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historical data missed from pm 4:15 to pm 5:00 EST for some CME instruments on Friday

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  • NinjaTrader_Lance
    replied
    Hello,

    Thank you for this information.

    Please send an email to support [at] ninjatrader [dot] com and reference this thread in the body: http://www.ninjatrader.com/support/f...ad.php?t=55227

    In the subject line put ATTN Lance

    I will follow up with you on this tomorrow morning.

    Leave a comment:


  • bltoby
    replied
    well, from the first post I have specified the instruments. I mean reloading historical data (not market replay data) from NT server.

    all currencies futures: 6A 6B 6C 6E 6J
    all bonds futures: ZB ZN

    using CQG, historical data are missing from pm 4:15 to 5:00 EST ( pm 3:15 - 4:00 CST) for Fri 18th January

    NT server seems stop recording trading data of these instruments while the markets are still open on Fridays.

    Leave a comment:


  • NinjaTrader_Lance
    replied
    Hello,

    Please give me a specific instrument name, date, and time so that I may replicate and test this issue on my end.

    Are referring to market replay data?
    If not, what data provider are you using?

    I look forward to assisting you further.

    Leave a comment:


  • bltoby
    replied
    Originally posted by NinjaTrader_Lance View Post
    Hello,

    The change JC is referring to is further explained here: http://www.ninjatrader.com/Advisory/Advisory12.php

    Please update your session settings per the link provided above

    If the issue persists please let me know a specific instrument you are not receiving data for a during this time and I will investigate further.
    I'm talking about some historical data are missing for instruments like currencies futures an bonds futures, but you keep telling me the ETH session changes of equity index futures?
    Last edited by bltoby; 01-20-2013, 01:19 PM.

    Leave a comment:


  • NinjaTrader_Lance
    replied
    Hello,

    The change JC is referring to is further explained here: http://www.ninjatrader.com/Advisory/Advisory12.php

    Please update your session settings per the link provided above

    If the issue persists please let me know a specific instrument you are not receiving data for a during this time and I will investigate further.

    Leave a comment:


  • bltoby
    replied
    Originally posted by NinjaTrader_JC View Post
    Hello bltoby,

    The CME trading hours did change a few months ago to 5:00 PM previous day to 4:15PM Central Time so that there is a 45 min break. You may view the link below for more details.

    http://www.cmegroup.com/tools-inform...ty-update.html
    Sorry, I can't follow you now.
    Didn't we talk about Currency, Bonds,T Notes future contracts and the historical data recording for Fridays?
    I can't reload the part of historicaldata from pm 4:15 - 5:00 EST ( pm 3:15 - 4:00 CST) for Fri 18th January for Currency, Bonds,T Notes contracts.

    Leave a comment:


  • NinjaTrader_JC
    replied
    Hello bltoby,

    The CME trading hours did change a few months ago to 5:00 PM previous day to 4:15PM Central Time so that there is a 45 min break. You may view the link below for more details.

    http://www.cmegroup.com/tools-inform...ty-update.html

    Leave a comment:


  • historical data missed from pm 4:15 to pm 5:00 EST for some CME instruments on Friday

    Currency, Bonds, T Notes futures close at 5:00 pm est on Friday, but very often the historical data servers stop recording data for these instruments at pm 4:15 est?

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