I just recently resubscribed to IQ Feed particularly because I want to download data from their feed to Excel as *.csv files for analysis in Excel. I use the @ES# symbol for the continuous non back adjusted contract (E-mini S&P 500). My data appears to look correct in Excel with continuous data (all dates included).
Now, I've set up IQ Feed in Ninjatrader as well since I want my data in Excel to be the same as on my charts. On account connections, I chose to not select "back adjusted data".
In Options, I've used the Merge policy: MergeNonBackAdjusted.
But, my data is not displayed correctly...
Initially, I had a huge gap between the last trading days last week and the 5th of September, i.e., missing roughly two weeks of data. See attached picture.
I tried to change up various setting, "Reset DB", "Reset instruments", etc., but now I can't seem to display more than 2 days worth of data even though I'm using a lookback period of 200 days.
Also, I used the US Equities RTH session template since I want the 09:30 16:00 session.
Regardless, something is wrong and I can't seem to say for sure what.
Any thoughts or help on this?
Thanks in advance.
Johnny
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