BarsArray missing data

[shortrader]

Today I noticed one of my custom indicators seemed 'off'. After investigating, I discovered that my BarsArray for daily ES data is missing two days.

I siimply add a data series, like so

AddDataSeries(BarsPeriodType.Day,1);

After the chart paints, I print out the last 11 bars.

for (int i = 10; i >= 0; i--)
{
Print(Times[1][i].ToShortDateString());
}

I get this...




Where is the Tuesday and Wednesday data?

I have seen this indicator look incorrect before, but didn't track down the actual problem until today. I'm not doing anything with the data series other than adding it, and reading it's contents.

Am I missing a refresh step, or something? I should add that the data for 6/27/2019 is correct and is updating in real time.

Please advise. Thanks!

[NinjaTrader_Jim]

Hello shorttrader,

Thanks for your post.

Could you provide us answers to the following questions so we can assist?

Who is your data provider?

If you load a chart and right click > Reload Historical Data do you see these bars on your chart?

After performing the step above, do you see prints for these days after reloading your script with F5?

I look forward to your reply.

[shortrader]

Thanks for your prompt response. Answers to your questions...

I'm using Continuum real time data feed.

I've reloaded historical data several times. I've removed my indicator from my chart and re-added. Same result - missing two days of data in the daily array. What's odd is the primary bars object is displaying correctly on my chart (500 tick). Tuesday and Wednesday data is there.

Contract Symbol - ES 09-19.

I will continue to track this issue tomorrow. Will be interesting to see if the problem is isolated to these two days, if the data gap changes, moves forward, or disappears.

[NinjaTrader_Jim]

Thanks for your reply shorttrader.

I have set up a test similar to yours where I test opening a Daily chart with CQG data (what we would see with Continuum) and I Reload All Historical data to ensure that I have these daily bars on my platform. After I have verified I do have these daily bars on my platform, I reloaded the script on the 500 Tick chart and I got all of the prints for these days.

Demo - https://drive.google.com/file/d/1Oj4...w?usp=drivesdk

namespace NinjaTrader.NinjaScript.Indicators
{
    public class DataTestIndi : Indicator
    {
        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description                                    = @"Enter the description for your new custom Indicator here.";
                Name                                        = "DataTestIndi";
                Calculate                                    = Calculate.OnBarClose;
                IsOverlay                                    = true;
            }
            else if (State == State.Configure)
            {
                AddDataSeries(Data.BarsPeriodType.Day, 1);
            }
        }

        protected override void OnBarUpdate()
        {
            if (BarsInProgress == 1)
                Print(Time[0].ToShortDateString());
        }
    }
}

Could you let me know if you are seeing any additional issues performing the same test I have?

I look forward to being of any additional help.

[shortrader]

Very bizarre - I rebooted my machine over the weekend after applying Windows Updates, and now today all the data appears correctly in my daily BarsArray. No code changes made. I will be monitoring closely over the next several days to ensure that no new data gaps appear. I will reach out again if I continue to see the anomaly.

Thanks for the help.