Ninjatrader 8 - HSI 01-21 contract Data can't stores in Historical DB

[simjs]

Hello Support,

This issue happened recently on HSI 01-21 and MHI 01-21 contracts, and I have upgraded my ninjatrader 8 to the latest version.

I trade HSI using CQG data feed, and everything works like normal until the end of 2020.

I discovered my HSI CQG data not stored in the historical database. Please refer to the attached screenshots.

My ES and all other instruments with IQFeed do not experience any issues.

I look forward to your help.

Thanks.

[NinjaTrader_PatrickG]

CQG-based connections do not provide historical data to NinjaTrader, so when you're using CQG, you're pulling all historical data from NinjaTrader's servers. NinjaTrader's servers do not provide HSI or MHI historical data. So one important question to answer now is, "where were you receiving the historical data for these instruments in the first place?".

Is 'Record live data as historical' enabled within the Control Center > Tools > Options > Market Data window? This setting would allow you to record live incoming data for these instruments as historical data.

Additionally, there was a known issue last week with MHI and HSI 2021 contracts which has since been resolved.

So I may accurately assist you, please answer all of 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.?.?)
• Do you receive an error on screen? Are there errors on the Log tab of the Control Center? If so, what do these errors report?
• When was the last time you restarted your NinjaTrader and/or your PC?

[marketstudent]

I am facing the same issue since the start of 2021. I think the root cause is that ninjatrader no longer provide any historical data since 2021.

[NinjaTrader_PatrickG]

I am working with our data team to determine what the issue may be with these instruments and their 2021 historical data. I'll follow up when I have more information.

Thanks in advance for your patience.

[marketstudent]

Check these 2 places could help determine the root cause
1. Whether ninjatrader caches HSI historical data since the start of 2021 and is providing the historical data to the data request;
2. Check the source code to see whether it has any cut-off date hard coded;

[NinjaTrader_PatrickG]

Thanks for your patience.

HSI and MHI have begun recording again, however, missing historical data between 12./28/20 and 01/08/21 has not yet been backfilled. This backfill is scheduled for the upcoming weekend (01/15-01/17) maintenance window.

On Sunday 01/17 after market open please restart NinjaTrader which should ensure the previously missing data is downloaded. If there is still not data, right-click on your charts and select 'Reload all historical data.

[marketstudent]

Patrick,

Thank you very much for your help. MHI and HSI historical data are back now.
It would be great if you could backfill N225 and JNM historical data from Osaka future exchange as well.

[NinjaTrader_PatrickG]

marketstudent, our historical data servers never recorded N225 or JNM, so those would not be part of this historical data backfill we're performing this weekend to 'repair' missing that we expect our historical servers to provide.

[marketstudent]

Ninjatrader broker should support Asian markets. HSI and N225 index futures are very liquid and I am pretty sure that lots of traders will migrate to NT 8 platform, and also CQG already has the data feed for it.

[chiyu219]

Hi Patrick, I found that NT don't store the HSI data from CQG again from 1/Nov/2021. Please kindly fix it. Thanks

[NinjaTrader_PatrickG]

chiyu219 it looks like the latest historical data is for October 27th. I'll notify our data team to see if this can be backfilled and restarted.

[chiyu219]

Dear Patrick

I think NT don't update the data and chart of HSI 04-22 again.

Please help to restore it.

Thanks
chiyu219

[NinjaTrader_DrewO]

chiyu219,

Thanks for posting.


What trading hours template is applied to this chart? You can check by right-clicking inside the chart and selecting "Data Series."

Do you see the same if you change the Trading Hours setting to "Default 24/7" and reload the chart?