how to identify gaps in historic data

[zweistein]

Hello,

once in a while , or because I am away from trading, or by mistake or because of internet problems I have incomplete market data, e.g. sometimes it is a few minutes bar missing , sometimes it is a few days missing, etc.
Reasons for this are of various origin and usually not a NT problem.

But: Is there an easy way to fill missing market data? NT does not seem to be concerned about this, and it seems that it will not request older missing data or missing minute bars of the same day if they are superseeded.
Reload Historical data will help for the IB limit of 2 weeks, but usually not further.

Generally I prefer to keep the marketdata I have already and I would like to add only the missing data from some external source.
Therefore I need to identify the
I would like to easily
So:
I need a method to identify the missing market data , is there an easy method for this?

Best regards

Andreass

[NinjaTrader_Bertrand]

Hi Andreas, not sure I follow - are you looking to do this programmatically from NinjaScript? Here's a link that will explain when NinjaTrader loads historical data - http://www.ninjatrader-support.com/H...ricalData.html

[zweistein]

Here an example: Eur/Usd future.

The data was corrupted because I use NT on 2 different PCs. So I backup NT on one PC and restore it on another PC. Then I have all my trade data always up to date. Unfortunately NT will corrupt the historical data then (used 6.5.00.8) and you get EUR/USD future data that has some chunks of Mini SP500 future data in it. So I manually deleted the wrong chunks, and now I have some day bars missing. Missing minute bars come from bad internet connection.

On the picture attached I have data missing for 11.3. and 12.3 and for 23.3. and 24.3.

Reload historical data will not resolve the problem.

Best regards

Andreas

[NinjaTrader_Bertrand]

Hi Andreas, this could be due to a corrupt database, I'd suggest you try reparing it first (Tools > Options > Misc) and then doing the backup / restore process - do you connect to a live IB account? Then it should offer you the historical minute data backfill for the 6E.

[zweistein]

Hi Bertrand,

I did this also (compact database) and the I tried reload historical data for the days missing (20.3 - 24.3) , but NT will reload only 31.3.
What is strange is that the loading data ... shows only the date 31.3 (today) and not the previous days it should reload.
I suspect NT assumes the data is not needed/or complete and therefore the data is NOT reloaded as requested.
Therefore I prefer a manual data import... but I am looking for a simple way to identify gaps and then to download data (possibly from some older NT backup)

Any hints, please?

Andreas

[NinjaTrader_Bertrand]

Hi Andreas, the easiest would be to download a complete fresh set of data, but I guess this is not an option for you. There's unfortunately no 'selective restore' of data from the backup, for this you could use the import feature if you have the data exported from the other NT installtion - http://www.ninjatrader-support.com/H...V6/Import.html