Incorrect Historical Chart Data

[dwrety]

I was doing some backtesting lately and I found the ES historical data period from 2020-10-19 to 2020-10-23 was incorrect. It was correct about 1 week ago and suddenly everything is weird now.
Here is a chart of the RTH session. You can see 2020-10-23 is simply missing from the historical data server. I have cleared and reloaded all the historical data on my end and it's still incorrect. I have also tested it on 2 computers and they are both wrong. Everything else seems right so far. Can somebody look into this issue. It's very dangerous to backtest with incorrect historical data.

[dwrety]

Just for a cross reference. I took these 2 screenshots (2020-10-22 and 2020-10-23) about 2 weeks ago on the same Ninjatrader platform and they were both correct. And now they are wrong.

[NinjaTrader_LuisH]

Hello dwrety,


Thank you for posting on the NinjaTrader forums.


Here is what I see when I go to the same date range:




I am using a 'My NinjaTrader' username to log in - this would indicate that the data being downloaded from the historical data server is as expected.



In your case, it is possible that the data has been corrupted? We recommend removing the historical data for the date range that you suspect is wrong and attempt to download it again.



Thank you in advance.

[dwrety]

Hello dwrety,


Thank you for posting on the NinjaTrader forums.


Here is what I see when I go to the same date range:




I am using a 'My NinjaTrader' username to log in - this would indicate that the data being downloaded from the historical data server is as expected.



In your case, it is possible that the data has been corrupted? We recommend removing the historical data for the date range that you suspect is wrong and attempt to download it again.



Thank you in advance.

Hi Luis, thanks for reaching out. I have the exact same ETH chart as yours.
But what I can tell you is that the data is wrong. I have a collection of all historical charts for backtesting purposes. NT was showing the correct data until 2 weeks ago. I think there must be an error on the server side because I have asked many people and they all the see the same error. The period that's certainly wrong is from 2020-10-19 to 2020-10-23. You can see that even on your chart, Oct23 wasn't properly displayed. I am not sure how many other periods could be wrong, but this may affect the reliability of the strategy testing.

[NinjaTrader_LuisH]

Hello dwrety,


Thank you for the update.

I'd like to get this reported to our team for further clarification. Please email clientservices@ninjatrader[dot]com with 'ATTN Luis' in the subject line.



In the body of the email, please include a link to the forum post so I can reference back.


Thank you in advance!