Historical data upload stopped at 10:00AM if the last RTH of the month ENDS ON FRIDAY

[billythekid72]

Hello,

I have uploaded 3rd party historical data into NinjaTrader 8, mostly without any issue, EXCEPT that if the last regular trading day of the month lands on Friday, the data stopped loading after 10AM (Attached screen capture examples 2019 June and August). This will not happen if the last regular trading day ends on any other day (example screen capture 2019 July). This is very strange and hope you can provide some insight.

[NinjaTrader_Zachary]

Hello billythekid72,

Thank you for your post.

The first thing that I would recommend doing is contacting the provider of the data and reporting the problem. Since it's data that's been imported into platform from a third party, there's not really much that we can do in this scenario. When I import some test data on my end, I don't experience the same behavior when I import data for a date such as 08/30/2019. I was able to populate data for the entire day, including from 10 AM onward.

Please let us know if we may assist any further.

[billythekid72]

hello Zachary,

Thank you for your suggestion. Perhaps what was not clear from my message is that, the 3rd party data is COMPLETE without missing data, it is the uploading to NT8 that seems not to be working. I can send you the ONE DAY data file and you can try it yourself (it exceeded the 1M limit set here in the forum).

20190628 105955;02938.25;38
20190628 105955;02938.25;1
20190628 105957;02938.25;1
20190628 105958;02938.00;1
20190628 105958;02938.00;1
20190628 105958;02938.00;1
20190628 105958;02938.00;2 <---------- upload stopped here
20190628 110000;02938.00;1
20190628 110000;02938.25;83
20190628 110000;02938.25;1
20190628 110000;02938.25;1
20190628 110000;02938.25;16
20190628 110000;02938.25;7
20190628 110000;02938.25;4
20190628 110000;02938.25;3
20190628 110000;02938.25;2
:
:
20190628 155958;02953.50;1
20190628 155959;02953.50;2
20190628 155959;02953.75;1
20190628 155959;02953.50;2
20190628 155959;02953.75;4
20190628 155959;02953.75;2 < complete data for the day

[NinjaTrader_Zachary]

Hello billythekid72,

Thank you for your reply.

I understood what you meant the first time, but our ability to support third party items is very limited. If these data files are something that you are able to share, we need to test with the files themselves. Please email platformsupport(at)ninjatrader(dot)com with the actual data files attached please and put ATTN Zachary 3217337 in the subject line. We can try and test it to see if we can figure it out with you.

[billythekid72]

Thank you Zachary, i have emailed you the data file.

[billythekid72]

As a reminder you will need to delete 2019-6-28 from your historical data record before uploading the single day data file.

[billythekid72]

Hello Zachary,

It looks like all the data for FRIDAY are truncated upon upload, they all stopped at 10:00AM even though third part data is complete.

[NinjaTrader_Zachary]

Hello billythekid72,

Thank you for your reply.

I have received the file and will follow up with you via email once I have been able to test!

Thanks in advance for your patience.

[billythekid72]

Some of them stopped at 9AM, but ONLY Fridays upload are truncated, MONDAY through THURSDAY upload are fine. This is quite weird.

[NinjaTrader_Zachary]

Hello billythekid72,

Thank you for your reply.

When I imported the sample you sent as a test, every bit of data is there but you've got to make sure that the proper time zone is selected for it to be time stamped correctly or else you are going to get odd results. If I just use the UTC time zone selection, half of the data gets time stamped with 6/27 starting at 6 PM and the rest is time stamped with 6/28 end at 10:59:59 AM because the import utility is converting the time incorrectly. Unfortunately, I don't know what time zone this data is in so I'm not sure what the proper selection would be. You'd need to inquire with the provider of the data.

One other thing that I'd like to point out (that is kind of unrelated) is that ES 03-19 was not actively trading in June of 2019, so I'm not sure why this data file is for the ES 03-19 expiration. The correct contract at that point would've been ES 12-19 and ES 03-19 had been long since gone into settlement that point.

[billythekid72]

Hello Zachary,

You are a life saver! Thank you for pointing out the correct time zone for uploading!

[NinjaTrader_Zachary]

Hello billythekid72,

Thank you for your reply.

Happy to hear that this resolved the problem! To ensure that all of your data is correct, you may also want to re-import any of the other files to ensure that the time stamps are not getting transposed to different times and dates.

[billythekid72]

Yes, doing that at this very moment! Thanks again!