I'm having a problem with the Kinetick - End of Day data provider I'm hoping you could shed some light on.
The problem is highlighted by the following:
1. Create a new strategy that does nothing other than the following:
protected override void OnBarUpdate()
{
Print(Time[0].ToString());
}
2. Run this strategy against INTC for the period 1/1/2008 to 8/17/2014 using daily data and validate the results in the Output window. There appears to be no data returned for INTC between 1/1/2009 and 1/4/2012, at least in terms of the OnBarUpdate event being triggered:
12/27/2008 8:00:00 AM
12/30/2008 8:00:00 AM
12/31/2008 8:00:00 AM
1/1/2009 8:00:00 AM
1/4/2012 8:00:00 AM
1/5/2012 8:00:00 AM
1/6/2012 8:00:00 AM
1/7/2012 8:00:00 AM
The INTC chart does show values in the missing range, however.
Thanks
Glenn
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