I tried turning all the knobs I could think of: reload data, restarting Ninja8. But none of these actions fixed the missing data problem.
The way I finally fixed it and got all of the data to fill in was to change the instrument session from ETH to RTH and then back to ETH.
Specifically, I'm looking at ES 09-16 and using the built in CME US Index Futures ETH session template or trading hours.
I'm using IQFeed from DTN and so I seriously doubt it has anything to do with the data provider.
Please find out what's causing this and fix it so it doesn't happen any more.
Thanks
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