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ZC historical data error

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    ZC historical data error

    Hello,

    While backtesting on ZC I noticed that there is an historical data error for the ZC instrument, on the ZC 07-07 contract, which occurs over two days: 5/16/2007 and 5/15/2007. Starting with the first entries on 5/15/2007, the price is shown as 3.75 for corn, from 4:30 PM PST until 11:49 PM PST on that day (the previous price range was 371.50, so it appears to be some kind of decimal error I believe). The error then continues on 5/16/2007, from 12:01 AM PST to 4:00 AM PST, and then at 7:30 AM PST it resumes correct pricing at 370.25. This is obviously causing a major problem with any backtesting or charting during this period, and I'm surprised that it hasn't been corrected yet on the historical data servers. I'm aware that I can go in and delete these rows to remove the faulty data, but is Ninja planning to correct or remove the pricing from the historical servers at any point?

    Regards,

    Andrew

    #2
    Hello Andrew,

    Thank you for your post.

    Who do you connect to for data? And what period type are you testing? Example: 150 Tick.
    Patrick H.NinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_PatrickH View Post
      Hello Andrew,

      Thank you for your post.

      Who do you connect to for data? And what period type are you testing? Example: 150 Tick.
      Hi,

      I am using Rithmic for data, and this is using a 1 minute period.

      I also just discovered that this problem exists for the ZS contract as well -- the price for the previous session was 778.00, and then when the market re-opens at 4:31 PM PST on 5/15/2007 (using the ZS 07-07 contract) the price is listed as 7.75. As with ZC above, this error continues until the close of the session the next day, and then at 7:30 AM PST on 5/16/2007 the price resumes at the correct level of 781.00.

      Regards,

      Andrew

      Comment


        #4
        Hello again,

        It appears that ZW also has this same problem...for all I know all the crops have this same identical error, I've only looked at ZC, ZS, and ZW, and again the fault seems to be with 07-07 contract for each, for the two dates and time periods I've mentioned above.

        Comment


          #5
          Hello Andrew,

          Thank you for the additional information.

          I will investigate this matter further and follow up with you here when I have additional information.
          Patrick H.NinjaTrader Customer Service

          Comment


            #6
            Hello Andrew,

            Thank you for your patience.

            I wanted to follow up to let you know this has been reported to our server team.
            Patrick H.NinjaTrader Customer Service

            Comment


              #7
              It looks like there is an error on the SI 9-14 daily chart too, from 8/11/14 to 8/15/14, the price shows as zero for five days in a row. I wish I would have known Silver was free that week, I would have gotten a bunch and then held until the next week...

              Comment


                #8
                Hello Andrew,

                Thank you for your post.

                Both the SI and HG historical data were effected by a recent change to the instrument price sizing. We are looking into restoring this item on our end.
                Patrick H.NinjaTrader Customer Service

                Comment


                  #9
                  I thought I saw some pop up message about that, but it was only related to CQG and Continum users (I use Rithmic).

                  Comment


                    #10
                    Hello LightWeight,

                    Thank you for your response.

                    Correct, this was for Continuum and CQG users (Advisory 24) as far as real-time data. However, this item effected the historical data for Rithmic as well. This is planned to be restored over the weekend.
                    Patrick H.NinjaTrader Customer Service

                    Comment

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