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Certain index missing daily bars from IB

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    Certain index missing daily bars from IB

    I am using IB TWS as data feed to display a daily chart for index ESTX50 (aka SX5E). The chart is missing bars for 2/2/2018 and 2/13/2018. I manually force downloaded daily data, but they are still missing. When I look into Historical Data Manager, these two dates do not appear in the daily data listing.

    Previously I had also noticed similar issue with index RUT and RVX.

    This only happens when using IB as historical data feed, and only certain indices.

    Please help.

    #2
    chunhaoqi,

    Thanks for your post.

    NinjaTrader wouldn't change the data that it receives from the data provider, and can instead only display what it has received from the data provider.

    What version of TWS are you using?

    What version of NinjaTrader are you using? This can be found under Help -> About (Example: 7.0.1000.X or 8.0.X.X)
    Drew O.NinjaTrader Customer Service

    Comment


      #3
      I am using NT 7.0.1000.31. TWS 9.69.2b

      I did the following tests to ensure IB is indeed sending the "missing" data

      a. Connect NT to IB gateway, enable API logging and I found the "missing" data in the log
      b. I used a IB API sample program supplied by IB to retrieve said data, the "missing" data is returned.

      Comment


        #4
        Thanks for your reply post.

        I see that you're running an unsupported version of TWS as well as NinjaTrader 7. Only TWS 960.2g would be supported, and the newer version of NinjaTrader 7 contains many critical updates to the database.

        I recommend uninstalling this TWS and installing the supported version from the below publicly available download link:



        Once done, I would advise that you upgrade and then reset the instruments as a troubleshooter.

        First, to upgrade NinjaTrader, please follow the steps below:

        1. First get your license key from NinjaTrader under Help> License Key then exit NinjaTrader

        2. Click on the link: http://ninjatrader.com/PlatformDirect

        3. Enter your license key and press Submit

        4. Select 'NinjaTrader 7'

        5. Select 'Download'

        Critical: Before running the installer, ensure NinjaTrader is closed.

        Lastly, to reset your instruments, please follow the steps below:

        1. Disconnect from your data feed: NinjaTrader Control Center> File> Disconnect> Select your data feed

        2. Reset your Instruments: NinjaTrader Control Center> Tools> Options> Data tab> Reset Instruments>OK

        3. Restart NinjaTrader> Connect (NinjaTrader Control Center> File> Connect> Select your connection

        Please let me know if you continue to experience the same.
        Drew O.NinjaTrader Customer Service

        Comment

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