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6J Wrong Historical Data since today

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    6J Wrong Historical Data since today

    Since today the 6J Future has wrong historical data. I'm connected to HDS5. See attached image.
    Live data from CQG seems to be fine.
    Attached Files

    #2
    Reload historical data for today. If this does not help, check your rollover settings.

    It is also possible that incorrect data has been stored on the historical data servers. In that case you have to wait until the data has been updated.

    Comment


      #3
      Already reloaded historical data multiple times.
      The data on the historical data server from ninjatrader seems to be wrong.

      Comment


        #4
        Originally posted by Tiixo View Post
        Already reloaded historical data multiple times.
        The data on the historical data server from ninjatrader seems to be wrong.
        Did you try to change merge policy = MergeBackAdjusted to merge policy = DoNotMerge?

        Comment


          #5
          Our sever team is looking into a potential issue with the tick size... thanks for reporting.
          MatthewNinjaTrader Product Management

          Comment


            #6
            Why would the merge policy make any difference? The next rollover for 6J is in the middle of december. But just to exclude the possibility i tested it again with DoNotMerge and got the same result.

            The historical data downloaded from the ninjatrader servers is just wrong.

            Comment


              #7
              Originally posted by Tiixo View Post
              Why would the merge policy make any difference? The next rollover for 6J is in the middle of december. But just to exclude the possibility i tested it again with DoNotMerge and got the same result.

              The historical data downloaded from the ninjatrader servers is just wrong.

              This was just to exclude that any of the rollover settings were accidentally false. As Matthew said, there might be another technical problem.

              Comment


                #8
                After opening NT8 this morning it prompted me to update the instrument data for 6J. I allowed NT8 to update the instrument but the historical data is still wrong. Multiple historical data reloads did not fix it.
                Additionally NT8 now tells me that one Tick is now worth 6Cent instead of the normal 6Dollars.

                Comment


                  #9
                  The tick size issue was resolved, however data for that day will be corrupt with the bad tick size. We will resolve this data in the future, sometime around the production release of NinjaTrader 8
                  MatthewNinjaTrader Product Management

                  Comment


                    #10
                    When was the issue resolved? Because i connected right now and every historical data up to the time of this post is still wrong. And additionally the instrument data has still some wrong values for the Point Value because one Tick is not worth 6Cent.

                    Comment


                      #11
                      Sorry for any confusion: The source of the problem has been identified and resolved.

                      We're in the process of updating the correct instrument definitions for the Point Value and Tick Size on our information servers and historical data servers.

                      In the meantime, you can manually edit your instrument to have the correct point value and tick size, which I have attached which will resolve the PnL issue.

                      Historical data should start recording the correct tick size in the near future, and data moving forward will be recorded correctly.

                      Historical Data that was recorded during the period of the issue will remain for the time being.
                      Attached Files
                      MatthewNinjaTrader Product Management

                      Comment


                        #12
                        What is your definition of 'near future'?
                        Historical data is still recorded in the wrong tick size.

                        Comment


                          #13
                          Hopefully this weekend, but I cannot gurantee. If we restart the HDS to fix this for 6J in the middle in the week, it will create a gap in all data until the next day where we can backfill the data. Which is why we prefer to do maintenance of these sorts on the weekend.

                          http://ninjatrader.com/support/helpG...etaexpectation
                          Historical data status
                          If you are connecting to CQG, Continuum or the FXCM then you are using historical data provided by NinjaTrader. Our Historical Data Servers for NinjaTrader 8 have been redesigned and are also in a beta testing period. As such, it is possible to experience outages and gaps in data.
                          MatthewNinjaTrader Product Management

                          Comment


                            #14
                            Thanks, that puts a more concrete timeframe on this.
                            I interpreted 'near future' meaning some minutes to hours.

                            Btw: Is Beta7 expected anytime soon?

                            Comment


                              #15
                              We anticipate Beta 7 will be out around the end of the month.
                              MatthewNinjaTrader Product Management

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