Range chart - data not showing on rollover day

[qewcool]

Is there a reason why data is not showing on the rollover day (like 2013-12-12) on a range chart ?

the same data (ex 2013-12-12) is showing once I switch to a minute chart. So the data is there and exist but not showing once I switch to a range chart.

The other days are fine on both charts just the rollover day have this problem ... Is this a bug and how to remedy it ?

I checked the precedent rollover day (2013-09-12) and it is the same problem.

Also this happens only if loading the front month. so for a range chart of ES 03-14 the data on the 2013-12-12 is missing. For a range chart of ES 12-12, the data on 2013-09-12 is missing but the data from 2013-12-12 is there (since I keep data until the expiry date). So it is definitively something with the rollover date and merging data.

Can you suggest some fix ?

[NinjaTrader_Jason]

Hello qewcool,

Please note that range bars are build by tick data, while minute bars are build by minute data.

Do you see historical tick data at Control Center-->Tools-->Historical Data Manager-->Edit-tab for 12/12/2013?

Does it make a difference if you right click in the chart and select 'Reload All Historical Data'? If not, please disconnect your data feed and go to Control Center-->Tools-->Options-->Data-tab, click Repair DB. Restart NinjaTrader and check if the chart loads as expected.

If the issue remains, please exit NinjaTrader and go to C:\-->Users-->*Windows user account*-->Documents-->NinjaTrader 7-->db and delete the cache folder. Start NinjaTrader and check again.

When I test the ES 03-14 on my end, I load range bars for 12/12/2013.

[qewcool]

I see i dont have tick data under historical data manager for the front contract for the rollover day ... it start the day after only. But minute data i got them for the front contract for the roll over day and even days before roll over.

So for ES03-14 :
tick data start at 2013-12-13 and on
minute data start at 2013-12-08 and on

But if I go on ES12-13 :
then I got both tick data and minute data on 2013-12-12 (rollover day)

Seems like tick data only start a day after rollover ?? Why is that ? I am getting data from IB.

Is there a way to tell Ninjatrader to download tick data for a particular day ?

[NinjaTrader_Jason]

Yes, you can download tick data for a specific date at Control Center-->Tools-->Historical Data Manager-->Download-tab. Please download the missing tick data this way and check if it will be loaded in the chart.

[qewcool]

i tried to tell historical data manager to download tick data for 2013-12-12 to 2013-12-13 and it erased the data I had for 2013-12-13 ??

Why did it erased it ? anyway to get it back ?

[NinjaTrader_Jason]

Did you load data for 12/12?

Can you please create a new chart and check if all requested data is loaded.

[qewcool]

no it didnt load data for 2013-12-12 or 2013-12-13 ... it erased data for 2013-12-13

the chart are empty for those 2 days
it seems to just show data that I receive live now

dont seem that i can download the data for a specific day but it shouldnt have erased existing data in the database

anyway to recover the data from the database or is it erased for good now ?

[NinjaTrader_Jason]

Hello qewcool,

Can you please send me your log and trace files, so I can investigate. Log and trace files can be found at the following locations. Please attach them in the email and send it to support[at]ninjatrader[dot]com. Put 'Att Jason, Range chart - data not showing on rollover day' in the subject header.

C:\-->Users-->*Windows user account*-->(My) Documents--> NinjaTrader 7--> Log--> log.20131213 for today. (log.yyyymmdd for any other date)

C:\-->Users-->*Windows user account*-->(My) Documents--> NinjaTrader 7--> Trace--> trace.20131213 for today. (trace.yyyymmdd for any other date)

[qewcool]

I looked at the log tab and nothing unusual

I just read that IB do not provide historical tick data thats why i cant download it.
I think what ninjatrader does is erase the data before downloading it. so it erased the data and go to download but nothing is available so it leaves it blank so no data.

maybe NT shouldnt erased it before it gets something as new data.

[NinjaTrader_Jason]

Yes, unfortunately IB does not support historical tick data. Do you perhaps have a system restore point from before tick data for today was erased? If so, please perform the restore and check if this will restore the data.

Do you only use IB or do you perhaps use another data feed that supports historical tick data?

Likely data was missing because you did not receive realtime data on 12/12 for the 03-14 expiry. You had the 12-13 expiry selected, so there is no missing data when you create a ES 12-13 chart.

[qewcool]

Likely data was missing because you did not receive realtime data on 12/12 for the 03-14 expiry. You had the 12-13 expiry selected, so there is no missing data when you create a ES 12-13 chart.

Yes I think thats why since I started the 03-14 chart today.
I will have to start it earlier then or find a data service for tick data.

I dont use a backup yet for IB data service.

i only do backup of NT weekly not daily.

Thanks for your help.

[NinjaTrader_Jason]

Yes, please have two range charts opened on rollover date, so you will record historical tick data for both expiries.