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Missing Historical Futures Data

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    Missing Historical Futures Data

    I have encountered some missing data a few times, but this particular gap seems too large to be ignored. From 12/15/2017 6:30 AM to I believe January 2018, there is no data for NQ futures. I've cleared my cache and tick and minute data from my NinjaTrader 8 folder, as directed by someone in another thread, but it still doesn't seem to load that entire section. Is there any way I can get that (and other) data so I can test during those periods properly?

    I wonder if it has to do with the expiration - this leads me to my second question. I have been able to test 2016 to 2017 with NQ-17, but not before 2015, and I can get 2018 data with NQ-18. Do I just have to input NQ-16 and 15 and so on to get the data from before? I was able to backtest back to 2008 or so a few months back just by selecting NQ and applying the appropriate dates, but now it doesn't seem to work prior to 2016/17.
    Last edited by gredenko; 11-03-2018, 10:11 AM.

    #2
    Hello gredenko,

    What is the name of the data provider or broker that you are connected to for data?

    What is the merge policy set to? (Tools > Options > Market data > Global merge policy)
    Chelsea B.NinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_ChelseaB View Post
      Hello gredenko,

      What is the name of the data provider or broker that you are connected to for data?

      What is the merge policy set to? (Tools > Options > Market data > Global merge policy)
      Hey Chelsea. The merge policy is set to Merge Back Adjusted, and I'm connected to NinjaTrader Continuum (Demo).

      Comment


        #4
        Hello gredenko,

        I am showing this data is available. Below is a link to a video of testing minute data.
        https://drive.google.com/file/d/1jk8...w?usp=drivesdk

        Please disconnect and reconnect then right-click the chart and select Reload All Historical Data.


        Regarding pre-2017 data, NinjaTraders historical data servers for NT8 came online and started recording in the summer of 2017. These servers do not have data previous to this.
        Chelsea B.NinjaTrader Customer Service

        Comment


          #5
          Originally posted by NinjaTrader_ChelseaB View Post
          Hello gredenko,

          I am showing this data is available. Below is a link to a video of testing minute data.
          https://drive.google.com/file/d/1jk8...w?usp=drivesdk

          Please disconnect and reconnect then right-click the chart and select Reload All Historical Data.


          Regarding pre-2017 data, NinjaTraders historical data servers for NT8 came online and started recording in the summer of 2017. These servers do not have data previous to this.
          I see, that's strange because I was able to backtest on the earlier 2010s, when I was programming some strategies late last year. Is there no way to do that now? Would NT7 work instead?

          Comment


            #6
            Hello gredenko,

            You would need to import the data into NinjaTrader 8.

            Below is a public link to the NinjaTrader 8 help guide on importing.
            https://ninjatrader.com/support/help.../importing.htm

            Yes, the NinjaTrader 7 historical data servers for Continuum have minute data as far back as they have been recording.

            For the NQ future, NT7 historical data servers have minute data back to January 2006.
            Chelsea B.NinjaTrader Customer Service

            Comment

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