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Missing a few days of historical data. Why?

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    Missing a few days of historical data. Why?

    The attached screenshot of my Historical data shows that I am missing 3 days of historical data for the instrument DDM from March 3-5. This is on my live machine where I have several strategies constantly running. DDM is the primary instrument for one of these strategies and it was live and running uninterrupted during this period of missing data. The DDM strategy even opened and closed a position during this time on March 4 and 5, as planned, so I know that it was working fine.

    I disabled this DDM strategy and then re-enabled it today after trading hours, making no changes at all to the system setup options or strategy. When the strategy came back online it showed an incorrect active position. I traced it back to the missing historical data. The incorrect position is caused by the fact that the strategy, when re-enabled, sees a gap in the historical data (as described above) and so does not make the required trades on March 4 and 5. The DDM strategy is a multi-instrument strategy and the other instruments are fine.

    1) What could have happened to create this situation?

    I did notice that the same situation is true for all of my primary instruments in all of my strategies. Could this be because I have "Save chart data as historical" deselected in Options? If yes, then does this mean that (a) if I do not have an open chart that NT saves live data as historical and (b) if I do have an open chart with the "Save chart data as historical" deselected that no historical data will be saved for instruments that are in the chart?


    2) Why didn't NT detect the missing data and reload the historical data for DDM when the strategy was re-enabled?


    Any help is appreciated. Thanks
    Attached Files

    #2
    Hello joesandyego,

    Unfortunately I am not sure why no historical data is loaded for March 3-5. To what data feed provider do you connect in NinjaTrader? If you now create a minute chart for the DDM for 10 days back, do you load the missing data?

    The 'Save chart data as historical' setting is intended for users that connect to a data feed provider that does not provide historical data. All realtime data you receive will be saved as historical data in NinjaTrader with this option enabled. I assume your data feed supports historical data since you have historical data listed for most other dates.

    If you apply the SampleMACrossOver strategy on the sim101 account for one of the affected instruments, does it load the missing data?
    JasonNinjaTrader Customer Service

    Comment


      #3
      Hi Jason,

      I use IQFeed.

      Since these are live strategies I had to just force the solution and so I reloaded the historical data. Unfortunately, I had reloaded the data before I saw your idea to see what a historical chart or running Strategy Analyzer against the missing data would look like.

      I think that NT is great, however, I occasionally stumble into problems that appear to be data management related, like this problem. I am probably not a typical NT user since my strategies hold positions for days and weeks and are all multi-timeframe and multi-instrument.

      The lesson is to reload historical data as often as possible since it tends to resolve almost all of these sorts of issues.

      Thank you

      Comment


        #4
        Hello Hello joesandyego,


        Thank you for the follow up.


        As long as you have NinjaTrader set to Get data from server, when you connect to your data provider it should attempt to load your historical data from the server:
        • Control Center > Tools > Options...
        • Data tab
        • Under Historical chart data > Make sure "Get data from server (if available)" is checked
        • Click OK when finished.



        Otherwise, if the historical data is ever showing gaps or is not appearing as you would expect, I would suggest to right mouse click on the chart in question > Reload all historical data.


        Otherwise you can reload all historical data from the Historical Data Manager:
        • Control Center > Tools > Historical Data Manager...
        • Reload tab
        • Click "Reload all"
        Ryan L.NinjaTrader Customer Service

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