Breaks in Export Data

[morphtrade]

When I export minute data from NT to .txt file the exported data contain breaks so for eg. for some days there is data missing from 01:01:00 - 11:00:00. There is definitely data exists during those periods as I can see them in charts.
Sometime the breaks goes away after deleting and reloading the data.

[NinjaTrader_Jason]

Hello morphtrade,

Could you please provide me a reproducible scenario. What data feed provider are you connect to in NinjaTrader?

What instrument, start and end dates were used as per the export?

In addition, please let me know what Bar type was used as well.

[morphtrade]

CL 02-10 (Crude Nymex Feb Contract)
Start Date: 7th Jan
End Date: 19th Jan
Bar Type: Minute

I use Zen.

[NinjaTrader_Jason]

Hello morphtrade,

I tested the same export on my end, but so far I do not see any discrepancy when I compare the chart data to the exported data in the text file.

For example, as per 1/9, data in the chart stops at 3:15 PM (my PC clock is set to US Mountain time), which is reflected in the text file as well.

Can you please tell me what data the text file misses, that is displayed in your chart.

In addition, note that there is no historical data as per the afternoon session of 1/18, which was related to Martin Luther King day.

[morphtrade]

I have attached the file of CL 03-10 export from 19-01 to 20-01 and you can see there is big gap between 19/01 23:59:00 and 20/01 18:24:00

All times are in GMT.

[NinjaTrader_Jason]

Hello morphtrade,

I tried the same export and all data was present, see file attached.

What exchange is set as per the CL on your end? You can check this in the Instrument Manager, highlight the CL in the 'Available master instruments' section and click Edit. Please ensure the Nymex exchange is selected.

Do you see all data when you create a CL 03-10 chart in NinjaTrader? If so, please try the export once more and check if the text file contains all data reflected in the chart.

[morphtrade]

Yes I can see the data in charts for that time period. If I delete the data, reload and then export it the gap goes away.

[morphtrade]

I have noticed that all the data breaks are between 02:35:00+00:00 - 12:23:00+00:00 and this might be due to the fact that my NT is closed during this period. Though I can see the data in chart.

[NinjaTrader_Jason]

I suggest to reload the data in your chart (right click chart and select Reload Historical Data) and perform the export once more.

Does the .txt file still contain missing data?

[morphtrade]

The issues still exists.

[NinjaTrader_Jason]

Hello morphtrade,

Can you please go to Tools-->Historical Data and delete all historical data for the CL 03-10. Restart NinjaTrader and create a brand new chart for the CL 03-10 as per the historical data you like to export. Check if the issue persists.

If so, please tell me what exact data is missing.