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    FDAX data

    Hello,
    On the current contract, some data isn't present where I would expect it to be and can't understand why. I wondered if anyone could enlighten me?
    Specifically, between 16:04 and 21:46 on 17th.
    Usually, the last trade is just before 16:05, and first trade 19:16. But on this occasion the first trade isn't until 21:46, precisely 1 1/2hrs 'late', which methinks is not a random period of time and not just no-one traded, but I can't see why.this is so.
    As far as I am aware/can determine, there was nothing unusual about the (new, trading) day such as local holiday, that sort of thing..
    Any ideas anyone?

    Kind regards,
    Bruce


    #2
    I'll need some additional information to identify the specific time you're referring to and learn more about your NinjaTrader. Please answer the following questions:
    • What version of NinjaTrader 8 are you using? Please provide the entire version number. This can be found under Help -> About (Example: 8
      .0.X.X)
    • What time zone is your PC set to? What time zone is NinjaTrader set to (to check, go to the Control Center > Tools > Options)
    • Who are you connected to? This is displayed in green on lower left corner of the Control Center window.
    • What is your merge policy? To check, go to the Control Center > Tools > Options > Market data > 'Merge policy' property
    • What interval is selected? For example, 5 minute, 1 day, 2000 volume, 4 Renko, etc.
    • What is your chart's trading hours template? To check, right-click on your chart > Data series > Trading hours property
    Last edited by NinjaTrader_PatrickG; 01-22-2019, 07:21 AM.

    Comment


      #3
      Hello Patrick and thanks.
      Version 16.3.
      PC is set to EST.
      Connected to AMP
      I'm wasn't talking about charts - although that is how I noticed, but the data isn't in my Historical Data, Tick or Time......
      I don't have Tools / Market Data, can't find it & can't recall where it is.....
      Noticed it on 2 Minute (only use minute-based & tick)
      Trading hours template is Custom, however I've checked for errors in the times, that sort of thing, & I've been using it on lots of charts & instruments for a year & haven't made any changes. If I look back a week, the data isn't missing at the same point. I've tried a bunch of things already such as reloading historical etc. Every day has last data at 16:05 and first at 19:46 except the one referred to, as far as i've looked back.
      Kind regards,
      Last edited by brucerobinson; 01-21-2019, 05:27 PM.

      Comment


        #4
        I apologize - I left out the 'Options' in the request for you to tell me your merge policy. I've edited the steps in my previous reply to be accurate.

        The EUREX open was delayed on the 17th which is causing the data issue you're referring to. CQG informed us of this delay, however, I have no further information about the delay.

        Comment


          #5
          Hello Patrick and thanks.
          Marvellous, the symptoms gave me the impression it likely was something like that rather than platform, settings etc. but couldn't find anything.
          Sorted. Thanks for resolving.
          Bruce

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