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Historical tick data missing / Zenfire feed

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    Historical tick data missing / Zenfire feed

    There's a 1/2 hour gap in historical tick data from Zenfire on 3/26/2009 (and some other days). Tried reloading historical data, resetting the DB, etc. to no avail. The gap is between 2:30pm and 3pm (pacific time):

    20090326 142951;829;1
    20090326 142951;829;6
    20090326 142958;829.25;3
    20090326 142958;829.25;12
    20090326 150000;828.5;15
    20090326 150000;828.5;33
    20090326 150001;828.5;1
    20090326 150004;828.5;2

    Anyone else run into this problem? The 1-tick chart also shows the gap so it's not a problem with exporting. I'm using the Demo connection to Zenfire.

    D.

    #2
    Hi, welcome to our support forums - just checked my ZenFire charts and cannot confirm the gap, as I could create a continuous tick chart for the entire session. Please go to Tools > Historical Data delete all the present ES 06-09 data try downloading it fresh.
    BertrandNinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_Bertrand View Post
      Hi, welcome to our support forums - just checked my ZenFire charts and cannot confirm the gap, as I could create a continuous tick chart for the entire session. Please go to Tools > Historical Data delete all the present ES 06-09 data try downloading it fresh.
      I deleted all ES 06-09 data, disconnected from Zenfire Demo, repaired the DB (compacting), reconnected to Demo, created a new 1-tick chart from 3/26 to 3/27. Chart showing gap attached.
      Attached Files

      Comment


        #4
        Hi, thanks for the chart - did you then try to right click on your chart and select 'Reload Historical Data'? Thanks!
        BertrandNinjaTrader Customer Service

        Comment


          #5
          Originally posted by NinjaTrader_Bertrand View Post
          Hi, thanks for the chart - did you then try to right click on your chart and select 'Reload Historical Data'? Thanks!
          Yes, gap persists.

          D.

          Comment


            #6
            Diseregard last request (I will delete that post).

            - This gap is expected since CME is closed for 30 minutes from 4:30 PM to 5:00 PM Central
            RayNinjaTrader Customer Service

            Comment


              #7
              Originally posted by NinjaTrader_Ray View Post
              Diseregard last request (I will delete that post).

              - This gap is expected since CME is closed for 30 minutes from 4:30 PM to 5:00 PM Central
              Thanks so much! That aligns with pacific time of 2:30PM to 3PM indeed.

              D.

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