missing data on announcements

[johntheshop]

Hi,
I am not sure whether I am doing anything wrong or its a limit on the historical data due to data resolution but I am trying to look specifically at historical charts at announcement times. I am finding that in large movement announcements there is a gap in the data between candles for the first announcement spike.
Is this always the case for fast quick movement? if so I will learn to read around the missing data as I don't trade the spike anyway just the post announcement activity, but if I am downloading data wrong I would like to know.

Thanks
JOhn

[NinjaTrader_Jason]

Hello John,

Can you please tell me to what data feed you connect in NinjaTrader and what instruments you tested so far.

Do you load the missing data if you right click in the chart and select 'Reload All Historical Data'?

At what time and date did the last announcement occur that you checked?

[johntheshop]

Sorry , I have realised I havnt been too clear as you deal with so many instruments.

I am looking at FOREX and the GBP/USD pair. For instance the 9.30AM GMT announcement on the 5th August 2014 for manufacturing production on a 1min chart starts at 1.6851 then has a vertical wick to 1.6858, there is a 10 pip gap in the data, before it starts again on a candle below. I have not worked out if it can attach a screenshot in this forum yet sorry otherwise I would attach it.

Thanks

[NinjaTrader_Jason]

Thank you for clarifying.

Can you please tell me to what data feed provider you connect in NinjaTrader as well so I can test it on my end.

Did it change after you reloaded historical data?

[johntheshop]

Hi Jason,

The plot thickens! Perhaps I should have also mentioned I am in Replay mode!

I am a new user ( yesterday ) so have been getting my replay knowledge from the training vids on you tube.

I downloaded the replay data via ninja trader, via clicking on the utilities, download replay data, Forex, GBPUSD, L1 data.

The forex pairs are a bit limited as EUR/AUD and GBP/JPY are not there but I thought that was the only historical data available.

Thanks again.

John

[NinjaTrader_Jason]

Hello John,

Unfortunately the missing data is as expected as per Market Replay data.

The forex instruments you mention are available in NinjaTrader. Please go to Control Center-->Tools-->Instrument Manager. Set Type to Currency and hit Search. You will now see all forex instruments available by default.

[johntheshop]

Ok . Thanks for checking . I will learn to work around it.

Thanks for the tip on the other pairs that will be very handy.

Have a good weekend.