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Bad Historical Data

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    Bad Historical Data

    Every time I update the historical data, it is bad. Always does the same: Incorrect Data with a difference of about 13 points. and the last candle is a long one covering difference between historical and actual data of the last tick. .

    The online data look good, but if restart NT or relload data everithing is wrong again.

    This has been happening for me two weeks ago, I checked the same thing happens to me with both CQG as with IB data.

    I've erase "cache" folder with no results.

    Note. I have release 15 , TWS 938 , and CQG in demo from today.
    Attached Files

    #2
    Hello Ramon,

    The FESX 12-13 expiry rollover date did not occur yet (9/20/2013). So if you currently create a FESX 12-13 chart, it will load all historical data from the 09-13 expiry and combines it with realtime data from the 12-13 expiry. This explains the difference.

    You can change the rollover date or disable merging of data to solve the issue.

    Please go to Control Center-->Tools-->Instrument Manager, highlight the FESX and click Edit. Select the Misc-tab and click the 'Contract Months' option at the bottom. Click the '...' button that appears. Select the 12-13 expiry month and change it to today or a date before today.

    Click OK. Remove and re-add the FESX 12-13 in your instrument list now that it has modified settings and click OK in the Instrument Manager. Instructions can be found at the link below.
    http://www.ninjatrader.com/support/h...ment_lists.htm

    Create a new FESX 12-13 chart and check if historical data is loaded as expected.

    You can disable the merging of data after you clicked Edit while the FESX instrument is highlighted in the Instrument Manager. Subsequently, set 'Merge policy' to DoNotMerge. Click OK. Remove and re-add the FESX 12-13 as well and create a new chart. It will now only load historical data from the 12-13 expiry in the chart.
    JasonNinjaTrader Customer Service

    Comment


      #3
      Great!. Some indicators looks like stunned but worth it.

      Comment

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