Chart lost 2 days of bars

[adamus]

I run strategies for purely mechanical trading but I have one chart open to see what the prices are doing and where my entries, exits and orders are using Chart Trader.

So I have one chart window open set to 60min bars showing 12 days of data, without any indicators, only the Chart Trader showing, connecting to Interactive Brokers for live feed and account and IQFeed for historical data.

At some point in the last 3 hours from the date of this message up to the New York close when IB shuts its daily forex operation for 15 mins, the chart hit a major glitch.

When I first looked at the chart I didn't check it because I immediately switched to the instrument I wanted to see and I saw the data from Friday 00:00:00 was missing.

Attached is what I can see now.

I assume that reloading the historical data will fix the problem but it has affected all 20 instruments in my default list, so that's a lot of clicking, plus it has ruined my collection of live-streamed tick data, because what will be downloaded from IB now is not what is live-streamed, it is a sampled version and is distinctly different, giving my backtesting different results.

I searched through the logs and the trace file for any relevant logging but found nothing.

I suspect actually that it happened at exactly the point when IB turn off their live streaming (22:00 GMT+0)

[NinjaTrader_Chip]

Hello adamus,

Thank you for your post.

In order to see the potential cause of this glitch (whether a disconnect, etc.) we will need to review both the Log 7 Trace diagnostic files for the date that this occurred.
1. From the NinjaTrader Control Center go to Help > Email to Support
2. Make sure to check the box by “Log & Trace file”

Once we receive these files we can review on our end.

Thank you,

[NinjaTrader_Jason]

Hello adamus,

Unfortunately it is not clear to me what issue you experience. You miss data from last Friday at 00:00:00. What exactly do you mean by 00:00:00? Did you not load any data for last Friday?

Please note historical tick data is not supported with IB - you do not load any historical tick data from them.

[adamus]

I thought 00:00:00 was common format for zero hours, zero minutes and zero seconds, i.e. midnight.

I had the chart running fine all day yesterday up until around 19:00 GMT+0. The data for Friday and Monday was shown on the chart for any instrument I selected.

After the glitch, the data was gone.

You can see from the image attached above that it's missing. That chart's rightmost bar is the current bar at the time of the post last night.

I had to reload it from the IQFeed server.

[NinjaTrader_Chip]

Hello adamus,

Please send the files as requested in post #2. Make sure to reference this forum thread.

Thank you,

[adamus]

Hi Chip, do you have the files now? I submitted them hours ago and I got a response thanking me already.

[NinjaTrader_Chip]

Hello adamus,

I will need you to re-send them. Please include a link to this forum thread so that I can better identify these files.

Thank you,

[NinjaTrader_Jason]

Sorry, but it is still not clear to me what issue you experience. So you did not display data for 00:00:00 only? You do display data before and after 00:00:00 (23:59:59 and 00:00:01 the next day)?

At what time did the 'glitch' occur as per your PC clock?

[adamus]

I hate to be critical but I don't feel this is getting very far, Jason.

I have already submitted my log and trace files twice to Chip and the information to answer your questions is already in the initial post if you just read it and check the chart attached.

But anyway here it is again:

At some point between 19:00 GMT+0 and 22:00 GMT+0 when I wasn't observing the chart, something happened which caused the chart display's loss of data from 2010-12-10 00:00:00 through to approx 2010-12-13 10:00.

I also discovered from logging in my strategies that the same data was also gone from the strategies, i.e. when I started up a strategy in the strategies tab, it initialized with historical data and logged in OnBarUpdate up to that gap but then not anymore.

I didn't look in the HDM. I was too hacked off that I'd lost another couple of days of live streamed data.

[NinjaTrader_Chip]

Hello adamus,

Please PM me your email address (the one you used to send the files) so that I can locate them.

Thank you,