USD-CAD volumes are too high (2016, July 11th to 15th)

[alizes]

Hello Everyone,

I have spoken with our IT and Development teams in order to provide an update.

We restored data on the majority of futures instruments at the close of CME exchange yesterday which did restore the missing price data. Unfortunately, we ran into a volume issue where volume is simply too high for the 18th and 19th on restored data for minute and daily data. This issue will prevent us from restoring additional futures data by this weekend. We are working through this now and will have an update early next week.

For a brief update on the original issue, we run multiple historical data servers for redundancy and unfortunately we had a simultaneous failure event which caused all NinjaTrader 8 historical data servers to not record historical data for 1 hour period after 1:40 AM EST on 1/19. We have identified the cause and will be taking preventative measures. We have technology in place to quickly backfill data at the end of the day now with NinjaTrader 8 between our historical data servers however in the case where all NinjaTrader 8 historical data servers are missing data it requires slower backfill from a third party, which is the process are working through now.

Thank you for your patience.

Could you also check on USD-CAD where volumes are too high during a full week (2016, July 11th to 15th included) ?

[NinjaTrader_PatrickG]

I have separated this into its own thread as it is unrelated to the specific historical data being discussed in the other thread. Original thread located here:

http://www.ninjatrader.com/support/forum/showthread.php?t=95232

I also see this large volume spike on USDCAD daily volume from 7/11/16 to 7/15/16. This seems to affect most forex pairs. I will report this to the Data Team. Thanks for bringing this to our attention.