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Best Practices for Missing Data in Multi-Instrument Strategies

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    Best Practices for Missing Data in Multi-Instrument Strategies

    Hey all,

    What's the best way to determine if a multi-instrument strategy has holes in the data while running. If I have a strategy whose primary instrument is A, but I have an indicator analyzing the B, I'm running into situations where B's data drops out/is delayed (different provider) and I'd like to check that to prevent entering on false signals.

    I guess I could just check compare the Time of each sequence, but I'm not sure if that's deterministic (do A bars always close before B given the same period?)

    #2
    Hello typedef stuct,

    Thank you for your post.

    You can use OnConnectionStatus for connections, but the connection event is for the connection where the traded account resides: http://www.ninjatrader.com/support/h...tionstatus.htm

    I am not aware of a method to work around delayed data.
    Patrick H.NinjaTrader Customer Service

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