Continuum/CQG index data problem

[PDT123]

I am running NT 7 Ver 21 live and I have the Continuum connection through Mirus. I have subscribed to the index data and have been told that it has been enabled for my account.

The problem I have is that the index data will load the historical data but will not update in real time. I can reload the historical data and it will bring it up to date but no real time data will show up.

I have the "Include index data" checked in the connection options. Is there anything else I need to do?

Thanks!

[NinjaTrader_Kyle]

Hello,



Thank you for your post



Please disconnect from Continuum and reset NinjaTrader's instrument list:

Open the Options menu (Tools > Options)

In the Data tab, click 'Reset Instruments'

Restart NinjaTrader.


After restarting please reconnect to your data provider and reload chart data.

[GussJ]

I am having issues when refreshing Continuum tic charts, the bars highs and lows have different values after refresh.
I noticed that on Crude oil futures,
I never had this issue with Zenfire, this makes me less confident in the data provider and trade signals.
Your feedback is appreciated
Guss

[NinjaTrader_Matthew]

What time of the day are you refreshing?

When dealing with tick charts, there may be dispranciens between real-time vs historical data due to a number of factors. If you were to refresh your chart in the middle of a bar, it will miss a few ticks. Since the next bar is not built until X number of ticks complete, you will definitely see issues when comparing your chart which was interrupted in the middle of building data, and the historical data servers which continually stream data.

The Continuum historical data servers record data from the same real-time data source you're using. If you wish for these values to match 100% of the time, you will need to ensure that your local NinjaTrader is running and streaming data during these periods. Try to avoid reloading data if possible until times that the market is not updating, such as the daily globex maintenance period.

[GussJ]

Thanks Mathew.
The issue happens when I switch between markets during trading hours on 500 or 200 tick charts, or when I refresh my tick charts during market hours. the previous and current bars highs and lows prints different values after I refresh in comparison to before refreshing.
does continuum provide Tic by tic unfiltered live data same as zenfire?
Who is the live tic data provider for Continuum and who provides the historical data ? is it CQG data in both cases?
As I remember with Zenfire, NT used to store the data at their servers, and when I refreshed my tick charts, I would be retreiving the data from NT servers since Zenfire didnt provide any historical data correct?
so how is continuum data provided in comparison to zenfire?
which servers do I get the historical data from when I refresh my tick charts? and is the real time data provided by continuum filtered or not? and is it provided directly from the exchange, or do they use CQG data?
Your feedback is appreciated.

[NinjaTrader_Matthew]

The Continuum configuration works exactly the same as Zen-Fire.

Continuum is a brand based of the CQG technology and we record the data from CQG directly. We do not connect you to the CQG historical data servers, but rather connect you to a NinjaTrader data server which records data from a CQG connection.

The behavior you outline would be seen on any natively time stamped provider. This is something we can replicate with CQG, Zen-Fire and even Kinetick as it is a limitation of how NinjaTrader synchronizes historical data to live data. We have plans to improve the way this data is handled in the next major release. however at this time these discrepancies can be expected.

[larrygf]

I see that Continuum has a history of data problems, especially with historical data. I have called and emailed weekly about this, where I open my NT8 and load my workspace and every chart shows a gap between 00:00 (sometimes 16:00) and the current bar at the time I open my workspace (or just one chart in default workspace). For example, I open a 30M chart with NQ, and the last full bar completed at 00:00 and the current bar will complete at 04:30. If I close the chart and reopen it after 04:30, the 4:30 bar is replaced with the 05:00 bar. This happens all timeframes and all instruments. When is Ninjatrader going to fix their historical data issues?

[sandman]

Hello. I think I have the same problem. Am using NT7 with Continuum/CQG. Big data gap between 6am and 11am (European time). Instruments affected are M2K, MNQ. (RTY and NQ do NOT show this gap. i.e. they are ok.)

I already tried "Reset DB" and "Repair DB" but no change. Help please.

[NinjaTrader_Dennis]

Hello,

Thank you for your post.

We are currently working to backfill the missing data from the outage that occurred last night.

Thank you for your patience while we resolve this item.

[NinjaTrader_Zachary]

Hello,

Thank you for your patience.

All historical data has been restored. Please restart NinjaTrader to load missing historical data. If not loaded initially, please right click in the chart and select 'Reload All Historical Data'.

Please let us know if we may assist you any further in the future.

[sandman]

Sorry but M2K, MNQ and MES still show the data gap. Even after a restart of NT7 and after reloading all historical data. The 'basic' instruments RTY, NQ and ES are working normally - seems the Mini's have not been corrected yet. Please check it once more.

Sandman

[NinjaTrader_Zachary]

Sorry but M2K, MNQ and MES still show the data gap. Even after a restart of NT7 and after reloading all historical data. The 'basic' instruments RTY, NQ and ES are working normally - seems the Mini's have not been corrected yet. Please check it once more.

Sandman

My apologies - my announcement does seem to have been premature. I was informed that there was a complication in complete some of the backfills. With that said, I have received word that this should all be complete now. Please restart NinjaTrader to load missing historical data. If not loaded initially, please right click in the chart and select 'Reload All Historical Data'.

Please let us know if we may assist you any further in the future.

[sandman]

Thanks Zachary. Now everything's working fine.
Sandman