Historical data incomplete

[arnonmoscona]

Hi!

I have an issue that I am quite confused with. I guess that I don't fully understand how the historical data works relative to charts.

If I plot an active instrument, say MSFT. I can see in the chart as much data as I want (e.g. minute level two months back). Additionally, this is a symbol that was tracked on a minute level in my market analyzer for months, with NT being up and running almost the entire time.

If I go to the historical data manager and try to export the minute data for the symbol, I find to my surprise that the data is full of gaps. Many minutes that show in the charts are not present in the export (exporting last, no bid, no ask, no ticks).

Do I need to explicitly download the data using the historical data manager in order to export it?

[NinjaTrader_Joydeep]

Hello arnonmoscona,
Thanks for writing in and I am happy to assist you.

To assist you further can you say,

1. Who you are connected with (name of your connectivity provider/broker)
2. What interval you are missing (tick, minute etc)

Please let me know if I can assist you any further.

[arnonmoscona]

I use IQFeed. I am only concerned with minute data for this. Not tick data.
But how is the connectivity vendor related to this? The data is not missing in the charts. It is only missing in the export...

[NinjaTrader_Joydeep]

Hello arnonmoscona,
IQFeed do not provide historical data for bid or ask. As such NinjaTrader will save the bid/ask data in the Historical data manager until you are connected with your data provider. If you disconnect your data feed NinjaTrader wont save the bid/ask data and you will lose the data for such period and you will have gaps.

You are watching the chart of the Last data series. IQFeed provides historical data for Last traded price and thus you are not viewing any gaps in the chart.

Please let me know if I can assist you any further.

[arnonmoscona]

Are you even reading what I wrote? I am only looking for last prices. I explicitly said (twice) that I am not looking at bid and ask. I also said that the chart is not missing data while the exported data does. Again, we are only talking about last prices here.

Moreover, if I explicitly download using the historical data manager then the data is no longer missing.

So I repeat my original question - why is the historical data populated only spottily while the charts are able to show the data?

[NinjaTrader_Joydeep]

Hello arnonmoscona,
Please make sure you are saving the charts data.

• In Control Center menu bar goto Tools>Options
• In the Options dialog click on the Data tab.
• Please make sure "Save chart data as historical" is checked.

Please let me know if I can assist you any further.

[arnonmoscona]

I'm sorry to inform you that it is checked and has been checked since I started using NT. So the problem has nothing to do with this...

[NinjaTrader_Joydeep]

Hello arnonmoscona,
To assist you further can you:
Upload a screenshot of the data as shown in the Edit tab in Historical Data Manager. In Control Center menu bar goto Tools>Historical Data Manager, in the Historical Data Manager dialog click on the Edit tab, select the instrument for which you are exporting the data and send a screenshot of it.

Upload the data as exported via the export feature in Historical Data Manager.

Also what version of NinjaTrader you are using. You can find this information from, in Control Center mneu bar go to Help>About and in the About dialog look for the version info at the top.

To send a screenshot press Alt + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CTRL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment.
For detailed instructions please visit the following link
• http://take-a-screenshot.org/

I look forward to assisting you further

[arnonmoscona]

Here's a screenshot showing MSFT for 1/3/2012 alongside the exported data for the same day. You can see that they do not match at all...

[NinjaTrader_Joydeep]

Hello arnonmoscona,
Thanks for the screenshot.

NinjaTrader by default sets the time zone of the exported data to UTC http://en.wikipedia.org/wiki/Coordinated_Universal_Time. Thus you are seeing the discrepancy in the exported text file and the Edit tab in the Historical Data Manager.

Please let me know if I can assist you any further.