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Data Gaps

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    Data Gaps

    Hi,

    I am getting regular data gaps across several instruments and charts, on range chart and minute chart.

    on the three examples i have attached the data gaps occured at the same time on 3 instruments.

    I have reloaded historical data and done a repair DB.

    This seems to happen almost every day.

    How can I fix it and stop it from happening?

    Thanks,
    Will.
    Attached Files

    #2
    Hello Will,

    The FDAX chart already lists 17:00 as per 8/14/2013. Does your PC clock use Australian time zone?

    Can you please shut down NinjaTrader and delete the db-->cache folder. You can find the folder at the location below.

    C:\-->Users-->*Windows user account*-->Documents-->NinjaTrader 7-->db-->cache

    Start NinjaTrader and check if data is loaded as expected.
    JasonNinjaTrader Customer Service

    Comment


      #3
      hi, yes I am in the australian time zone.

      I cleared the cache, but not change.

      Comment


        #4
        Could it be related to the session template that is loaded? The session template determines during what hours the chart will load data. You select the session template in the Data Series menu of the chart. Could it be the session template excludes the current time, so no realtime data is received?

        If set to <Use instrument settings>, it will use the session template that is configured for the instrument in the Instrument Manager. Please go to Control Center-->Tools-->Instrument Manager, highlight the instrument in question and click Edit. You will now see what session template the instrument by default uses.

        You can view the times of each session template in the Session Manager (Control Center-->Tools). It will allow you to create new ones as well. More information regarding the Session Manager can be found at the link below.
        http://www.ninjatrader.com/support/h...on_manager.htm

        If you select the 'Default 24/7' session template, it will load all availabe data, because it does not exclude any time.
        JasonNinjaTrader Customer Service

        Comment


          #5
          fdax is open from 08:00 to 22:00 CET

          your FDAX chart is fine, because the exchange is closed at night. Gaps in this instrument are common. The default instrument settings include the entire session. (unlike YM, ES)



          Originally posted by dontpanic View Post
          Hi,

          I am getting regular data gaps across several instruments and charts, on range chart and minute chart.

          on the three examples i have attached the data gaps occured at the same time on 3 instruments.

          I have reloaded historical data and done a repair DB.

          This seems to happen almost every day.

          How can I fix it and stop it from happening?

          Thanks,
          Will.

          Comment


            #6
            Thank you mithnadril for confirming the chart loads as expected.

            Yes, the FDAX runs from 8:00 - 22:00 CET. This translates to the start and end times seen in the chart which is based on Australia time zone.
            JasonNinjaTrader Customer Service

            Comment


              #7
              I did have specific session templates for each instrument and have now changed them all to 24/7. Some instruments still have datagaps, but I need to check each one. I will send another update soon.

              Comment


                #8
                Ok, please check if these gaps are as expected - there was no trading for these instruments at those hours.
                JasonNinjaTrader Customer Service

                Comment

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