How to check no "holes" in database historical minute data

[Shansen]

NT Forum,

What is the the best method to check there are no "holes" in the database of historical minute data?

Where an instrument is broken into contracts (e.g. ES 03-17, ES 12-16...), what is the best method to check there are no "holes" over several years of data?

Thanks
Shannon

[NinjaTrader_DrewO]

Hello,

Thanks for posting.

You can review your historical data in the Historical Data menu found under Tools -> Historical Data. Once opened, select the "Edit" menu to view all saved historical data. More information on this menu can be found at the below link:

http://ninjatrader.com/support/helpGuides/nt8/en-us/historical_data_manager.htm

[Shansen]

Drew,

Thank you for your reply.

I have constructed an Excel spreadsheet which manipulates exported NT data and counts the number of records on each day. This works well with ^SP500 data allowing me to quickly identify where day/s are missing one year at a time.

For futures contracts this is not possible as a futures contact only exports minute data for a single contract not a series of contracts (e.g. ES 03-17, ES 12-16, etc...) over the course of several years.

I was hoping there would be a way to automatically test for missing data over many contracts.

Further guidance / ideas would be appreciated.

Thanks
Shannon

[NinjaTrader_DrewO]

Hello,

Thanks for your reply.

Since Continuous Contracts were removed from NinjaTrader 8, I would not be aware of a way within the platform itself to work around this item. Historical Data would need to be exported per contract.