I have checked in the historical data manager (I even double checked the C:\Documents\NinjaTrader 7\db\minute\folder) and confirmed that the data is actually there. I have a connection via FXCM (for forex) and I can connect to it every time no problems. I can even load a chart and see the market data for the "missing" time period. I have tried running the backtest with an active connection to FXCM and without i.e. disconnecting - but the same problem occurs both times.
I thought there might have been a bug in my script so I created a new blank script with nothing but a print command [of time stamps], but I still get the same issue of the same data being skipped.
I am using the Add() method to add bid/ask data in the Initialize() method:
Add(Instrument.FullName,PeriodType.Minute,BarsPeriod.Value,MarketDataType.Bid); Add(Instrument.FullName,PeriodType.Minute,BarsPeriod.Value,MarketDataType.Ask);
if(BarsInProgress ==0) { for (i = 0; i < 3; i++) { Print(Instrument.FullName+" "+BarsPeriods[i].MarketDataType+" data "+Times[i][0]); } }
Any help would therefore be much appreciated.
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