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Missing historical data for Hong Kong future exchange symbols

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    Missing historical data for Hong Kong future exchange symbols

    I use NT 8 to trade MHI and HSI from Hong kong future exchanges. But starting from Jan. 4 2021, I am no longer able to retrieve historical data when I do data reloading. I contacted CQG (this is my data provider), they informed that the configuration on CQG side is correct. They also informed me this is a known issue, their clients also face the same issue trading Japanese OSAKA exchange instruments. This issue is impacting Asian market. Any workaround for this issue ?

    Thanks!

    #2
    Hello marketstudent,

    This is likely related to missing expiry months for the MHI and HSI. Can you please tell me what expiry month you have selected when you load historical data and up to what date do you load historical data in the chart?

    When you connect to CQG in NinjaTrader, historical data is loaded from our historical data server and not from CQG. Realtime data is received from CQG.


    JasonNinjaTrader Customer Service

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      #3
      Ok. That explains the issue. I added the missing month, that's Jan 2021, the NT 8 symbol is MHI 01-21 and HSI 01-21

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        #4
        The HSI 01-21 and 02-21 expiry months have now been added to the server. You should see them after a restart of NinjaTrader.
        JasonNinjaTrader Customer Service

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          #5
          Jason,

          I removed old MHI 01-21 and HSI 01-21 data, and restarted NT8. I am not getting any historical data for MHI 01-21 and HSI 01-21. Could you double check on your side ?

          Thanks!

          Comment


            #6
            Hello,

            If using NinjaTrader historical data, unfortunately these instrument's are not supported on our servers so no historical data would be available. You can see live data, which will record as it comes in, but no historical.
            If you are using a different provider, what data provider are you connected to instead?
            Ryan S.NinjaTrader Customer Service

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              #7
              That's strange. I have been trading MHI and HSI for years through NT8, and I didn't have historical data issues.
              The data provider is CQG. I could connect to CQG through tradingview to retrieve historical data, but not NT 8.

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