader Continuum account.
When I execute the Strategy Analyzer it is connected. The contracts with missing data that I've found are:

• FDAX 06-23
• FDAX 03-23
• FDAX 03-21
• FDAX 12-20
• FDAX 09-20
• FDAX 06-20
• FDAX 03-20

I don't know if previous years are missing. For example, for FDAX 06-23 it only returns data for 4 days of June, but April or May is missing:


The timeframe is correct:


Could you recover the missing data for FDAX?

Thank you in advance.

[NinjaTrader_Erick]

Hello ruina,

Thank you for reaching out.

If you are enabled for Eurex data for your NinjaTrader Continuum account connection, you should be able to download this historical data.

Historical tick data can be downloaded at Control Center-->Tools-->Historical Data-->Load-tab-->Download when connected to a broker/data feed that offers the requested historical tick data.

When downloading futures data, you're restricted to downloading the data that is available for the specified contract that you enter, from the time it rolls over to the date it expires.

For items like the MES, this is going to be 3 months. For example:

When downloading data in NinjaTrader and selecting the MES 12-23 Contract for January 1, 2023- December 31, 2023, I receive data from September, October, and November until December 12, 2023 at that is the data that specific contract was set to roll over.

I would not get data from May, for example, because the 12-23 contract was not active at that time.

For more information on loading historical data please visit the link below:

• https://ninjatrader.com/support/help...rical_data.htm

Please let us know if we may be of further assistance.

[zermanbnt]

Hello,

I am missing ALL real time minute data for todays trade date before 9:53 am for MES. No other symbols are affected. Also, I am able to load all seconds data without a problem. Please advise.

Thanks,
Zerman

[NinjaTrader_Erick]

Hello zermanbnt ,

This would make us believe maybe this live data is not enabled.

On the charts where you are missing data, can you Right click and "Reload all historical data"

Does the missing data backfill? If not for us to investigate further:

Please send in your log and trace files so that we may look into what may be occurring.

You can do this by going to the Control Center-> Help-> Email Support

Make sure to categorize your request at the top.

Ensure 'Log and Trace Files' is checked will include these files. This is checked by default.

If you could also provide a screenshot of what you are seeing, that would be appreciated.

Thanks in advance, we look forward to helping resolve this issue for you.

[ruina]

Hello Erick,
I've done this steps without results:

1. I'm enabled with your to Eurex.
2. Connect to my account and wait to green icon, totally connected.
3. Go to Control Center-->Tools-->Historical Data-->Load-tab-->Download
4. Configure this data: FDAX 06-23 from 13/03/2023 to 16/06/2023
5. Click download.
6. Go to Strategy Analyzer and configure it with Renko 10, minute 30... and same data that step 4.
7. Click on Run button.
8. The chart only show 4 days of June as always.

I don't know if I'm missing some step or it's your data, but with other contracts (FDAX 09-23, or FDAX 12-22), it rules and show me all days of contracts.

[zermanbnt]

Hi Erik,

I actually opened up a ticket for this around 11:15 am yesterday, Case: #04445262, and I was told by Williams P.R. that the issue with CQG minute data for MES was being worked on, and that I would be notified when it was resolved. I have not been notified yet, but I just checked the minute again, and it is now working.

Regards,
Zerman

[NinjaTrader_Erick]

Hello zermanbnt ,

Thank you very much for your follow up.

I found the case you mentioned, and the representative working it is out today, apologies for the delay.

I am glad your data is now working.

If you continue to experience issues with CQG data please let us know.

[ruina]

Hello NinjaTrader_Erick,

Could you give some feedback please?

Thank you in advance.

[ruina]

Hello NinjaTrader_Erick,
more info about the post, same product FDAX with another contract 12-22:






I think that are you as provider, it download some data but not all data.

[NinjaTrader_Erick]

Hello ruina ,

Thank you for reaching out.

That data Tick data from 2022 : Were you loading tick charts back then?


Tick data from our servers only goes back to about a year when manually downloading from this window.

The only way to get tick data for more than a year, would if you were using the platform in 2022 and loaded tick charts, and so that data would be stored.

Or if you imported historical tick data from another source,


Connections that use the NinjaTrader Historical Data Servers are Rithmic, CQG based connections, and certain Forex connections when selected within the connection settings.

*The amount of historical data available for connections that do not use the NinjaTrader Historical Data Servers would be dependent on the provider and you may reach out to them for more information.

The amount of data stored on the NinjaTrader Historical Data Servers:

• historical tick data - 1 year
• historical minute/day data - usually 10+ years
• playback data - 90 days - Futures and Forex instruments only

Note this amount may vary slightly depending on the specific instrument.


You can read more about historical data from this discussion on our forum:
https://forum.ninjatrader.com/forum/...istorical-data

Can you confirm that you are able to download/view FDAX historical tick data for the past 356 days?

Please let us know if we may be of further assistance.

[ruina]

It's weird because I've downloaded FDAX 03-16 to test and the result is the next, for minute/day it has downloaded all data, but it has downloaded one day of tick too.



Then, I've two doubts, for FDAX 06-23

1. It's one year, but the ticks are no downloaded, only June, the year for data stored on the NinjaTrader Historical Data Servers, is it in months or in contracts?
2. When I run the Strategy Analyzer, the chart only shows the June days, then, how does it work? It looks like if it has ticks only use ticks but not minutes althoug it doesn't have tick data for that day.

[ruina]

I've done some tests.
I've deleted the tick data, and with Renko type, it download tick data again and when I'd run the SA the chart only shows the tick days. When I've tested with type minutes then it shows all days.

How can I avoid that with Renko it uses the tick data? If it is possible...