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continuous gold price missing monthly chart

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    continuous gold price missing monthly chart

    There's gotta be some kinda explanation for this!
    Please compare the two charts, attached.
    Both are for the continuous contract of Gold, one chart generated by Tradestation, the other by NT. In the TS chart, the monthly candlestick for July, 2003 is clearly present, as the heck it should be. However, the candlestick for July, 2003 is clearly absent from the chart generated by Ninjatrader.
    Who cares, you might ask, that was a decade ago? Well, if such a screwup can happen once, it'll happen again, trust me, and probably when you're in a trade! Also, it's just plain baffling, and I'd love to hear an explanation.
    Finally, there does seem to be a fairly reliable pattern of gold bottoming around July of each year. Tradable by itself? Yeah, I wouldn't risk it, but I also wouldn't short the gold market around that time either! So, this is of more than just an academic interest.
    But why on earth, or how on earth, could that month's candlestick simply be missing? This one has got me scratching my head. Of all the screwy things that NT has done, this has to be one of the most puzzling. Anybody got an explanation?
    Thanks,
    Tasuki
    Attached Files

    #2
    Hello Tasuki,

    Thank you for your note.

    Who are you connected on the NT side? This is displayed in the lower left hand corner of the control center.
    Cal H.NinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_Cal View Post
      Hello Tasuki,

      Thank you for your note.

      Who are you connected on the NT side? This is displayed in the lower left hand corner of the control center.
      Thanks for replying, Cal.
      Answer is: Kinetick

      Comment


        #4
        Hello Tasuki,


        Thank you for the follow up.


        I can reproduce the situation as I test the continuous GC daily data for July 2003 on my end with Kinetick.


        I will send an inquiry to the data back end team to check this missing data and attempt to restore.
        Ryan L.NinjaTrader Customer Service

        Comment


          #5
          Hello Tasuki,


          I was able to bring up the GC ##-## July 2003 daily bars that are missing with the data team and they will be attempting to restore this data.


          If I get more updates on the situation, I will update this forum thread.
          Ryan L.NinjaTrader Customer Service

          Comment


            #6
            Thanks Ryan, for looking into this. What a strange omission, the candle's just not there! I'm curious how that's even possible. I mean, aren't these charting packages pretty much automated? It's not like some human just forgot to paint in the candle. Well, I hope you can sort it out, and thanks for looking into it.

            The larger question, of course, is what caused this glitch, and could it happen on shorter timeframes that NT clients might be more likely to be trading actively? THAT's what we need to prevent! I suppose it would be nice to restore that candle for the sake of anyone doing historical research, but the real issue is whether the cause of this glitch could occur on other timeframes.
            Tasuki

            Comment


              #7
              Hello Tasuki,


              Thank you for the follow up.


              I can confirm that the missing data for GC ##-## July 2003 was restored on the Kinetick data feed.


              I am not sure what caused the July bar to be missing although the data was verified as missing and restored quickly after making an inquiry.


              In regards to any real-time data coming in that would be a bad tick, you can have NinjaTrader filter out any bad ticks:
              • Control Center > Tools > Options...
              • Data tab
              • Check "Filter bad ticks % off market"
              • Click OK when finished



              This is applied to any real-time data you are receiving from a market vendor. This will not filter any historical ticks.
              Ryan L.NinjaTrader Customer Service

              Comment


                #8
                Gold continuous chart of NEW YORK


                This chart shows gold continuous prices in new york of 25th june 2014.it shows that investors must invest their money on gold so it must be a high beam for gold shares in future.

                Comment


                  #9
                  Hello Angela,


                  Thank you for the reply and welcome to the NInjaTrader support forums!


                  If you had attempted to attach a screenshot of the GC chart unfortunately the screenshot was not posted successfully.


                  Please feel free to respond at your convenience with the screenshot of the GC chart in question or let me know if I can provide any assistance.
                  Ryan L.NinjaTrader Customer Service

                  Comment

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