missing data between day session close and overnight

[dtl-saw]

For the second time now within a week I've seen gaps in chart data between RTH close and ETH.
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

[NinjaTrader_JessicaP]

Hello dtl-saw,

Please send me your log and trace files, ATM strategy templates, and other files, so that I may look into what occurred.
You can do this by going to the Control Center-> Help-> Email Support.
Please reference the following ticket number in the body of the email: 1534078
Please also tick all the boxes in the "Other Files" section.

[sledge]

For the second time now within a week I've seen gaps

Specifically, I'm looking at ES 09-16 and using the built in CME US Index Futures ETH session template or trading hours.


Please find out what's causing this and fix it so it doesn't happen any more.

Thanks

There was a nice gap last night before 6pm reopen. It really happened.

[NinjaTrader_JessicaP]

Hello dtl-saw,

After careful review, I can confirm sledge's assessment. With several data providers, there is an actual market gap in the E-mini S&P's data between 16:00 EDT on the 21st and 09:00 EDT on the 22nd. Please let us know if there is any other way we can help.

[sledge]

Well, I was more focused in on the ~5pm? EST close and 6pm EST open. (the daily maintenance period).

A gap can happen at any market close and reopen.

[NinjaTrader_JessicaP]

I would like to ask, does keeping a 1440 minute chart open with the "default 24 / 7" session template, next to either the ETH or RTH session template chart, prevent the switching behavior in the OP from occurring for both of you?

[NinjaTrader_JessicaP]

Hello dtl-saw,

After reviewing the information you sent us, I believe you will need to do the following to restore a clean cache state on your system. You may wish to back up NinjaTrader (NT8 Control Center -> Tools -> Export -> Backup File -> Check every box -> Export) before performing these steps.

• Shut down NinjaTrader 8
• Navigate to your (My) Documents\NinjaTrader 8\db\cache folder
• Delete all the contents of this folder

Please let us know if this does not resolve your query, or if there are any other ways we can help.