S&P 500 daily charts missing days (historical data from Interactive Brokers)

[dominic]

On a daily S&P 500 chart (NT instrument SP500) with historical data from IB certain days are missing, e.g. Oct 2 and Sep 11 2013. The historical data manager doesn't show any data for those days either, so it's not a "display" problem. Im not sure whether the problem lies on NT or IB side. When I open charts directly from IB TWS all days are there. Has anyone else encountered this problem? I'm using NT 7.0.1000.14 and TWS 938.1.

[NinjaTrader_Brandon]

Hello dominic,

Thanks for your post.

So I may assist you further please answer the following.

Does it backfill if you right click on the chart and select Reload All Historical Data?
Do you receive an error on screen? Are there errors on the Log tab of the Control Center? If so, what do these errors report?

[dominic]

I did that and it reloads/backfills properly without error on screen or in the log tab. Only those days are still missing.

[Harry]

I did that and it reloads/backfills properly without error on screen or in the log tab. Only those days are still missing.

I checked this by reloading my daily chart for ES 12-13 (merge backadjusted), and there is no problem to load daily data from Interactive Brokers. My chart also shows daily data for September 11 and October 2.

I use NinjaTrader 7.0.0.15 with TWS build 938.1e.

You should see the complete data on your chart.

[NinjaTrader_Brandon]

Hello dominic,

Thanks for your reply.

Unfortunately I am not enabled for the ^SP500 on my end to test. I would recommend to upgrade NinjaTrader, reset your instruments, and cache.
If this does not work please send an email to support[at]ninjatrader[dot]com with a link to this email so we may set up a call to look into this further.

To upgrade to NinjaTrader version 7.0.1000.15 please follow the link bellow

http://www.ninjatrader.com/download-registration.php

Under Current User paste your license key
You can locate your license key under Help> License key
Select Download NinjaTrader
Download Version 7.0.1000.15 (Current)
Before running the installer ensure NinjaTrader is closed

Next reset your instruments in NinjaTrader by going to Tools> Options> Data> Reset Instruments
Exit NinjaTrader and open the following directory in Windows
(My) Documents\NinjaTrader 7\db\cache
Delete the contents within this folder

Restart NinjaTrader and test.

[Harry]

Sorry I had confused ES and the S&P 500 index.

With the S&P 500 index I am seeing the same problem on my side.

-> complete data on the IB charts
-> missing bars on the daily chart as displayed by NinjaTrader for Sep 11 and Oct 2

It could either be a data problem or an API problem. But the problem is definitely there.

[NinjaTrader_Brandon]

Hello Harry,

Thanks for verifying you see the same on your end.

After the remote call with dominic I will reply with our findings.

[puppyto]

I am now facing the same issue with ^SP500 daily chart, the chart is missing bars for 3/23/15-3/25/15 - i tried reloading historical data but the 3 day bars are still missing, historical data tool also has the 3 days missing, could you advise what was the resolution?

Thanks

[NinjaTrader_EricB]

Hello puppyto,
Thank you for your post. What data provider are you connected to?

To test, please go close NinjaTrader and navigate to the following directory:

My Documents > NinjaTrader 7 > db > day > ^SP500
Delete the contents of the "^SP500" folder.

Start NinjaTrader and connect to your data feed.

Do you see the same data gap?

I look forward to your reply.

[puppyto]

Thanks. I deleted the ^SP500, started NT, but the gaps are still there. I am using Interactive Brokers data feed.

[NinjaTrader_EricB]

Hello puppyto,
Thank you for trying that. Please send an email to PlatformSupport[at]ninjatrader[dot]com with a link to this forum post so we may set up a call to look into this further.