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NinjaTrader
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Hello U0000999,
NinjaTrader will attempt to request missing data if it is missing, but without making a full request for data, NinjaTrder may not know if data has stopped at a certain point or if there is no data for that period of time. If you have requested data until the 21st of February previously, and then at a later time requested data until March 20th, NinjaTrader would have requested data from present until the the 20th of March but the data between February and March would not have been fetched by the last request because NinjaTrader found a point where data continues.
When the backtest is run and the amount of data is specified, NinjaTrader looks back to see where the last full set of data is and then requests future data after that. We are assuming that we have a full set of data going back since we have found data on our platform at that point.
Another subject to consider is that some data providers, like Kinetick, only allow requesting certain amounts of data during market hours. You may have requested data that could not have been returned by your data provider.
Your concern is ensuring that you have a full set of data for your backtests, so I would suggest checking the historical data window (Control Center > Tools > Historical Data) to verify the data on your platform, or to open a chart to see if you have the tick/minute/daily data necessary to drive your backtests.
You can open a chart with the same data you want to run your backtest on, and if you right click on the chart and select Reload All Historical data, that full data set will be requested.
Please let us know if you have any questions.JimNinjaTrader Customer Service
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