This is a rather lengthy post as the problem is somewhat complex. I normally shut down my computer completely at 10 PM and then reboot and reload NT in the morning around 7 AM. I'm trading the Globex markets ie. NQ 09-08. I really need the overnight data in order to properly setup filter calculations at the start of the next day. That means I need for PFG to properly backfill data from 10 PM the prior night to 7 AM in the morning. It's simply not happening. I've already discussed this with PFG support and they suggested all the usual things to check which I had already done. This included checking the session begin and end times in chart properties 12AM for both. I went to tools>historical data>reload and got nothing. I created a new chart using 1 min. instead of my normal range chart and repeated these steps. The result was the same, a big gap in data. This process has been repeated for the past few days so it's not a one off glitch.
Last night I decided to perform an experiment to troubleshoot my own theory. I believed that PFG was sending down the data from their server because my PFG trading software does correctly show all data throughout the night. However, there was a chance PFG was using a different server since the IP address is different from that used in my trading program. The experiment was simple. Don't shut down the computer and run it all night. The result was what I expected. There was complete data indicated in all charts. I created a new one minute chart (I normally use range charts) to see the data more clearly over time and it loaded up fine. I also created new 1 min. charts for other symbols such as ES and ER2 and they loaded up fine. This experiment proves two things. The PFG server is properly sending in data during the night session and the charts can properly display this data over a 24 hour period when it's available.
Then something odd caught my eye. Down in the lower left hand corner the data connection was indicated in red "Connection Lost- PFG server". This was interesting as data was currently coming in just fine for all Globex markets. Charts were updating and my market analyzer with TimeLastTick was updating just fine. Hmmmm. Out of curiosity I decided to shut down the PFG data connection and of course all data stopped. I then tried to reconnect the PFG data connection but the program wouldn't let me because the PFG label under FILE>CONNECT was still greyed out. Still in the experimental mood. I shut down NT completely and intentionally waited about 20 min. before rebooting NT. The PFG connection started right up no problem and the lower left hand corner showed in green Connected-PFG as usual. As per my theory- there is no backfill, sure enough there was a gap in data for the 20 minutes obvious by viewing a one minute chart. The trading activity is sufficient as this time of morning 7:20 AM to be very sure of this. This was for symbol NQ 09-08. I went through the usual routing of trying to reload the data via tools>historical data and this as usual had no effect.
My conclusion is simple. Backfill doesn't work properly for the overnight Globex session for the common Globex symbols. I'm not sure if the PFG data indication at the bottom of the Control Center is related or not but there's a problem there as well.
Does anyone know for sure if overnight backfill works properly with BarChart.Com ? I'd be inclined to go with them right away as a workaround if it does.
Last night I decided to perform an experiment to troubleshoot my own theory. I believed that PFG was sending down the data from their server because my PFG trading software does correctly show all data throughout the night. However, there was a chance PFG was using a different server since the IP address is different from that used in my trading program. The experiment was simple. Don't shut down the computer and run it all night. The result was what I expected. There was complete data indicated in all charts. I created a new one minute chart (I normally use range charts) to see the data more clearly over time and it loaded up fine. I also created new 1 min. charts for other symbols such as ES and ER2 and they loaded up fine. This experiment proves two things. The PFG server is properly sending in data during the night session and the charts can properly display this data over a 24 hour period when it's available.
Then something odd caught my eye. Down in the lower left hand corner the data connection was indicated in red "Connection Lost- PFG server". This was interesting as data was currently coming in just fine for all Globex markets. Charts were updating and my market analyzer with TimeLastTick was updating just fine. Hmmmm. Out of curiosity I decided to shut down the PFG data connection and of course all data stopped. I then tried to reconnect the PFG data connection but the program wouldn't let me because the PFG label under FILE>CONNECT was still greyed out. Still in the experimental mood. I shut down NT completely and intentionally waited about 20 min. before rebooting NT. The PFG connection started right up no problem and the lower left hand corner showed in green Connected-PFG as usual. As per my theory- there is no backfill, sure enough there was a gap in data for the 20 minutes obvious by viewing a one minute chart. The trading activity is sufficient as this time of morning 7:20 AM to be very sure of this. This was for symbol NQ 09-08. I went through the usual routing of trying to reload the data via tools>historical data and this as usual had no effect.
My conclusion is simple. Backfill doesn't work properly for the overnight Globex session for the common Globex symbols. I'm not sure if the PFG data indication at the bottom of the Control Center is related or not but there's a problem there as well.
Does anyone know for sure if overnight backfill works properly with BarChart.Com ? I'd be inclined to go with them right away as a workaround if it does.
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