Live data from CQG seems to be fine.
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NinjaTrader
6J Wrong Historical Data since today
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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.
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Originally posted by Tiixo View PostWhy 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.
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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.
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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.MatthewNinjaTrader Product Management
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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.
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
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