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Kinetick data feed - missing data and false ticks

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    Kinetick data feed - missing data and false ticks

    NinjaTrader 8.0.7.0 connected to Kinetick Real-time data feed.
    NinjaTrader 7.0.1000.34 connected to Kinetick Real-time data feed.

    Problem is linked to datafeed and affects both versions of NinjaTrader.


    Missing data FDAX:

    June 12: daily bar is missing (exchange was open, settlements have been published, Kinetick supplies minute data)

    False ticks:

    June 5: false daily bar is shown (this was a holiday)
    October 3, 2016: false daily bar is shown (this was a holiday)

    The false bars are creating false indicator values, as bars are taken into account that do not exist.


    Missing data FESX:

    June 12: daily bar is missing (exchange was open, settlements have been published, Kinetick supplies minute data)

    For June 5 and October 3 there is no problem, as these are specific German holidays, while FESX was traded.

    #2
    FDAX 09-17

    June 12, 2017:

    I see a daily bar in both NT7 and NT8 when connected to Kinetick

    June 5, 2017:

    I see the 'bad tick' you're referring to. I'll bring this to Kinetick's attention.

    October 3, 2016:

    I see the 'bad tick' you're referring to. I'll bring this to Kinetick's attention. I believe this is technically FDAX 12-16 data.

    FESX 09-17

    June 12, 2017:

    I see a daily bar in both NT7 and NT8 when connected to Kinetick
    Patrick G.NinjaTrader Customer Service

    Comment


      #3
      Hi Patrick,

      Thank you for coming back.

      I have no daily bar for June 12, 2017 on both my charts for FDAX 06-17 and FDAX 09-17 (looking at both charts because of rollover day)

      I have reloaded all chart data, but with no success.

      Also I have checked my historical data base. There is definitely no data downloaded for June 12, 2017.

      Please find attached the daily chart. I have added a 1440 min bar series below just to make it easier to detect the missing data!

      By the way the bad ticks for October 3 and June 5 have disappeared, after I had reloaded all chart data. Maybe Kinetick has already fixed it.
      Attached Files

      Comment


        #4
        We reached out to Kinetick and they resolved the data issue shortly after.

        Does the gap persist if you use a different trading hours template? For example, Default 24/7?
        Patrick G.NinjaTrader Customer Service

        Comment


          #5
          Originally posted by NinjaTrader_PatrickG View Post
          Does the gap persist if you use a different trading hours template? For example, Default 24/7?
          The gap persists with the template 24/7.

          I also tried using the download manager, downloading daily data for FDAX 06-17 for the current week. However, no data was downloaded for June 12.

          Comment


            #6
            I can't reproduce this gap on my end. Could you write into PlatformSupport[AT]NinjaTrader[DOT]com so we can setup a remote session?

            Please include a link to this thread and reference '#1724742 ATTN Patrick G' in the body of your message.
            Patrick G.NinjaTrader Customer Service

            Comment

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