Data missing

[kabes223]

Hi there,

I'm using NT8, data provider is FXCM (demo). Trading major pairs.

I'm having an issue with minute data missing, i've tried both "bid" and "last". I often notice gaps in price on charts, and when I look in the historical data manager there is indeed a gap in the data. I notice this quite a lot. For example right now i'm looking at AUDUSD 25th June 2010; there is no data from between 2:00am and 6:00am (GMT +1). Sometimes reloading the data fills the gap, sometimes it doesn't.

I checked the data from FXCM using their Historical Data Downloader app, and there are no gaps. Also, I discovered there are minor variances (usually about a pip) in the open, close etc prices too, even for current data. This is using the same FXCM demo account, retrieving bid data. I would expect the data to be exactly the same.

How can this be resolved? I love using NT8 but if I can't trust the data, I can't use the platform. Please help, thanks.

[FMtrader]

Hi there,

I'm using NT8, data provider is FXCM (demo). Trading major pairs.

I'm having an issue with minute data missing, i've tried both "bid" and "last". I often notice gaps in price on charts, and when I look in the historical data manager there is indeed a gap in the data. I notice this quite a lot. For example right now i'm looking at AUDUSD 25th June 2010; there is no data from between 2:00am and 6:00am (GMT +1). Sometimes reloading the data fills the gap, sometimes it doesn't.

I checked the data from FXCM using their Historical Data Downloader app, and there are no gaps. Also, I discovered there are minor variances (usually about a pip) in the open, close etc prices too, even for current data. This is using the same FXCM demo account, retrieving bid data. I would expect the data to be exactly the same.

How can this be resolved? I love using NT8 but if I can't trust the data, I can't use the platform. Please help, thanks.

Hello kabes223

I suggest you have a read through this thread:

http://ninjatrader.com/support/forum/showthread.php?t=90762

I also had noticed some differences between what I was seeing on NT8 and supposedly the same data from FXCM. Basically NinjaTrader runs their own server (one for NT7 and one for NT8) for historical Forex data and whilst they apparently source their data from FXCM it is not identical to what you see if you log into FXCM's Trade Station. It is my understanding that once you connect NT to FXCM the live data coming in is valid because it comes from FXCM but the historical data is coming from NinjaTrader (if you have the "NinjaTrader historical data server" enabled when you set up the FXCM connection). If you disable the connection to the NinjaTrader historical data server you may find that the historical data requests that then go to FXCM can take a very long time to fill. Furthermore if you send a tick data historical request to FXCM (used for some non time based bars) it many never fill and simply time out.

Most of the time the discrepancy between FXCM and NT historical data is less than a pip but occasionally I have seen 3 pips or more variation. If you look closely you will also find NT7 and NT8 showing slightly different prices on the same FXCM account! I suggest that if you are only using time based charts that you modify your FXCM connection setting and try not using NinjaTrader's Forex server. Deepending on how much data you require you may find solely using FXCM's data is fast enough.

As far as I understand the situation, the live data coming in that trades use is OK but if a few days later you attempt to review that same trade and reload historical data the prices may be different. I first noticed this when I was filled on a trade live but some days later the historical data suggested the trade should not have been filled!

[kabes223]

Hi FMtrader,

Thanks for the response. Disabling "NinjaTrader historical data server", and reloading the data did the trick, thanks! I can't see any missing data now. I read your other thread too. There's even differences in data between FXCM MT4 and Trading Station. Luckily, small differences don't affect me too much, at least in the long run, because the lowest time frame I trade is the hourly. But still, it'd be nice to have consistent data.