Missed historical Tick Data is not downloaded.

[BGWTEX]

Greetings,

On a 30 chart, Tick data is added
AddDataSeries( null, newBarsPeriod {BarsPeriodType = BarsPeriodType.Tick, Value = 25}, 17000, "", false);

Historical Data was last downloaded on 11/04/24. The chart loads the Tick Data up to the 11/04 Data, the next bar is the first live bar. How can I get the gap in data filled, without having to download Historical Data every day?

Version 8.1.3.1 64-bit

Bruce

[NinjaTrader_Jesse]

Hello BGWTEX,

Are you referring to the missing data between when the script is started and when it enters realtime? If so there would not be a way to avoid that besides doing the following steps:

Open the chart before the start of the session
Reload historical data
Apply any scripts
Allow them to begin working before the session so they enter the session with all data loaded

[BGWTEX]

Hi Jesse,

Thanks for the quick response.

That's different from minute bars which fill the gap, correct? I think I read that.

If scripts or Historical Data are reloaded during the session, it's back to a gap, correct ?

Hmm, I guess everyone but myself only need live ticks, or replay. So Historical Ticks are only for replay ?

Seems like live data could be added to Historical, is there a way to do that?

Bruce

[NinjaTrader_Jesse]

Hello BGWTEX,

For any series, that is going to be the case when moving into real-time. There is some delay in downloading and processing the data before going into real-time, so there will inherently be some data that is missed during that time. You can always reload later to see that data, but the only way to completely avoid that is to have everything ready before the session when no data is actively incoming.

If you reload scripts in the session, then yes, that will happen again at that point.

Live data can be recorded as historical, but you will still encounter the same small amount of missing ticks during loading or reloading. The only way to avoid that is to begin before the session and allow the script to enter the session already loaded.

[BGWTEX]

Hey Jesse,

My apologies, on your first post, I misunderstood your question :
"Are you referring to the missing data between when the script is started and when it enters realtime?"

No, using "Historical Data", from Control Center/Tools on 11/08, I downloaded Tick Data to current. When the chart loads today, there is a gap, from 11/08 to entering realtime.

Prints to "Output" :
>11/08 10:20:14 >Line 8303 //Vol//Pre-MKT ==> CurrentBar 16997
>11/08 10:20:14 >Line 8303 //Vol//Pre-MKT ==> CurrentBar 16998
GAP, my note, not a print to Output.
>11/13 06:55:20 >Line 8303 //Vol//Pre-MKT ==> CurrentBar 16999
MP W Line 0009 OnStateChange()//END ==> State Transition
MP W Line 0009 OnStateChange()//END ==> State Realtime
MP W | >11/13 07:00:00 >Line 8005 //Alerts (one time) ==> >>> REAL TIME <<<
>11/13 06:55:27 >Line 8303 //Vol//Pre-MKT ==> CurrentBar 16999
>11/13 06:55:27 >Line 8303 //Vol//Pre-MKT ==> CurrentBar 17000
>11/13 06:55:27 >Line 8303 //Vol//Pre-MKT ==> CurrentBar 17000

I'm asking about the gap between “11/08 10:20:14”, bar 16998, to Realtime, “11/13 06:55:20”, bar 16999.

In your 2^nd post, you said :
“Live data can be recorded as historical . . .”

It appears live data is not being recorded. What do I need to do to have the Gap filled by live data ?

[NinjaTrader_ChelseaB]

Hello BGWTEX,

This can be enabled in Tools > Options > Market Data > Real-time > Record live data as historical.

Below is a link to the help guide.

https://ninjatrader.com/support/helpGuides/nt8/options_marketdata.htm

[BGWTEX]

I will do that, thank you Chelsea. Always good to hear from you.
I'm curious to know, I'm connected to “NinjaTrader Continuum (Live), shouldn't this provide the Historical Data without adding “Record live data as historical.” ? Historical Minute data has been recording.

Per the Help Guide :
“Record live data as historical - If you are connected to a provider that supports historical data, disable this feature.”

[NinjaTrader_ChelseaB]

Hello BGWTEX,

This would pull historical data when opening a new chart.
It would not fill in gaps if there are gaps in the historical data.

[BGWTEX]

Thanks Chelsea