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Historical data gaps - Japan intervention

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    Historical data gaps - Japan intervention

    Can the attached chart be right. same for 6E, TF, GC and YM.

    Something funny has gone wrong around 9.47pm USA ET and then again at 10.20pm.

    I opened NT at about 1.30am on the 31st so NT needed to access the historical data servers to populate data since trading started at 6pm ET on 30 October and I got these data gaps.

    Re-loading made no difference. I also tried restarting NT. It seems to be around the time of the Japan intervention, but there is no way there would have been no trades for an hour and then another gap for nearly 1.5 hours.

    On the attached chart I have numbered some bars from 1 to 4 leading up to midnight on a 10 minute CL chart.

    Bar 1 is recorded as 9.30pm
    Bar 2 9.40pm
    Bar 3 10.20 pm
    Bar 4 midnight.

    Did anyone who had their charts open at this time get these data gaps, or is it just in NT's historical data server?
    Attached Files

    #2
    Hello steve2222,

    Unfortunately, our servers did not record all data between 7:37pm – 10:00pm MDT - there will be historical data missing between these times.

    This would be 9:37pm - 12:00am EDT.

    Can you please right click in the chart and select 'Reload All Historical Data'. You should load all historical data except between the times mentioned. Please see the attached screenshot (MDT) how the historical data will look like as per the ES 12-11.

    I still use Daylight Saving Time - the US will change to Standard Time on November 6th.
    Attached Files
    Last edited by NinjaTrader_Jason; 10-31-2011, 02:00 AM.
    JasonNinjaTrader Customer Service

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      #3
      Thanks Jason - that explains it.

      Do you ever fix up your historical data (is that even possible)?

      Does it mean if someone downloads Market Replay data from you that covers this time period, they will also get the incomplete data?

      Comment


        #4
        Yes, unfortunately Market Replay data you download will have the same incomplete data.

        I am not sure if historical data will be corrected. I will send a note to development regarding this. Once I have information, I will let you know.
        JasonNinjaTrader Customer Service

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