market replay data

[kaywai]

Hi,

There's some level 1 market replay data, which NinjaTrader make available for download, missing.

CL 03-14, CL 04-14, CL 05-14 and CL 06-14 for December 19, 2013
$AUDJPY from December 19, 2013
$AUDUSD from December 19, 2013
$EURUSD from December 19, 2013
$EURJPY from December 19, 2013
$GBPUSD from December 19, 2013
$USDJPY from December 19, 2013

Can NT or its data provider make it available for download?

Regards

Kay Wai

[NinjaTrader_JC]

Hello Kay Wai,

Thank you for reporting this.

For the CL instrument NinjaTrader is only going to record the most common contract expires for the date so you may want to use the CL 02-14 for the 19th of December 2013.

As for the Forex instruments, I believe our servers are undergoing maintenance this weekend but I will make sure to notify them to check when they are back up.

Happy to be of further assistance.

[kaywai]

Hi JC,

WRT to CL contracts in question, I seem to have data up to at least Dec 31, 2013. I'm only missing data from Dec 19, 2013

Regards

Kay Wai

[NinjaTrader_Bertrand]

Kay Wai, just tried to reproduce here, but getting Dec 19th data for CL 02-14 downloaded normally (which would be front month for this date to use) - do you still see an issue now?

[kaywai]

Hi Bertrand,

CL 02-14 is fine. It's CL 03-14 to 06-14 that have the issue AND the issue is only dec 19 is affected. That is what i indicated in my initial enquiry and reply.

Regards

Kay Wai

[NinjaTrader_Bertrand]

Thanks for claryfing Kai Wai and apologies for missing that detail earlier. In testing for example 03-14 I see a record here albeit a very small file compared to previous or following days for this expiry, I have asked our server team to look into it.

[kaywai]

Hi Bertrand,

Could you also get your server team to look into the forex instruments market replay data from Dec 19, 2013 onwards? I highlighted in my initial query.

BTW, market replay data CL 03-14 to CL 06-14 is for December 19 is still not fixed.

Thanks and regards

Kay Wai

[NinjaTrader_Bertrand]

Yes, thanks for the reminder - this is still being investigated by our server team. Thanks for the patience.

[kaywai]

Hi Bertrand,

Any update on the progress?

Regards

Kay Wai

[NinjaTrader_Bertrand]

Kai, I will hopefully be able to post an update later today. Thanks.

[NinjaTrader_Bertrand]

Forgot, do you have access to a Gain / Forex.com account potentially?

[NinjaTrader_Bertrand]

Kai, I will hopefully be able to post an update later today. Thanks.

Here's the proposed update, this is still on the list to look into and address, certainly not forgetten by our team.

[kaywai]

Hi Bertrand,

I don't have access for Gain/Forex.com.

Regards

Kay Wai

[NinjaTrader_Bertrand]

Ok, thanks Kai, then you could unfortunately not use this workaround and would need to wait until it has been fully addressed by server management.