Is it possible that my computer clock must also be set back very far at the time of download? I am able to load 06-08 and later data, so I am unsure.
I asked IQFeed about this question, and here was the response:
"Hello Josh, we do have data for the @ESH08 contract within IQFeed, as to why NT is not able to load it I am not sure. I would recommend contacting NT Support to see if it is able to load individual contract data that far back into NinjaTrader and why it is giving the error message."
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