Kinetick Historical Data question

[shazzmoe]

I'm trying to run some backtests using Kinetick's data feed and I'm noticing some days missing from one instrument that another one has.

There isn't really a way for me to manually check to see that each day exists or is a complete day so I was wondering if you could give me more info on this.

Example: When I run my system from Jan 2009 to present on both the ES and TF the TF was getting about 40 more trades than the ES. Because of the nature of my system they should each be getting the same number. I then looked at the trades taken much closer and noticed the ES was missing some days that the TF had

the first date I found was 3/27/09. I don't know if there was something special about this day or the other 40 days but this day occurs on my TF data but does not exist on my ES charts

[NinjaTrader_JC]

Hello shazzmoe,

Thanks for the note.

So that I may further assist you what time frame are you using on your Backtests? Example: 1 Min, 5 Min, 1 Day, etc...

Happy to be of further assistance.

[shazzmoe]

I'm using 1 minute charts. Although any form of minute bars would return the same result. Even when not running a strategy the data just does not exist for certain dates

[NinjaTrader_JC]

Hello shazzmoe,

Kinetick will provide at least two years of minute data. You may have access to more data than two years which would be the reason why you are getting different.

Can you try to set it to two years on both instrument and receive the same results?

Happy to be of further assistance.

[shazzmoe]

Even when I run the system from the start of this year to present I'm losing days.

I'm looking at an ES chart and I'm missing data from half way through 3/26 to the start of 4/4 of this year. The TF is my primary concern but there isn't really anyway for me to know if days are missing from that. I just know my TF data is larger than ES data for the same time periods

[NinjaTrader_JC]

Hello shazzmoe,

You can check what data that you have for each instrument using the Historical Data Manager. See the link below and the image to view the historical data that you have downloaded.
http://www.ninjatrader.com/support/h...ml?editing.htm

Note as well that you can download data by instrument for a specific data range and Interval/Data Types as well using the Historical Data Manager.
http://www.ninjatrader.com/support/h...l?download.htm


Happy to be of further assistance.

[shazzmoe]

I feel silly now. Thank you so much. I had done this with the TF but I just assumed when I hit reload historical data on an ES chart it would download these days.

It's working properly now, thank you.