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Can someone check NQ Historical data for NQ 06-20, NQ 09-20 & NQ 12-20

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    Can someone check NQ Historical data for NQ 06-20, NQ 09-20 & NQ 12-20

    I tried to download the historical data for NQ 06-20, NQ 09-20 & NQ 12-20 and there is a 6-month gap from 6/10/2020-1/4/2021. Is there something wrong with the Historical Data Server? Can someone check? Do I have to download the data when the market is open?


    Attached is a screenshot of the equity curve flatlining for 6 months in a backtest. I did standard and high-resolution tick fills.
    Attached Files

    #2
    Hello TradingLoss,

    Can you please restart NinjaTrader and download the data once more. Check if the missing data persists. When I test it on my end, I don't have historical data missing for the period you refer. I tested both historical tick and historical minute data.
    Attached Files
    JasonNinjaTrader Customer Service

    Comment


      #3
      I restarted and downloaded the data again, the missing data persists. See the attached screenshot my window comparing your window of data, my data only gets 6 AM for 1 day of each contract.

      Maybe try on your end, take the tick data folder for 06-20 & 12-20, move it somewhere else and try downloading the data as I did. I even edited it to try and download data using historical 06-20 and 12-20 contracts to see if that did anything special.

      ***Also the 6-20 contract tick data ends on the 19th and it's incomplete.

      If it's something erroneous on my end is it possible for you to upload the tick data folder on a cloud service and I download it?


      Thanks.

      Originally posted by NinjaTrader_Jason View Post
      Hello TradingLoss,

      Can you please restart NinjaTrader and download the data once more. Check if the missing data persists. When I test it on my end, I don't have historical data missing for the period you refer. I tested both historical tick and historical minute data.
      Attached Files
      Last edited by TradingLoss; 07-07-2022, 04:17 AM. Reason: added incomplete 6-20 tick data

      Comment


        #4
        Can you please restart NinjaTrader again so it will connect you to a different historical data server. Then perform the download once more.
        JasonNinjaTrader Customer Service

        Comment


          #5
          I restarted Twice

          See attached updated screenshots.

          As you can see, 06, 09 & 12-20 are still incomplete ending on the 19th & 20th of the month. So for some reason the final 2 weeks of the month are missing. How many Historical data servers are there? Surely some of them should add up to all the complete data?

          Thanks.


          Originally posted by NinjaTrader_Jason View Post
          Can you please restart NinjaTrader again so it will connect you to a different historical data server. Then perform the download once more.
          Attached Files
          Last edited by TradingLoss; 07-08-2022, 02:15 AM. Reason: Added Screenshots

          Comment


            #6
            Please note that this is as expected as these expiry months stop trading after these dates.
            JasonNinjaTrader Customer Service

            Comment


              #7
              Thanks Jason, I found the overlapping data in the NQ 03-21 contract month
              Originally posted by NinjaTrader_Jason View Post
              Please note that this is as expected as these expiry months stop trading after these dates.

              Comment

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