Missing Minute Bar Data

[TAJTrades]

What would the reason behind the sporadic missing 1 Minute bar?

No trade during that minute? No bid/ask? Or just a database issue?

I am just trying to figure out what compensation to make for some code. The explanation may tell me which direction I need to proceed.

I am using CQG/AMP for data/broker. So I am assuming it is pulling historical data from Ninja.

[NinjaTrader_PatrickH]

Hello TAJTrades,

Thank you for your post.

Can you detail such an occurrence? Instrument, Period Type, Interval, Session, etc., and anything that would help determine the cause and instance.

[TAJTrades]

Sure.

Instrument: ES
Session: Begins 4:30 pm, Ends 4:15 pm the next day
Chart: 1 Minute


Missing 1 Minute Bars:
7/2/2013 6:09 pm
7/2/2013 6:34 pm
7/2/2013 6:38 pm
7/2/2013 7:02 pm
7/2/2013 7:26 pm

Here are a couple Jings showing the Output Window with Bar Time and Volume:

http://screencast.com/t/mq0Ex9a2OvO

http://screencast.com/t/voLOG6fehXvA

There are more but this should give you an idea of what I am referring to. Or if you need more information just ask.

Thanks for the prompt reply.

Edit:
Here is a bigger list http://screencast.com/t/PhExEGry

All the 4:15 pm listings should be ignored.

[NinjaTrader_PatrickH]

Hello TAJTrades,

Thank you for your response.

If you Download the data from the Historical Data Manager (Tools > Historical Data Manager) do you then see it in the Edit tab of the Historical Data Manager?

[TAJTrades]

Hello TAJTrades,

Thank you for your response.

If you Download the data from the Historical Data Manager (Tools > Historical Data Manager) do you then see it in the Edit tab of the Historical Data Manager?

Not there.

http://screencast.com/t/EXx5j9pDy


I have done the Download Tab with Minute checked before I started this thread. If that helps.

[TAJTrades]

Here is a more accurate list of the missing 1 Minute bars over the past few days. If you need me to go further back I can.

http://screencast.com/t/QxJzNFxTOTpt

[Thompson]

I am missing minute data on the ES from Friday 07/12, 6:00CET until market close.

I´m with Mirus/Zen-Fire.

Reload Historical Data does not solve the issue. Tick data is there.

[NinjaTrader_PatrickH]

Hello Thompson,

Thank you for your post.

We are aware of this item and are currently investigating this matter on our end. I will follow up with you here when I have additional information.

[Thompson]

Hello Thompson,

Thank you for your post.

We are aware of this item and are currently investigating this matter on our end. I will follow up with you here when I have additional information.

Any update on this?

[NinjaTrader_PatrickH]

Hello Thompson,

Thank you for checking in on this matter.

Currently we are still investigating this matter, however no actions will be taken until this weekend.

Please let me know if you have any questions.